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

Key characteristics


BKISPY

Correlation

-0.50.00.51.00.4

The correlation between BKI and SPY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BKI vs. SPY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril0
23.39%
BKI
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Black Knight, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

BKI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Knight, Inc. (BKI) 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.


BKI
Sharpe ratio
The chart of Sharpe ratio for BKI, currently valued at 1.94, compared to the broader market-2.00-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for BKI, currently valued at 6.20, compared to the broader market-4.00-2.000.002.004.006.006.20
Omega ratio
The chart of Omega ratio for BKI, currently valued at 2.29, compared to the broader market0.501.001.502.29
Calmar ratio
The chart of Calmar ratio for BKI, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for BKI, currently valued at 52.14, compared to the broader market0.0010.0020.0030.0052.14
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.06, compared to the broader market-2.00-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Martin ratio
The chart of Martin ratio for SPY, currently valued at 8.51, compared to the broader market0.0010.0020.0030.008.51

BKI vs. SPY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.94
2.06
BKI
SPY

Dividends

BKI vs. SPY - Dividend Comparison

BKI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
BKI
Black Knight, 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
1.33%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BKI vs. SPY - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-20.65%
-3.39%
BKI
SPY

Volatility

BKI vs. SPY - Volatility Comparison

The current volatility for Black Knight, Inc. (BKI) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.54%. This indicates that BKI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril0
3.54%
BKI
SPY