BRK.L vs. SPY
Compare and contrast key facts about Brooks Macdonald Group (BRK.L) 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: BRK.L or SPY.
Correlation
The correlation between BRK.L and SPY is 0.08, 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
BRK.L vs. SPY - Performance Comparison
Key characteristics
BRK.L:
-0.52
SPY:
1.88
BRK.L:
-0.60
SPY:
2.53
BRK.L:
0.93
SPY:
1.35
BRK.L:
-0.39
SPY:
2.83
BRK.L:
-1.30
SPY:
11.74
BRK.L:
14.78%
SPY:
2.02%
BRK.L:
36.90%
SPY:
12.64%
BRK.L:
-49.65%
SPY:
-55.19%
BRK.L:
-49.29%
SPY:
-0.42%
Returns By Period
In the year-to-date period, BRK.L achieves a -15.22% return, which is significantly lower than SPY's 4.15% return. Over the past 10 years, BRK.L has underperformed SPY with an annualized return of 0.02%, while SPY has yielded a comparatively higher 13.18% annualized return.
BRK.L
-15.22%
-5.96%
-30.05%
-19.20%
-7.71%
0.02%
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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Risk-Adjusted Performance
BRK.L vs. SPY — Risk-Adjusted Performance Rank
BRK.L
SPY
BRK.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brooks Macdonald Group (BRK.L) 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
BRK.L vs. SPY - Dividend Comparison
BRK.L's dividend yield for the trailing twelve months is around 549.30%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK.L Brooks Macdonald Group | 549.30% | 465.67% | 384.62% | 334.91% | 235.96% | 322.68% | 237.76% | 335.71% | 223.98% | 185.09% | 149.51% | 187.19% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
BRK.L vs. SPY - Drawdown Comparison
The maximum BRK.L drawdown since its inception was -49.65%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BRK.L and SPY. For additional features, visit the drawdowns tool.
Volatility
BRK.L vs. SPY - Volatility Comparison
Brooks Macdonald Group (BRK.L) has a higher volatility of 8.09% compared to SPDR S&P 500 ETF (SPY) at 2.88%. This indicates that BRK.L'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.