BWMN vs. SPY
Compare and contrast key facts about Bowman Consulting Group Ltd. (BWMN) 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: BWMN or SPY.
Performance
BWMN vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BWMN achieves a -28.72% return, which is significantly lower than SPY's 24.40% return.
BWMN
-28.72%
17.28%
-22.47%
-9.54%
N/A
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| BWMN | SPY | |
|---|---|---|
| Sharpe Ratio | -0.17 | 2.64 |
| Sortino Ratio | 0.13 | 3.53 |
| Omega Ratio | 1.02 | 1.49 |
| Calmar Ratio | -0.17 | 3.81 |
| Martin Ratio | -0.32 | 17.21 |
| Ulcer Index | 28.38% | 1.86% |
| Daily Std Dev | 53.11% | 12.15% |
| Max Drawdown | -52.38% | -55.19% |
| Current Drawdown | -39.71% | -2.17% |
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Correlation
The correlation between BWMN and SPY is 0.26, 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.
Risk-Adjusted Performance
BWMN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bowman Consulting Group Ltd. (BWMN) 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
BWMN vs. SPY - Dividend Comparison
BWMN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWMN Bowman Consulting Group Ltd. | 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 | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BWMN vs. SPY - Drawdown Comparison
The maximum BWMN drawdown since its inception was -52.38%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BWMN and SPY. For additional features, visit the drawdowns tool.
Volatility
BWMN vs. SPY - Volatility Comparison
Bowman Consulting Group Ltd. (BWMN) has a higher volatility of 13.29% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that BWMN'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.