SPY vs. B
Compare and contrast key facts about SPDR S&P 500 ETF (SPY) and Barnes Group Inc. (B).
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: SPY or B.
Key characteristics
| SPY | B | |
|---|---|---|
| YTD Return | 6.58% | 11.44% |
| 1Y Return | 25.57% | -11.56% |
| 3Y Return (Ann) | 8.08% | -9.65% |
| 5Y Return (Ann) | 13.25% | -7.55% |
| 10Y Return (Ann) | 12.38% | 0.85% |
| Sharpe Ratio | 2.13 | -0.27 |
| Daily Std Dev | 11.60% | 44.21% |
| Max Drawdown | -55.19% | -76.97% |
| Current Drawdown | -3.47% | -45.37% |
Correlation
The correlation between SPY and B is 0.49, 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
SPY vs. B - Performance Comparison
In the year-to-date period, SPY achieves a 6.58% return, which is significantly lower than B's 11.44% return. Over the past 10 years, SPY has outperformed B with an annualized return of 12.38%, while B has yielded a comparatively lower 0.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPY vs. B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Barnes Group Inc. (B). 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
SPY vs. B - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.33%, less than B's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.33% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
B Barnes Group Inc. | 1.77% | 1.96% | 1.57% | 1.37% | 1.26% | 1.03% | 1.16% | 0.87% | 1.08% | 1.36% | 1.22% | 1.10% |
Drawdowns
SPY vs. B - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum B drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for SPY and B. For additional features, visit the drawdowns tool.
Volatility
SPY vs. B - Volatility Comparison
The current volatility for SPDR S&P 500 ETF (SPY) is 4.03%, while Barnes Group Inc. (B) has a volatility of 12.48%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.