BF-A vs. SPY
Compare and contrast key facts about Brown-Forman Corporation (BF-A) 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: BF-A or SPY.
Correlation
The correlation between BF-A and SPY is 0.40, 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
BF-A vs. SPY - Performance Comparison
Key characteristics
BF-A:
-1.69
SPY:
1.91
BF-A:
-2.75
SPY:
2.57
BF-A:
0.68
SPY:
1.35
BF-A:
-0.77
SPY:
2.88
BF-A:
-1.67
SPY:
11.96
BF-A:
27.36%
SPY:
2.03%
BF-A:
27.07%
SPY:
12.68%
BF-A:
-59.42%
SPY:
-55.19%
BF-A:
-58.80%
SPY:
0.00%
Returns By Period
In the year-to-date period, BF-A achieves a -16.77% return, which is significantly lower than SPY's 4.34% return. Over the past 10 years, BF-A has underperformed SPY with an annualized return of 0.63%, while SPY has yielded a comparatively higher 13.21% annualized return.
BF-A
-16.77%
-7.71%
-29.38%
-45.86%
-13.05%
0.63%
SPY
4.34%
2.33%
10.15%
23.99%
14.44%
13.21%
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Risk-Adjusted Performance
BF-A vs. SPY — Risk-Adjusted Performance Rank
BF-A
SPY
BF-A vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-A) 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
BF-A vs. SPY - Dividend Comparison
BF-A's dividend yield for the trailing twelve months is around 2.81%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-A Brown-Forman Corporation | 2.81% | 2.34% | 1.40% | 1.18% | 2.55% | 0.96% | 1.07% | 3.46% | 0.89% | 1.20% | 0.94% | 1.09% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
BF-A vs. SPY - Drawdown Comparison
The maximum BF-A drawdown since its inception was -59.42%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BF-A and SPY. For additional features, visit the drawdowns tool.
Volatility
BF-A vs. SPY - Volatility Comparison
Brown-Forman Corporation (BF-A) has a higher volatility of 8.18% compared to SPDR S&P 500 ETF (SPY) at 3.13%. This indicates that BF-A'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.