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BCUCY vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCUCY and SPY is 0.28, 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.


-0.50.00.51.00.3

Performance

BCUCY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brunello Cucinelli SpA ADR (BCUCY) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
29.03%
10.45%
BCUCY
SPY

Key characteristics

Sharpe Ratio

BCUCY:

0.56

SPY:

1.88

Sortino Ratio

BCUCY:

0.98

SPY:

2.53

Omega Ratio

BCUCY:

1.12

SPY:

1.35

Calmar Ratio

BCUCY:

0.57

SPY:

2.83

Martin Ratio

BCUCY:

0.91

SPY:

11.74

Ulcer Index

BCUCY:

18.42%

SPY:

2.02%

Daily Std Dev

BCUCY:

30.00%

SPY:

12.64%

Max Drawdown

BCUCY:

-42.47%

SPY:

-55.19%

Current Drawdown

BCUCY:

-6.54%

SPY:

-0.42%

Returns By Period

In the year-to-date period, BCUCY achieves a 18.93% return, which is significantly higher than SPY's 4.15% return.


BCUCY

YTD

18.93%

1M

6.49%

6M

29.03%

1Y

13.49%

5Y*

30.66%

10Y*

N/A

SPY

YTD

4.15%

1M

1.22%

6M

10.44%

1Y

24.34%

5Y*

14.62%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BCUCY vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCUCY
The Risk-Adjusted Performance Rank of BCUCY is 6161
Overall Rank
The Sharpe Ratio Rank of BCUCY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BCUCY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BCUCY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of BCUCY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BCUCY is 5757
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCUCY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brunello Cucinelli SpA ADR (BCUCY) 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.


Sharpe ratio
The chart of Sharpe ratio for BCUCY, currently valued at 0.48, compared to the broader market-2.000.002.000.481.88
The chart of Sortino ratio for BCUCY, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.006.000.872.53
The chart of Omega ratio for BCUCY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.35
The chart of Calmar ratio for BCUCY, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.83
The chart of Martin ratio for BCUCY, currently valued at 0.77, compared to the broader market-10.000.0010.0020.0030.000.7711.74
BCUCY
SPY

The current BCUCY Sharpe Ratio is 0.56, which is lower than the SPY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BCUCY and SPY, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.48
1.88
BCUCY
SPY

Dividends

BCUCY vs. SPY - Dividend Comparison

BCUCY's dividend yield for the trailing twelve months is around 0.76%, less than SPY's 1.16% yield.


TTM20242023202220212020201920182017201620152014
BCUCY
Brunello Cucinelli SpA ADR
0.76%0.91%0.73%0.60%0.00%0.00%0.95%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BCUCY vs. SPY - Drawdown Comparison

The maximum BCUCY drawdown since its inception was -42.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BCUCY and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.54%
-0.42%
BCUCY
SPY

Volatility

BCUCY vs. SPY - Volatility Comparison

Brunello Cucinelli SpA ADR (BCUCY) has a higher volatility of 7.47% compared to SPDR S&P 500 ETF (SPY) at 2.93%. This indicates that BCUCY'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.47%
2.93%
BCUCY
SPY
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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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