ASR vs. SPY
Compare and contrast key facts about Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) 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: ASR or SPY.
Key characteristics
| ASR | SPY | |
|---|---|---|
| YTD Return | -6.95% | 21.01% |
| 1Y Return | 23.36% | 32.86% |
| 3Y Return (Ann) | 12.50% | 8.37% |
| 5Y Return (Ann) | 12.33% | 14.97% |
| 10Y Return (Ann) | 9.63% | 12.86% |
| Sharpe Ratio | 0.63 | 2.83 |
| Sortino Ratio | 1.36 | 3.76 |
| Omega Ratio | 1.17 | 1.53 |
| Calmar Ratio | 0.84 | 4.05 |
| Martin Ratio | 2.15 | 18.38 |
| Ulcer Index | 11.77% | 1.85% |
| Daily Std Dev | 39.87% | 12.02% |
| Max Drawdown | -61.33% | -55.19% |
| Current Drawdown | -23.27% | -2.53% |
Correlation
The correlation between ASR and SPY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ASR vs. SPY - Performance Comparison
In the year-to-date period, ASR achieves a -6.95% return, which is significantly lower than SPY's 21.01% return. Over the past 10 years, ASR has underperformed SPY with an annualized return of 9.63%, while SPY has yielded a comparatively higher 12.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ASR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) 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
ASR vs. SPY - Dividend Comparison
ASR's dividend yield for the trailing twelve months is around 6.73%, more than SPY's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 6.73% | 3.86% | 3.18% | 2.00% | 0.00% | 2.80% | 2.29% | 1.84% | 2.09% | 2.35% | 0.00% | 5.35% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ASR vs. SPY - Drawdown Comparison
The maximum ASR drawdown since its inception was -61.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ASR and SPY. For additional features, visit the drawdowns tool.
Volatility
ASR vs. SPY - Volatility Comparison
Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) has a higher volatility of 8.25% compared to SPDR S&P 500 ETF (SPY) at 3.15%. This indicates that ASR'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.