BCUCY vs. SPY
Compare and contrast key facts about Brunello Cucinelli SpA ADR (BCUCY) 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: BCUCY or SPY.
Key characteristics
| BCUCY | SPY | |
|---|---|---|
| YTD Return | 7.10% | 24.09% |
| 1Y Return | 43.39% | 37.25% |
| 3Y Return (Ann) | 23.20% | 11.11% |
| 5Y Return (Ann) | 29.11% | 16.22% |
| Sharpe Ratio | 1.15 | 2.94 |
| Sortino Ratio | 1.78 | 3.92 |
| Omega Ratio | 1.23 | 1.54 |
| Calmar Ratio | 1.29 | 3.13 |
| Martin Ratio | 2.41 | 18.26 |
| Ulcer Index | 15.85% | 2.00% |
| Daily Std Dev | 33.17% | 12.43% |
| Max Drawdown | -42.46% | -55.19% |
| Current Drawdown | -17.57% | 0.00% |
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.
Performance
BCUCY vs. SPY - Performance Comparison
In the year-to-date period, BCUCY achieves a 7.10% return, which is significantly lower than SPY's 24.09% 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
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.
Dividends
BCUCY vs. SPY - Dividend Comparison
BCUCY's dividend yield for the trailing twelve months is around 0.95%, less than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCUCY Brunello Cucinelli SpA ADR | 0.95% | 0.71% | 0.61% | 0.00% | 0.00% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BCUCY vs. SPY - Drawdown Comparison
The maximum BCUCY drawdown since its inception was -42.46%, 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.
Volatility
BCUCY vs. SPY - Volatility Comparison
Brunello Cucinelli SpA ADR (BCUCY) has a higher volatility of 14.09% compared to SPDR S&P 500 ETF (SPY) at 2.82%. 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.