BDOUY vs. SPY
BDOUY (BDO Unibank Inc 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 10 years, BDOUY returned 1.73%/yr vs 15.07%/yr for SPY. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
BDOUY vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, BDOUY achieves a -8.52% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, BDOUY has underperformed SPY with an annualized return of 1.73%, while SPY has yielded a comparatively higher 15.07% annualized return.
BDOUY
- 1D
- -0.24%
- 1M
- 3.66%
- 6M
- -8.52%
- YTD
- -8.52%
- 1Y
- -13.95%
- 3Y*
- -7.54%
- 5Y*
- 2.83%
- 10Y*
- 1.73%
- ALL TIME*
- -0.06%
SPY
- 1D
- 0.72%
- 1M
- 0.30%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.32%
- 5Y*
- 12.76%
- 10Y*
- 15.07%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BDOUY BDO Unibank Inc ADR | $2.60M | $1.71M | $1.46M |
| $37.27B | $35.99B | $39.23B |
BDOUY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOUY BDO Unibank Inc ADR | -8.52% | -6.50% | 13.68% | 12.88% | -14.93% | 13.29% | -30.12% | 27.31% | -20.01% | 58.24% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between BDOUY and SPY is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2014 | 0.07 |
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Return for Risk
BDOUY vs. SPY — Risk / Return Rank
BDOUY
SPY
BDOUY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BDO Unibank Inc ADR (BDOUY) 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.
| BDOUY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.20 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.69 | 9.40 | -10.09 |
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Drawdowns
BDOUY vs. SPY - Drawdown Comparison
The maximum BDOUY drawdown since its inception was -53.10%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BDOUY and SPY.
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Drawdown Indicators
| BDOUY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -55.19% | +2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -31.07% | -8.88% | -22.19% |
Max Drawdown (3Y)Largest decline over 3 years | -37.67% | -18.76% | -18.91% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -24.50% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -53.10% | -33.72% | -19.38% |
Current DrawdownCurrent decline from peak | -29.46% | -1.40% | -28.06% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -9.01% | -12.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.06% | 2.08% | +16.98% |
Volatility
BDOUY vs. SPY - Volatility Comparison
BDO Unibank Inc ADR (BDOUY) has a higher volatility of 14.49% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that BDOUY'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
| BDOUY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.49% | 3.58% | +10.91% |
Volatility (6M)Calculated over the trailing 6-month period | 27.27% | 10.14% | +17.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.41% | 12.89% | +24.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.53% | 17.18% | +37.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.00% | 17.95% | +40.05% |
Dividends
BDOUY vs. SPY - Dividend Comparison
BDOUY's dividend yield for the trailing twelve months is around 3.62%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOUY BDO Unibank Inc ADR | 3.62% | 4.08% | 2.56% | 2.56% | 1.97% | 0.88% | 0.74% | 0.41% | 0.39% | 0.42% | 0.90% | 1.03% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 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
BDOUY and SPY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOUY has higher volatility (14.49%) compared to SPY (3.58%). In terms of maximum drawdown, BDOUY dropped -53.10% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 vs -0.35), 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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