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BSP.DE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSP.DESPY
YTD Return23.35%15.29%
1Y Return47.17%26.49%
3Y Return (Ann)38.72%10.42%
Sharpe Ratio2.262.40
Daily Std Dev22.97%11.21%
Max Drawdown-41.54%-55.19%
Current Drawdown-4.81%-0.41%

Correlation

-0.50.00.51.00.2

The correlation between BSP.DE and SPY is 0.16, 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

BSP.DE vs. SPY - Performance Comparison

In the year-to-date period, BSP.DE achieves a 23.35% return, which is significantly higher than SPY's 15.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%2024FebruaryMarchAprilMayJune
22.81%
15.69%
BSP.DE
SPY

Compare stocks, funds, or ETFs

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


BAE Systems plc

SPDR S&P 500 ETF

Risk-Adjusted Performance

BSP.DE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BSP.DE) 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.


BSP.DE
Sharpe ratio
The chart of Sharpe ratio for BSP.DE, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.001.97
Sortino ratio
The chart of Sortino ratio for BSP.DE, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for BSP.DE, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for BSP.DE, currently valued at 4.16, compared to the broader market0.002.004.006.004.16
Martin ratio
The chart of Martin ratio for BSP.DE, currently valued at 14.31, compared to the broader market0.0010.0020.0014.31
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.22, compared to the broader market-2.00-1.000.001.002.003.002.22
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Martin ratio
The chart of Martin ratio for SPY, currently valued at 8.50, compared to the broader market0.0010.0020.008.50

BSP.DE vs. SPY - Sharpe Ratio Comparison

The current BSP.DE Sharpe Ratio is 2.26, which roughly equals the SPY Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of BSP.DE and SPY.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.97
2.22
BSP.DE
SPY

Dividends

BSP.DE vs. SPY - Dividend Comparison

BSP.DE's dividend yield for the trailing twelve months is around 1.88%, more than SPY's 1.26% yield.


TTM20232022202120202019201820172016201520142013
BSP.DE
BAE Systems plc
1.88%2.15%2.62%3.68%6.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.26%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BSP.DE vs. SPY - Drawdown Comparison

The maximum BSP.DE drawdown since its inception was -41.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BSP.DE and SPY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-6.14%
-0.41%
BSP.DE
SPY

Volatility

BSP.DE vs. SPY - Volatility Comparison

BAE Systems plc (BSP.DE) has a higher volatility of 6.90% compared to SPDR S&P 500 ETF (SPY) at 2.20%. This indicates that BSP.DE'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.


2.00%4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
6.90%
2.20%
BSP.DE
SPY