CIB vs. SPY
CIB (Bancolombia S.A.) 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, CIB returned 17.15%/yr vs 15.27%/yr for SPY. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
CIB vs. SPY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIB achieves a 46.63% return, which is significantly higher than SPY's 13.49% return. Over the past 10 years, CIB has outperformed SPY with an annualized return of 17.15%, while SPY has yielded a comparatively lower 15.27% annualized return.
CIB
- 1D
- 0.14%
- 1M
- 11.42%
- 6M
- 19.67%
- YTD
- 46.63%
- 1Y
- 107.54%
- 3Y*
- 60.90%
- 5Y*
- 38.91%
- 10Y*
- 17.15%
- ALL TIME*
- 11.14%
SPY
- 1D
- -0.20%
- 1M
- 2.46%
- 6M
- 12.78%
- YTD
- 13.49%
- 1Y
- 23.94%
- 3Y*
- 21.38%
- 5Y*
- 13.23%
- 10Y*
- 15.27%
- ALL TIME*
- 10.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.06M | $24.08M | $28.95M | |
| $41.99B | $36.81B | $39.78B |
CIB vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIB Bancolombia S.A. | 46.63% | 124.16% | 13.78% | 22.08% | -0.31% | -20.69% | -22.31% | 47.45% | -0.72% | 11.41% |
SPY State Street SPDR S&P 500 ETF | 13.49% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between CIB and SPY is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 1995 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CIB vs. SPY — Risk / Return Rank
CIB
SPY
CIB vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) 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.
| CIB | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.33 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 2.71 | +1.81 |
| Martin ratioReturn relative to average drawdown | 11.19 | 11.55 | -0.36 |
Loading charts...
Drawdowns
CIB vs. SPY - Drawdown Comparison
The maximum CIB drawdown since its inception was -93.77%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CIB and SPY.
Loading charts...
Drawdown Indicators
| CIB | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.77% | -55.19% | -38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -23.95% | -8.88% | -15.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.95% | -18.76% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -46.85% | -24.50% | -22.35% |
Max Drawdown (10Y)Largest decline over 10 years | -70.38% | -33.72% | -36.66% |
Current DrawdownCurrent decline from peak | -3.99% | -0.20% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -32.48% | -9.01% | -23.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.65% | 2.08% | +7.57% |
Volatility
CIB vs. SPY - Volatility Comparison
Bancolombia S.A. (CIB) has a higher volatility of 9.32% compared to State Street SPDR S&P 500 ETF (SPY) at 4.10%. This indicates that CIB'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.
Loading charts...
Volatility by Period
| CIB | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.32% | 4.10% | +5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 26.97% | 10.32% | +16.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.66% | 12.88% | +19.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.77% | 17.21% | +15.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.75% | 17.96% | +17.79% |
Dividends
CIB vs. SPY - Dividend Comparison
CIB's dividend yield for the trailing twelve months is around 2.80%, more than SPY's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIB Bancolombia S.A. | 2.80% | 6.90% | 10.96% | 10.92% | 10.68% | 0.87% | 4.01% | 2.41% | 3.62% | 3.21% | 3.21% | 4.49% |
SPY State Street SPDR S&P 500 ETF | 0.98% | 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
CIB and SPY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIB has higher volatility (9.32%) compared to SPY (4.10%). In terms of maximum drawdown, CIB dropped -93.77% vs SPY's -55.19%.
CIB currently has the higher Sharpe Ratio (3.31 vs 1.87), 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.
Find the right allocation for CIB and SPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer