BCUCY vs. SPY
BCUCY (Brunello Cucinelli SpA ADR) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BCUCY returned 9.34%/yr vs 12.99%/yr for SPY. At a 0.20 correlation, their price movements are largely independent.
Performance
BCUCY vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, BCUCY achieves a -20.71% return, which is significantly lower than SPY's 8.25% return.
BCUCY
- 1D
- -2.24%
- 1M
- -0.87%
- YTD
- -20.71%
- 6M
- -19.82%
- 1Y
- -20.98%
- 3Y*
- 2.03%
- 5Y*
- 9.34%
- 10Y*
- —
SPY
- 1D
- 0.14%
- 1M
- -1.92%
- YTD
- 8.25%
- 6M
- 6.93%
- 1Y
- 22.29%
- 3Y*
- 20.89%
- 5Y*
- 12.99%
- 10Y*
- 15.75%
BCUCY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BCUCY Brunello Cucinelli SpA ADR | -20.71% | 7.17% | 13.09% | 35.15% | 2.92% | 55.41% | 25.75% | 1.77% |
SPY State Street SPDR S&P 500 ETF | 8.25% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 17.01% |
Correlation
The correlation between BCUCY and SPY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.20 |
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Return for Risk
BCUCY vs. SPY — Risk / Return Rank
BCUCY
SPY
BCUCY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brunello Cucinelli SpA ADR (BCUCY) and State Street 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCUCY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.33 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.52 | -3.05 |
| Martin ratioReturn relative to average drawdown | -0.97 | 11.15 | -12.12 |
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Drawdowns
BCUCY vs. SPY - Drawdown Comparison
The maximum BCUCY drawdown since its inception was -45.36%, 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.
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Drawdown Indicators
| BCUCY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -55.19% | +9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -39.50% | -8.88% | -30.62% |
Max Drawdown (3Y)Largest decline over 3 years | -42.50% | -18.76% | -23.74% |
Max Drawdown (5Y)Largest decline over 5 years | -42.50% | -24.50% | -18.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -32.71% | -3.08% | -29.63% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -9.03% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.61% | 2.00% | +19.61% |
Volatility
BCUCY vs. SPY - Volatility Comparison
Brunello Cucinelli SpA ADR (BCUCY) has a higher volatility of 12.38% compared to State Street SPDR S&P 500 ETF (SPY) at 4.79%. 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.
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Volatility by Period
| BCUCY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 4.79% | +7.59% |
Volatility (6M)Calculated over the trailing 6-month period | 33.76% | 9.80% | +23.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.84% | 12.43% | +35.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.24% | 17.15% | +31.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.21% | 17.95% | +34.26% |
Dividends
BCUCY vs. SPY - Dividend Comparison
BCUCY's dividend yield for the trailing twelve months is around 1.33%, more than SPY's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCUCY Brunello Cucinelli SpA ADR | 1.33% | 0.88% | 0.89% | 0.71% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.02% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
BCUCY and SPY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCUCY has higher volatility (12.38%) compared to SPY (4.79%). In terms of maximum drawdown, BCUCY dropped -45.36% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.80 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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