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BROS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BROSSPY
YTD Return-8.78%6.26%
1Y Return-6.17%26.32%
Sharpe Ratio-0.102.21
Daily Std Dev45.28%11.67%
Max Drawdown-70.09%-55.19%
Current Drawdown-62.11%-3.76%

Correlation

-0.50.00.51.00.5

The correlation between BROS and SPY is 0.48, 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

BROS vs. SPY - Performance Comparison

In the year-to-date period, BROS achieves a -8.78% return, which is significantly lower than SPY's 6.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-21.24%
17.12%
BROS
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Dutch Bros Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

BROS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dutch Bros Inc. (BROS) 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.


BROS
Sharpe ratio
The chart of Sharpe ratio for BROS, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.004.00-0.10
Sortino ratio
The chart of Sortino ratio for BROS, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.18
Omega ratio
The chart of Omega ratio for BROS, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for BROS, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for BROS, currently valued at -0.29, compared to the broader market0.0010.0020.0030.00-0.29
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.21, compared to the broader market-2.00-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.006.003.21
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 1.89, compared to the broader market0.002.004.006.001.89
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.02, compared to the broader market0.0010.0020.0030.009.02

BROS vs. SPY - Sharpe Ratio Comparison

The current BROS Sharpe Ratio is -0.10, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the 12-month rolling Sharpe Ratio of BROS and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.10
2.21
BROS
SPY

Dividends

BROS vs. SPY - Dividend Comparison

BROS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.34%.


TTM20232022202120202019201820172016201520142013
BROS
Dutch Bros 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
1.34%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BROS vs. SPY - Drawdown Comparison

The maximum BROS drawdown since its inception was -70.09%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BROS and SPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-62.11%
-3.76%
BROS
SPY

Volatility

BROS vs. SPY - Volatility Comparison

Dutch Bros Inc. (BROS) has a higher volatility of 8.40% compared to SPDR S&P 500 ETF (SPY) at 3.55%. This indicates that BROS'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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
8.40%
3.55%
BROS
SPY