BJ vs. SPY
Compare and contrast key facts about BJ's Wholesale Club Holdings, Inc. (BJ) 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: BJ or SPY.
Performance
BJ vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BJ achieves a 30.23% return, which is significantly higher than SPY's 24.91% return.
BJ
30.23%
-1.14%
7.58%
34.90%
27.43%
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| BJ | SPY | |
|---|---|---|
| Sharpe Ratio | 1.12 | 2.67 |
| Sortino Ratio | 1.73 | 3.56 |
| Omega Ratio | 1.21 | 1.50 |
| Calmar Ratio | 1.39 | 3.85 |
| Martin Ratio | 5.35 | 17.38 |
| Ulcer Index | 5.31% | 1.86% |
| Daily Std Dev | 24.94% | 12.17% |
| Max Drawdown | -38.76% | -55.19% |
| Current Drawdown | -5.00% | -1.77% |
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Correlation
The correlation between BJ and SPY is 0.31, 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.
Risk-Adjusted Performance
BJ vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) 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
BJ vs. SPY - Dividend Comparison
BJ has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, 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 | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BJ vs. SPY - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BJ and SPY. For additional features, visit the drawdowns tool.
Volatility
BJ vs. SPY - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) and SPDR S&P 500 ETF (SPY) have volatilities of 4.23% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.