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BGS vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGS and SPYI is 0.25, 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

BGS vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B&G Foods, Inc. (BGS) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
-64.31%
33.71%
BGS
SPYI

Key characteristics

Sharpe Ratio

BGS:

-0.71

SPYI:

0.64

Sortino Ratio

BGS:

-0.75

SPYI:

1.00

Omega Ratio

BGS:

0.89

SPYI:

1.17

Calmar Ratio

BGS:

-0.47

SPYI:

0.66

Martin Ratio

BGS:

-1.23

SPYI:

2.83

Ulcer Index

BGS:

31.50%

SPYI:

3.84%

Daily Std Dev

BGS:

55.10%

SPYI:

16.97%

Max Drawdown

BGS:

-81.67%

SPYI:

-16.47%

Current Drawdown

BGS:

-78.81%

SPYI:

-6.46%

Returns By Period

In the year-to-date period, BGS achieves a -5.72% return, which is significantly lower than SPYI's -2.50% return.


BGS

YTD

-5.72%

1M

-4.10%

6M

-24.28%

1Y

-37.35%

5Y*

-15.05%

10Y*

-8.36%

SPYI

YTD

-2.50%

1M

10.27%

6M

-1.23%

1Y

9.13%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BGS vs. SPYI — Risk-Adjusted Performance Rank

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

BGS
The Risk-Adjusted Performance Rank of BGS is 1717
Overall Rank
The Sharpe Ratio Rank of BGS is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BGS is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BGS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of BGS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of BGS is 1818
Martin Ratio Rank

SPYI
The Risk-Adjusted Performance Rank of SPYI is 6363
Overall Rank
The Sharpe Ratio Rank of SPYI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 6666
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.

BGS vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for B&G Foods, Inc. (BGS) and NEOS S&P 500 High Income ETF (SPYI). 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 BGS Sharpe Ratio is -0.71, which is lower than the SPYI Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BGS and SPYI, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.71
0.64
BGS
SPYI

Dividends

BGS vs. SPYI - Dividend Comparison

BGS's dividend yield for the trailing twelve months is around 12.04%, less than SPYI's 12.91% yield.


TTM20242023202220212020201920182017201620152014
BGS
B&G Foods, Inc.
12.04%11.03%7.24%14.48%6.18%6.85%10.60%6.54%5.29%3.94%3.94%4.55%
SPYI
NEOS S&P 500 High Income ETF
12.91%12.04%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BGS vs. SPYI - Drawdown Comparison

The maximum BGS drawdown since its inception was -81.67%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for BGS and SPYI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-64.31%
-6.46%
BGS
SPYI

Volatility

BGS vs. SPYI - Volatility Comparison

B&G Foods, Inc. (BGS) has a higher volatility of 15.87% compared to NEOS S&P 500 High Income ETF (SPYI) at 10.70%. This indicates that BGS's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
15.87%
10.70%
BGS
SPYI