BOKF vs. SPY
Compare and contrast key facts about BOK Financial Corporation (BOKF) 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: BOKF or SPY.
Performance
BOKF vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BOKF achieves a 36.99% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, BOKF has underperformed SPY with an annualized return of 8.18%, while SPY has yielded a comparatively higher 13.04% annualized return.
BOKF
36.99%
1.31%
21.12%
58.97%
9.90%
8.18%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| BOKF | SPY | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.64 |
| Sortino Ratio | 2.97 | 3.53 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 1.63 | 3.81 |
| Martin Ratio | 13.11 | 17.21 |
| Ulcer Index | 4.49% | 1.86% |
| Daily Std Dev | 28.51% | 12.15% |
| Max Drawdown | -85.43% | -55.19% |
| Current Drawdown | -3.05% | -2.17% |
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Correlation
The correlation between BOKF and SPY is 0.41, 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.
Risk-Adjusted Performance
BOKF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BOK Financial Corporation (BOKF) 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
BOKF vs. SPY - Dividend Comparison
BOKF's dividend yield for the trailing twelve months is around 1.94%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOKF BOK Financial Corporation | 1.94% | 2.53% | 2.05% | 1.98% | 2.99% | 2.30% | 2.59% | 1.92% | 2.08% | 2.83% | 2.70% | 2.32% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BOKF vs. SPY - Drawdown Comparison
The maximum BOKF drawdown since its inception was -85.43%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BOKF and SPY. For additional features, visit the drawdowns tool.
Volatility
BOKF vs. SPY - Volatility Comparison
BOK Financial Corporation (BOKF) has a higher volatility of 13.80% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that BOKF'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.