CGI.L vs. SPY
Compare and contrast key facts about Canadian General Investments Ltd (CGI.L) and State Street 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.
Performance
CGI.L vs. SPY - Performance Comparison
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CGI.L vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGI.L Canadian General Investments Ltd | -1.14% | 16.10% | 14.28% | 2.55% | -19.05% | 31.93% | 31,712.68% | 26.18% | -9.72% | 27.15% |
SPY State Street SPDR S&P 500 ETF | -2.56% | 9.33% | 27.07% | 19.87% | -8.45% | 29.95% | 14.86% | 26.23% | 1.09% | 11.18% |
Different Trading Currencies
CGI.L is traded in GBp, while SPY is traded in USD. To make them comparable, the SPY values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGI.L achieves a -1.14% return, which is significantly higher than SPY's -5.22% return. Over the past 10 years, CGI.L has outperformed SPY with an annualized return of 96.82%, while SPY has yielded a comparatively lower 14.50% annualized return.
CGI.L
- 1D
- -1.76%
- 1M
- -7.38%
- YTD
- -1.14%
- 6M
- 3.51%
- 1Y
- 32.13%
- 3Y*
- 11.52%
- 5Y*
- 6.50%
- 10Y*
- 96.82%
SPY
- 1D
- 0.00%
- 1M
- -5.72%
- YTD
- -5.22%
- 6M
- -2.87%
- 1Y
- 11.75%
- 3Y*
- 14.41%
- 5Y*
- 12.08%
- 10Y*
- 14.50%
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Return for Risk
CGI.L vs. SPY — Risk / Return Rank
CGI.L
SPY
CGI.L vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canadian General Investments Ltd (CGI.L) 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.
| CGI.L | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.61 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.05 | 0.99 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.09 | +1.45 |
Martin ratioReturn relative to average drawdown | 9.27 | 4.38 | +4.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGI.L | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.61 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.76 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.81 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.65 | -0.64 |
Correlation
The correlation between CGI.L and SPY is 0.09, 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.
Dividends
CGI.L vs. SPY - Dividend Comparison
CGI.L's dividend yield for the trailing twelve months is around 2.43%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGI.L Canadian General Investments Ltd | 2.43% | 2.30% | 3.51% | 2.55% | 2.44% | 1.85% | 79.25% | 2.90% | 3.37% | 4.54% | 4.45% | 6.47% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
CGI.L vs. SPY - Drawdown Comparison
The maximum CGI.L drawdown since its inception was -73.93%, which is greater than SPY's maximum drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for CGI.L and SPY.
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Drawdown Indicators
| CGI.L | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.93% | -55.19% | -18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -12.05% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -24.50% | -4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -33.72% | -9.09% |
Current DrawdownCurrent decline from peak | -9.06% | -6.24% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -9.09% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.52% | +0.95% |
Volatility
CGI.L vs. SPY - Volatility Comparison
Canadian General Investments Ltd (CGI.L) has a higher volatility of 6.79% compared to State Street SPDR S&P 500 ETF (SPY) at 3.50%. This indicates that CGI.L'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
| CGI.L | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 3.50% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 9.10% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 19.35% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 16.03% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7,617.60% | 18.02% | +7,599.58% |