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

Correlation

The correlation between BKE and SPY is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BKE vs. SPY - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
5,173.58%
2,152.01%
BKE
SPY

Key characteristics

Sharpe Ratio

BKE:

-0.01

SPY:

0.51

Sortino Ratio

BKE:

0.23

SPY:

0.86

Omega Ratio

BKE:

1.03

SPY:

1.13

Calmar Ratio

BKE:

-0.01

SPY:

0.55

Martin Ratio

BKE:

-0.02

SPY:

2.26

Ulcer Index

BKE:

12.62%

SPY:

4.55%

Daily Std Dev

BKE:

33.36%

SPY:

20.08%

Max Drawdown

BKE:

-71.08%

SPY:

-55.19%

Current Drawdown

BKE:

-31.03%

SPY:

-9.89%

Returns By Period

In the year-to-date period, BKE achieves a -26.59% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, BKE has underperformed SPY with an annualized return of 7.81%, while SPY has yielded a comparatively higher 12.16% annualized return.


BKE

YTD

-26.59%

1M

-7.22%

6M

-12.01%

1Y

1.03%

5Y*

31.48%

10Y*

7.81%

SPY

YTD

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

BKE vs. SPY — Risk-Adjusted Performance Rank

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

BKE
The Risk-Adjusted Performance Rank of BKE is 4848
Overall Rank
The Sharpe Ratio Rank of BKE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BKE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of BKE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BKE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BKE is 5151
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 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

BKE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Buckle, Inc. (BKE) 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 chart of Sharpe ratio for BKE, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00
BKE: -0.01
SPY: 0.51
The chart of Sortino ratio for BKE, currently valued at 0.23, compared to the broader market-6.00-4.00-2.000.002.004.00
BKE: 0.23
SPY: 0.86
The chart of Omega ratio for BKE, currently valued at 1.03, compared to the broader market0.501.001.502.00
BKE: 1.03
SPY: 1.13
The chart of Calmar ratio for BKE, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.00
BKE: -0.01
SPY: 0.55
The chart of Martin ratio for BKE, currently valued at -0.02, compared to the broader market-5.000.005.0010.0015.0020.00
BKE: -0.02
SPY: 2.26

The current BKE Sharpe Ratio is -0.01, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BKE 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.01
0.51
BKE
SPY

Dividends

BKE vs. SPY - Dividend Comparison

BKE's dividend yield for the trailing twelve months is around 11.18%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
BKE
The Buckle, Inc.
11.18%7.68%8.52%2.32%16.52%14.21%7.40%14.22%7.37%8.77%11.99%3.96%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BKE vs. SPY - Drawdown Comparison

The maximum BKE drawdown since its inception was -71.08%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BKE and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.03%
-9.89%
BKE
SPY

Volatility

BKE vs. SPY - Volatility Comparison

The Buckle, Inc. (BKE) has a higher volatility of 16.69% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that BKE'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.69%
15.12%
BKE
SPY