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BKTI vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKTI vs. SPY - Performance Comparison

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

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BKTI vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKTI
BK Technologies Corporation
2.04%117.53%180.39%-26.33%44.63%-19.08%1.51%-16.07%7.84%-22.65%
SPY
State Street SPDR S&P 500 ETF
-3.65%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, BKTI achieves a 2.04% return, which is significantly higher than SPY's -3.65% return. Both investments have delivered pretty close results over the past 10 years, with BKTI having a 14.62% annualized return and SPY not far behind at 14.06%.


BKTI

1D
1.98%
1M
-12.13%
YTD
2.04%
6M
-4.52%
1Y
92.88%
3Y*
74.80%
5Y*
28.67%
10Y*
14.62%

SPY

1D
0.75%
1M
-4.28%
YTD
-3.65%
6M
-1.42%
1Y
18.14%
3Y*
18.48%
5Y*
11.86%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BKTI vs. SPY — Risk / Return Rank

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

BKTI
BKTI Risk / Return Rank: 8080
Overall Rank
BKTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BKTI Sortino Ratio Rank: 8181
Sortino Ratio Rank
BKTI Omega Ratio Rank: 7777
Omega Ratio Rank
BKTI Calmar Ratio Rank: 8484
Calmar Ratio Rank
BKTI Martin Ratio Rank: 8282
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 6060
Omega Ratio Rank
SPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKTI vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BK Technologies Corporation (BKTI) and State Street 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.


BKTISPYDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.96

+0.28

Sortino ratio

Return per unit of downside risk

2.23

1.49

+0.74

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.87

1.53

+1.33

Martin ratio

Return relative to average drawdown

6.76

7.27

-0.50

BKTI vs. SPY - Sharpe Ratio Comparison

The current BKTI Sharpe Ratio is 1.23, which is comparable to the SPY Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BKTI 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.


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Sharpe Ratios by Period


BKTISPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.96

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.70

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.79

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.56

-0.37

Correlation

The correlation between BKTI and SPY is 0.13, 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.


Dividends

BKTI vs. SPY - Dividend Comparison

BKTI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.


TTM20252024202320222021202020192018201720162015
BKTI
BK Technologies Corporation
0.00%0.00%0.00%0.00%3.61%2.49%3.30%1.94%2.13%4.23%5.68%0.00%
SPY
State Street SPDR S&P 500 ETF
1.13%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

BKTI vs. SPY - Drawdown Comparison

The maximum BKTI drawdown since its inception was -95.29%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BKTI and SPY.


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Drawdown Indicators


BKTISPYDifference

Max Drawdown

Largest peak-to-trough decline

-95.29%

-55.19%

-40.10%

Max Drawdown (1Y)

Largest decline over 1 year

-32.80%

-12.05%

-20.75%

Max Drawdown (5Y)

Largest decline over 5 years

-66.09%

-24.50%

-41.59%

Max Drawdown (10Y)

Largest decline over 10 years

-77.46%

-33.72%

-43.74%

Current Drawdown

Current decline from peak

-14.96%

-5.53%

-9.43%

Average Drawdown

Average peak-to-trough decline

-56.87%

-9.09%

-47.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.91%

2.54%

+11.37%

Volatility

BKTI vs. SPY - Volatility Comparison

BK Technologies Corporation (BKTI) has a higher volatility of 14.05% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that BKTI'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.


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Volatility by Period


BKTISPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.05%

5.35%

+8.70%

Volatility (6M)

Calculated over the trailing 6-month period

36.38%

9.50%

+26.88%

Volatility (1Y)

Calculated over the trailing 1-year period

75.85%

19.06%

+56.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.96%

17.06%

+52.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.14%

17.92%

+47.22%