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

Correlation

The correlation between CAMT and SPY is 0.30, 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.


-0.50.00.51.00.3

Performance

CAMT vs. SPY - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,396.10%
547.30%
CAMT
SPY

Key characteristics

Sharpe Ratio

CAMT:

0.62

SPY:

2.21

Sortino Ratio

CAMT:

1.18

SPY:

2.93

Omega Ratio

CAMT:

1.15

SPY:

1.41

Calmar Ratio

CAMT:

0.75

SPY:

3.26

Martin Ratio

CAMT:

1.36

SPY:

14.43

Ulcer Index

CAMT:

26.61%

SPY:

1.90%

Daily Std Dev

CAMT:

57.82%

SPY:

12.41%

Max Drawdown

CAMT:

-97.74%

SPY:

-55.19%

Current Drawdown

CAMT:

-39.26%

SPY:

-2.74%

Returns By Period

In the year-to-date period, CAMT achieves a 22.12% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, CAMT has outperformed SPY with an annualized return of 40.48%, while SPY has yielded a comparatively lower 12.97% annualized return.


CAMT

YTD

22.12%

1M

10.89%

6M

-27.13%

1Y

25.13%

5Y*

50.97%

10Y*

40.48%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

CAMT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) 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 CAMT, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.622.21
The chart of Sortino ratio for CAMT, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.93
The chart of Omega ratio for CAMT, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.41
The chart of Calmar ratio for CAMT, currently valued at 0.75, compared to the broader market0.002.004.006.000.753.26
The chart of Martin ratio for CAMT, currently valued at 1.36, compared to the broader market-5.000.005.0010.0015.0020.0025.001.3614.43
CAMT
SPY

The current CAMT Sharpe Ratio is 0.62, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CAMT 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 Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.21
CAMT
SPY

Dividends

CAMT vs. SPY - Dividend Comparison

CAMT's dividend yield for the trailing twelve months is around 1.60%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
CAMT
Camtek Ltd
1.60%0.00%0.00%0.00%0.00%1.57%2.07%2.45%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

CAMT vs. SPY - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.74%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CAMT and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.26%
-2.74%
CAMT
SPY

Volatility

CAMT vs. SPY - Volatility Comparison

Camtek Ltd (CAMT) has a higher volatility of 15.83% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that CAMT'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%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.83%
3.72%
CAMT
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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