CCOEY vs. SPY
CCOEY (Capcom Co Ltd ADR) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CCOEY returned 18.10%/yr vs 15.09%/yr for SPY. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
CCOEY vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, CCOEY achieves a 6.76% return, which is significantly lower than SPY's 11.70% return. Over the past 10 years, CCOEY has outperformed SPY with an annualized return of 18.10%, while SPY has yielded a comparatively lower 15.09% annualized return.
CCOEY
- 1D
- -1.04%
- 1M
- 23.57%
- 6M
- 3.79%
- YTD
- 6.76%
- 1Y
- -6.74%
- 3Y*
- 4.73%
- 5Y*
- 12.65%
- 10Y*
- 18.10%
- ALL TIME*
- 15.31%
SPY
- 1D
- 1.42%
- 1M
- 1.73%
- 6M
- 9.53%
- YTD
- 11.70%
- 1Y
- 23.22%
- 3Y*
- 20.74%
- 5Y*
- 13.05%
- 10Y*
- 15.09%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CCOEY Capcom Co Ltd ADR | $1.35M | $1.39M | $1.67M |
| $38.19B | $36.17B | $39.59B |
CCOEY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCOEY Capcom Co Ltd ADR | 6.76% | 6.39% | 36.45% | 2.65% | 37.20% | -28.87% | 129.80% | 41.01% | -36.62% | 32.30% |
SPY State Street SPDR S&P 500 ETF | 11.70% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between CCOEY and SPY is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2013 | 0.17 |
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Return for Risk
CCOEY vs. SPY — Risk / Return Rank
CCOEY
SPY
CCOEY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capcom Co Ltd ADR (CCOEY) and State Street 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCOEY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.62 | -2.79 |
| Martin ratioReturn relative to average drawdown | -0.29 | 11.20 | -11.49 |
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Drawdowns
CCOEY vs. SPY - Drawdown Comparison
The maximum CCOEY drawdown since its inception was -63.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CCOEY and SPY.
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Drawdown Indicators
| CCOEY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.47% | -55.19% | -8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -40.62% | -8.88% | -31.74% |
Max Drawdown (3Y)Largest decline over 3 years | -49.30% | -18.76% | -30.54% |
Max Drawdown (5Y)Largest decline over 5 years | -49.30% | -24.50% | -24.80% |
Max Drawdown (10Y)Largest decline over 10 years | -63.47% | -33.72% | -29.75% |
Current DrawdownCurrent decline from peak | -27.95% | 0.00% | -27.95% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -9.01% | -11.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.99% | 2.08% | +20.91% |
Volatility
CCOEY vs. SPY - Volatility Comparison
Capcom Co Ltd ADR (CCOEY) has a higher volatility of 14.22% compared to State Street SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that CCOEY'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.
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Volatility by Period
| CCOEY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 3.84% | +10.38% |
Volatility (6M)Calculated over the trailing 6-month period | 34.96% | 10.23% | +24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.36% | 12.87% | +30.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.75% | 17.19% | +21.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.91% | 17.96% | +25.95% |
Dividends
CCOEY vs. SPY - Dividend Comparison
CCOEY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCOEY Capcom Co Ltd ADR | 0.00% | 0.64% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.73% | 0.97% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 0.99% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
CCOEY and SPY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOEY has higher volatility (14.22%) compared to SPY (3.84%). In terms of maximum drawdown, CCOEY dropped -63.47% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.82 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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