BRC vs. SPY
Compare and contrast key facts about Brady Corporation (BRC) 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: BRC or SPY.
Key characteristics
| BRC | SPY | |
|---|---|---|
| YTD Return | 2.44% | 6.66% |
| 1Y Return | 18.49% | 26.26% |
| 3Y Return (Ann) | 4.18% | 8.24% |
| 5Y Return (Ann) | 6.04% | 13.33% |
| 10Y Return (Ann) | 11.17% | 12.52% |
| Sharpe Ratio | 0.73 | 2.06 |
| Daily Std Dev | 22.34% | 11.78% |
| Max Drawdown | -65.62% | -55.19% |
| Current Drawdown | -4.76% | -3.39% |
Correlation
The correlation between BRC and SPY is 0.46, 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
BRC vs. SPY - Performance Comparison
In the year-to-date period, BRC achieves a 2.44% return, which is significantly lower than SPY's 6.66% return. Over the past 10 years, BRC has underperformed SPY with an annualized return of 11.17%, while SPY has yielded a comparatively higher 12.52% 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
BRC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brady Corporation (BRC) 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
BRC vs. SPY - Dividend Comparison
BRC's dividend yield for the trailing twelve months is around 1.57%, more than SPY's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRC Brady Corporation | 1.57% | 1.58% | 1.92% | 1.64% | 1.65% | 1.49% | 1.92% | 2.17% | 2.16% | 3.49% | 2.87% | 2.47% |
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
BRC vs. SPY - Drawdown Comparison
The maximum BRC drawdown since its inception was -65.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BRC and SPY. For additional features, visit the drawdowns tool.
Volatility
BRC vs. SPY - Volatility Comparison
Brady Corporation (BRC) and SPDR S&P 500 ETF (SPY) have volatilities of 3.50% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.