BMY.L vs. SPXP.L
Compare and contrast key facts about Bloomsbury Publishing plc (BMY.L) and Invesco S&P 500 UCITS ETF (SPXP.L).
SPXP.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on May 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMY.L or SPXP.L.
Key characteristics
| BMY.L | SPXP.L | |
|---|---|---|
| YTD Return | 51.30% | 26.43% |
| 1Y Return | 71.76% | 32.25% |
| 3Y Return (Ann) | 29.10% | 12.11% |
| 5Y Return (Ann) | 27.02% | 16.12% |
| 10Y Return (Ann) | 20.22% | 15.56% |
| Sharpe Ratio | 2.13 | 2.85 |
| Sortino Ratio | 2.97 | 4.05 |
| Omega Ratio | 1.36 | 1.55 |
| Calmar Ratio | 5.31 | 4.98 |
| Martin Ratio | 13.25 | 20.13 |
| Ulcer Index | 5.38% | 1.58% |
| Daily Std Dev | 33.32% | 11.17% |
| Max Drawdown | -72.41% | -25.46% |
| Current Drawdown | -7.17% | 0.00% |
Correlation
The correlation between BMY.L and SPXP.L is 0.22, 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
BMY.L vs. SPXP.L - Performance Comparison
In the year-to-date period, BMY.L achieves a 51.30% return, which is significantly higher than SPXP.L's 26.43% return. Over the past 10 years, BMY.L has outperformed SPXP.L with an annualized return of 20.22%, while SPXP.L has yielded a comparatively lower 15.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BMY.L vs. SPXP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bloomsbury Publishing plc (BMY.L) and Invesco S&P 500 UCITS ETF (SPXP.L). 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
BMY.L vs. SPXP.L - Dividend Comparison
BMY.L's dividend yield for the trailing twelve months is around 2.14%, while SPXP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY.L Bloomsbury Publishing plc | 2.14% | 2.99% | 2.40% | 5.19% | 2.78% | 2.86% | 3.87% | 3.68% | 3.91% | 4.21% | 3.73% | 3.14% |
SPXP.L Invesco S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BMY.L vs. SPXP.L - Drawdown Comparison
The maximum BMY.L drawdown since its inception was -72.41%, which is greater than SPXP.L's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for BMY.L and SPXP.L. For additional features, visit the drawdowns tool.
Volatility
BMY.L vs. SPXP.L - Volatility Comparison
Bloomsbury Publishing plc (BMY.L) has a higher volatility of 14.01% compared to Invesco S&P 500 UCITS ETF (SPXP.L) at 3.31%. This indicates that BMY.L's price experiences larger fluctuations and is considered to be riskier than SPXP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.