BOOT vs. SPY
Compare and contrast key facts about Boot Barn Holdings, Inc. (BOOT) 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: BOOT or SPY.
Key characteristics
| BOOT | SPY | |
|---|---|---|
| YTD Return | 73.18% | 26.01% |
| 1Y Return | 75.81% | 33.73% |
| 3Y Return (Ann) | 3.16% | 9.91% |
| 5Y Return (Ann) | 26.18% | 15.54% |
| 10Y Return (Ann) | 20.78% | 13.25% |
| Sharpe Ratio | 1.82 | 2.82 |
| Sortino Ratio | 2.35 | 3.76 |
| Omega Ratio | 1.34 | 1.53 |
| Calmar Ratio | 1.82 | 4.05 |
| Martin Ratio | 11.87 | 18.33 |
| Ulcer Index | 7.11% | 1.86% |
| Daily Std Dev | 46.35% | 12.07% |
| Max Drawdown | -83.73% | -55.19% |
| Current Drawdown | -20.79% | -0.90% |
Correlation
The correlation between BOOT and SPY is 0.42, 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
BOOT vs. SPY - Performance Comparison
In the year-to-date period, BOOT achieves a 73.18% return, which is significantly higher than SPY's 26.01% return. Over the past 10 years, BOOT has outperformed SPY with an annualized return of 20.78%, while SPY has yielded a comparatively lower 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BOOT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boot Barn Holdings, Inc. (BOOT) 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
BOOT vs. SPY - Dividend Comparison
BOOT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOOT Boot Barn Holdings, 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 | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BOOT vs. SPY - Drawdown Comparison
The maximum BOOT drawdown since its inception was -83.73%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BOOT and SPY. For additional features, visit the drawdowns tool.
Volatility
BOOT vs. SPY - Volatility Comparison
Boot Barn Holdings, Inc. (BOOT) has a higher volatility of 23.72% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that BOOT'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.