ASOZY vs. SPY

In the year-to-date period, ASOZY achieves a 99.24% return, which is significantly higher than SPY's -3.42% return.

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This table presents a comparison of risk-adjusted performance metrics for Asseco Poland SA ADR (ASOZY) 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.

The current ASOZY Sharpe Ratio is 2.55, which is higher than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ASOZY and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ASOZY's dividend yield for the trailing twelve months is around 2.16%, more than SPY's 1.27% yield.

The maximum ASOZY drawdown since its inception was -19.73%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ASOZY and SPY. For additional features, visit the drawdowns tool.