ASGN vs. SPY
Compare and contrast key facts about ASGN Incorporated (ASGN) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASGN or SPY.
Correlation
The correlation between ASGN and SPY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ASGN vs. SPY - Performance Comparison
Key characteristics
ASGN:
-0.34
SPY:
2.21
ASGN:
-0.30
SPY:
2.93
ASGN:
0.96
SPY:
1.41
ASGN:
-0.28
SPY:
3.26
ASGN:
-1.03
SPY:
14.43
ASGN:
10.13%
SPY:
1.90%
ASGN:
30.17%
SPY:
12.41%
ASGN:
-95.98%
SPY:
-55.19%
ASGN:
-36.10%
SPY:
-2.74%
Returns By Period
In the year-to-date period, ASGN achieves a -12.79% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, ASGN has underperformed SPY with an annualized return of 9.69%, while SPY has yielded a comparatively higher 12.97% annualized return.
ASGN
-12.79%
-1.42%
-5.39%
-11.35%
3.62%
9.69%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
ASGN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASGN Incorporated (ASGN) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ASGN vs. SPY - Dividend Comparison
ASGN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASGN ASGN Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ASGN vs. SPY - Drawdown Comparison
The maximum ASGN drawdown since its inception was -95.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ASGN and SPY. For additional features, visit the drawdowns tool.
Volatility
ASGN vs. SPY - Volatility Comparison
ASGN Incorporated (ASGN) has a higher volatility of 9.04% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that ASGN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.