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

CNHI vs. SPY

Last updated May 17, 2025

Compare and contrast key facts about CNH Industrial N.V. (CNHI) and 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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNHI or SPY.

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.

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.

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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

1.69%

1M

13.04%

6M

2.09%

1Y

13.82%

5Y*

17.47%

10Y*

12.77%

*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 7171
Overall Rank
The Sharpe Ratio Rank of SPY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7272
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.

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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 1.21%.

TTM20242023202220212020201920182017201620152014
CNHI
CNH Industrial N.V.		0.00%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		1.21%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

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Volatility

CNHI vs. SPY - Volatility Comparison

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