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

Correlation

The correlation between BUYZ and SPY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BUYZ vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
54.65%
113.60%
BUYZ
SPY

Key characteristics

Sharpe Ratio

BUYZ:

1.87

SPY:

2.21

Sortino Ratio

BUYZ:

2.56

SPY:

2.93

Omega Ratio

BUYZ:

1.33

SPY:

1.41

Calmar Ratio

BUYZ:

0.57

SPY:

3.26

Martin Ratio

BUYZ:

9.08

SPY:

14.43

Ulcer Index

BUYZ:

3.49%

SPY:

1.90%

Daily Std Dev

BUYZ:

16.96%

SPY:

12.41%

Max Drawdown

BUYZ:

-68.06%

SPY:

-55.19%

Current Drawdown

BUYZ:

-39.48%

SPY:

-2.74%

Returns By Period

In the year-to-date period, BUYZ achieves a 30.77% return, which is significantly higher than SPY's 25.54% return.


BUYZ

YTD

30.77%

1M

0.65%

6M

20.55%

1Y

30.38%

5Y*

N/A

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

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


BUYZ vs. SPY - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


BUYZ
Franklin Disruptive Commerce ETF
Expense ratio chart for BUYZ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

BUYZ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) 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.


Sharpe ratio
The chart of Sharpe ratio for BUYZ, currently valued at 1.87, compared to the broader market0.002.004.001.872.21
The chart of Sortino ratio for BUYZ, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.562.93
The chart of Omega ratio for BUYZ, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.41
The chart of Calmar ratio for BUYZ, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.573.26
The chart of Martin ratio for BUYZ, currently valued at 9.08, compared to the broader market0.0020.0040.0060.0080.00100.009.0814.43
BUYZ
SPY

The current BUYZ Sharpe Ratio is 1.87, which is comparable to the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BUYZ and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.87
2.21
BUYZ
SPY

Dividends

BUYZ vs. SPY - Dividend Comparison

BUYZ has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
BUYZ
Franklin Disruptive Commerce ETF
0.00%0.00%0.00%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

BUYZ vs. SPY - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.06%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BUYZ and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.48%
-2.74%
BUYZ
SPY

Volatility

BUYZ vs. SPY - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 5.39% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that BUYZ'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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
3.72%
BUYZ
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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