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

Correlation

The correlation between CNHI and SPY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CNHI vs. SPY - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
32.69%
301.08%
CNHI
SPY

Key characteristics

Returns By Period


CNHI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

CNHI vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNHI
The Risk-Adjusted Performance Rank of CNHI is 2929
Overall Rank
The Sharpe Ratio Rank of CNHI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CNHI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CNHI is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CNHI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CNHI is 3636
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
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.

CNHI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CNH Industrial N.V. (CNHI) 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.


The chart of Sharpe ratio for CNHI, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
CNHI: 0.37
SPY: 0.51
The chart of Sortino ratio for CNHI, currently valued at 0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
CNHI: 0.64
SPY: 0.86
The chart of Omega ratio for CNHI, currently valued at 1.25, compared to the broader market0.501.001.502.00
CNHI: 1.25
SPY: 1.13
The chart of Calmar ratio for CNHI, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
CNHI: 0.08
SPY: 0.55
The chart of Martin ratio for CNHI, currently valued at 0.93, compared to the broader market-5.000.005.0010.0015.0020.00
CNHI: 0.93
SPY: 2.26


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.51
CNHI
SPY

Dividends

CNHI vs. SPY - Dividend Comparison

CNHI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
CNHI
CNH Industrial N.V.
4.10%4.10%3.14%1.88%0.68%1.40%1.59%1.61%0.77%1.47%3.14%3.42%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CNHI vs. SPY - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.38%
-9.89%
CNHI
SPY

Volatility

CNHI vs. SPY - Volatility Comparison

The current volatility for CNH Industrial N.V. (CNHI) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that CNHI experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril0
15.12%
CNHI
SPY