BAS.DE vs. SPY
Compare and contrast key facts about BASF SE (BAS.DE) 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: BAS.DE or SPY.
Performance
BAS.DE vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BAS.DE achieves a -5.30% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, BAS.DE has underperformed SPY with an annualized return of -0.13%, while SPY has yielded a comparatively higher 13.04% annualized return.
BAS.DE
-5.30%
-8.25%
-12.47%
4.31%
-2.79%
-0.13%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| BAS.DE | SPY | |
|---|---|---|
| Sharpe Ratio | 0.24 | 2.67 |
| Sortino Ratio | 0.50 | 3.56 |
| Omega Ratio | 1.06 | 1.50 |
| Calmar Ratio | 0.15 | 3.85 |
| Martin Ratio | 0.57 | 17.38 |
| Ulcer Index | 9.86% | 1.86% |
| Daily Std Dev | 23.27% | 12.17% |
| Max Drawdown | -60.28% | -55.19% |
| Current Drawdown | -33.02% | -1.77% |
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Correlation
The correlation between BAS.DE and SPY is 0.33, 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.
Risk-Adjusted Performance
BAS.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.DE) 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
BAS.DE vs. SPY - Dividend Comparison
BAS.DE's dividend yield for the trailing twelve months is around 7.89%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAS.DE BASF SE | 7.89% | 6.97% | 7.33% | 5.34% | 5.10% | 4.75% | 5.13% | 3.27% | 3.28% | 3.96% | 3.86% | 3.36% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BAS.DE vs. SPY - Drawdown Comparison
The maximum BAS.DE drawdown since its inception was -60.28%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BAS.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
BAS.DE vs. SPY - Volatility Comparison
BASF SE (BAS.DE) has a higher volatility of 10.11% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that BAS.DE'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.