BATS.L vs. SPY
Compare and contrast key facts about British American Tobacco plc (BATS.L) 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: BATS.L or SPY.
Key characteristics
| BATS.L | SPY | |
|---|---|---|
| YTD Return | 11.03% | 11.58% |
| 1Y Return | 2.18% | 29.17% |
| 3Y Return (Ann) | 3.85% | 9.98% |
| 5Y Return (Ann) | 4.30% | 14.95% |
| 10Y Return (Ann) | 2.46% | 12.88% |
| Sharpe Ratio | 0.15 | 2.67 |
| Daily Std Dev | 19.59% | 11.53% |
| Max Drawdown | -64.53% | -55.19% |
| Current Drawdown | -28.78% | -0.21% |
Correlation
The correlation between BATS.L and SPY is 0.21, 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
BATS.L vs. SPY - Performance Comparison
The year-to-date returns for both investments are quite close, with BATS.L having a 11.03% return and SPY slightly higher at 11.58%. Over the past 10 years, BATS.L has underperformed SPY with an annualized return of 2.46%, while SPY has yielded a comparatively higher 12.88% 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
BATS.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.L) 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
BATS.L vs. SPY - Dividend Comparison
BATS.L's dividend yield for the trailing twelve months is around 0.09%, less than SPY's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BATS.L British American Tobacco plc | 0.09% | 0.10% | 0.07% | 0.08% | 0.08% | 0.06% | 0.08% | 0.04% | 0.03% | 0.04% | 0.04% | 0.04% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BATS.L vs. SPY - Drawdown Comparison
The maximum BATS.L drawdown since its inception was -64.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BATS.L and SPY. For additional features, visit the drawdowns tool.
Volatility
BATS.L vs. SPY - Volatility Comparison
British American Tobacco plc (BATS.L) and SPDR S&P 500 ETF (SPY) have volatilities of 3.45% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.