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

Correlation

The correlation between CNHI and SPY is 0.53, 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.


-0.50.00.51.00.5

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%50.00%100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
32.69%
327.86%
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

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CNHI, currently valued at 0.12, compared to the broader market-4.00-2.000.002.000.122.21
The chart of Sortino ratio for CNHI, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.302.93
The chart of Omega ratio for CNHI, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.41
The chart of Calmar ratio for CNHI, currently valued at 0.06, compared to the broader market0.002.004.006.000.063.26
The chart of Martin ratio for CNHI, currently valued at 0.27, compared to the broader market-5.000.005.0010.0015.0020.0025.000.2714.43
CNHI
SPY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.21
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 0.86%.


TTM20232022202120202019201820172016201520142013
CNHI
CNH Industrial N.V.
4.10%3.14%1.88%0.68%1.40%1.59%1.61%0.77%1.47%3.14%3.42%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CNHI vs. SPY - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.38%
-2.74%
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 3.72%. 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%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.72%
CNHI
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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