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

Correlation

The correlation between BECN and SPY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BECN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Roofing Supply, Inc. (BECN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%December2025FebruaryMarchAprilMay
1,064.82%
650.03%
BECN
SPY

Key characteristics

Sharpe Ratio

BECN:

0.75

SPY:

0.54

Sortino Ratio

BECN:

1.35

SPY:

0.90

Omega Ratio

BECN:

1.19

SPY:

1.13

Calmar Ratio

BECN:

1.26

SPY:

0.57

Martin Ratio

BECN:

3.10

SPY:

2.24

Ulcer Index

BECN:

8.94%

SPY:

4.82%

Daily Std Dev

BECN:

34.30%

SPY:

20.02%

Max Drawdown

BECN:

-81.98%

SPY:

-55.19%

Current Drawdown

BECN:

-0.02%

SPY:

-7.53%

Returns By Period

In the year-to-date period, BECN achieves a 22.24% return, which is significantly higher than SPY's -3.30% return. Over the past 10 years, BECN has outperformed SPY with an annualized return of 15.03%, while SPY has yielded a comparatively lower 12.33% annualized return.


BECN

YTD

22.24%

1M

2.11%

6M

21.49%

1Y

34.56%

5Y*

42.50%

10Y*

15.03%

SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

BECN vs. SPY — Risk-Adjusted Performance Rank

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

BECN
The Risk-Adjusted Performance Rank of BECN is 7979
Overall Rank
The Sharpe Ratio Rank of BECN is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BECN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BECN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BECN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BECN is 8080
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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.

BECN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Roofing Supply, Inc. (BECN) 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.


The current BECN Sharpe Ratio is 0.75, which is higher than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BECN 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.02
0.54
BECN
SPY

Dividends

BECN vs. SPY - Dividend Comparison

BECN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
BECN
Beacon Roofing Supply, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BECN vs. SPY - Drawdown Comparison

The maximum BECN drawdown since its inception was -81.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BECN and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.02%
-7.53%
BECN
SPY

Volatility

BECN vs. SPY - Volatility Comparison

The current volatility for Beacon Roofing Supply, Inc. (BECN) is 1.34%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that BECN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
1.34%
12.36%
BECN
SPY