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

CAL vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Caleres, Inc. (CAL) 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: CAL or SPY.

Correlation

The correlation between CAL and SPY is 1.00, 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.

Performance

CAL vs. SPY - Performance Comparison

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

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Key characteristics

Daily Std Dev

CAL:

85.43%

SPY:

20.02%

Max Drawdown

CAL:

-5.64%

SPY:

-55.19%

Current Drawdown

CAL:

-3.95%

SPY:

-7.65%

Returns By Period

CAL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

CAL vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAL
The Risk-Adjusted Performance Rank of CAL is 44
Overall Rank
The Sharpe Ratio Rank of CAL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CAL is 44
Sortino Ratio Rank
The Omega Ratio Rank of CAL is 44
Omega Ratio Rank
The Calmar Ratio Rank of CAL is 33
Calmar Ratio Rank
The Martin Ratio Rank of CAL is 88
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caleres, Inc. (CAL) 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.

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Dividends

CAL vs. SPY - Dividend Comparison

CAL's dividend yield for the trailing twelve months is around 1.86%, more than SPY's 1.27% yield.

TTM20242023202220212020201920182017201620152014
CAL
Caleres, Inc.		1.86%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		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CAL vs. SPY - Drawdown Comparison

The maximum CAL drawdown since its inception was -5.64%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CAL and SPY. For additional features, visit the drawdowns tool.

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Volatility

CAL vs. SPY - Volatility Comparison

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