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BA vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BA and ^SP500TR is 0.51, 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.


-0.50.00.51.00.5

Performance

BA vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Boeing Company (BA) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.42%
7.91%
BA
^SP500TR

Key characteristics

Sharpe Ratio

BA:

-0.96

^SP500TR:

1.97

Sortino Ratio

BA:

-1.28

^SP500TR:

2.63

Omega Ratio

BA:

0.85

^SP500TR:

1.37

Calmar Ratio

BA:

-0.48

^SP500TR:

2.93

Martin Ratio

BA:

-1.00

^SP500TR:

13.00

Ulcer Index

BA:

32.91%

^SP500TR:

1.90%

Daily Std Dev

BA:

34.21%

^SP500TR:

12.58%

Max Drawdown

BA:

-88.95%

^SP500TR:

-55.25%

Current Drawdown

BA:

-58.86%

^SP500TR:

-3.62%

Returns By Period

In the year-to-date period, BA achieves a -32.08% return, which is significantly lower than ^SP500TR's 24.66% return. Over the past 10 years, BA has underperformed ^SP500TR with an annualized return of 4.68%, while ^SP500TR has yielded a comparatively higher 12.99% annualized return.


BA

YTD

-32.08%

1M

21.59%

6M

0.42%

1Y

-31.97%

5Y*

-11.52%

10Y*

4.68%

^SP500TR

YTD

24.66%

1M

-0.72%

6M

7.91%

1Y

26.59%

5Y*

14.57%

10Y*

12.99%

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Risk-Adjusted Performance

BA vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for BA, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.961.97
The chart of Sortino ratio for BA, currently valued at -1.28, compared to the broader market-4.00-2.000.002.004.00-1.282.63
The chart of Omega ratio for BA, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.37
The chart of Calmar ratio for BA, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.482.93
The chart of Martin ratio for BA, currently valued at -1.00, compared to the broader market0.0010.0020.00-1.0013.00
BA
^SP500TR

The current BA Sharpe Ratio is -0.96, which is lower than the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BA and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
1.97
BA
^SP500TR

Drawdowns

BA vs. ^SP500TR - Drawdown Comparison

The maximum BA drawdown since its inception was -88.95%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BA and ^SP500TR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.86%
-3.62%
BA
^SP500TR

Volatility

BA vs. ^SP500TR - Volatility Comparison

The Boeing Company (BA) has a higher volatility of 8.13% compared to S&P 500 Total Return (^SP500TR) at 3.62%. This indicates that BA's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.13%
3.62%
BA
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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