BESIY vs. SPY
Compare and contrast key facts about BE Semiconductor Industries NV ADR (BESIY) 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: BESIY or SPY.
Key characteristics
| BESIY | SPY | |
|---|---|---|
| YTD Return | -23.11% | 23.35% |
| 1Y Return | 13.29% | 43.34% |
| 3Y Return (Ann) | 12.07% | 9.80% |
| 5Y Return (Ann) | 33.65% | 15.64% |
| 10Y Return (Ann) | 49.25% | 13.17% |
| Sharpe Ratio | 0.23 | 3.54 |
| Sortino Ratio | 0.61 | 4.68 |
| Omega Ratio | 1.09 | 1.66 |
| Calmar Ratio | 0.26 | 3.66 |
| Martin Ratio | 0.50 | 23.31 |
| Ulcer Index | 22.29% | 1.83% |
| Daily Std Dev | 49.51% | 12.07% |
| Max Drawdown | -64.23% | -55.19% |
| Current Drawdown | -40.42% | -0.64% |
Correlation
The correlation between BESIY and SPY is 0.29, 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
BESIY vs. SPY - Performance Comparison
In the year-to-date period, BESIY achieves a -23.11% return, which is significantly lower than SPY's 23.35% return. Over the past 10 years, BESIY has outperformed SPY with an annualized return of 49.25%, while SPY has yielded a comparatively lower 13.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BESIY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) 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
BESIY vs. SPY - Dividend Comparison
BESIY's dividend yield for the trailing twelve months is around 2.01%, more than SPY's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESIY BE Semiconductor Industries NV ADR | 2.01% | 2.07% | 5.81% | 2.41% | 1.84% | 4.83% | 13.38% | 2.26% | 0.69% | 8.25% | 2.03% | 3.39% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BESIY vs. SPY - Drawdown Comparison
The maximum BESIY drawdown since its inception was -64.23%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BESIY and SPY. For additional features, visit the drawdowns tool.
Volatility
BESIY vs. SPY - Volatility Comparison
BE Semiconductor Industries NV ADR (BESIY) has a higher volatility of 14.99% compared to SPDR S&P 500 ETF (SPY) at 2.67%. This indicates that BESIY'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.