COST.L vs. SPY
Compare and contrast key facts about Costain Group plc (COST.L) 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: COST.L or SPY.
Correlation
The correlation between COST.L and SPY is 0.12, 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.
Performance
COST.L vs. SPY - Performance Comparison
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Key characteristics
COST.L:
1.31
SPY:
0.55
COST.L:
2.05
SPY:
0.94
COST.L:
1.28
SPY:
1.14
COST.L:
0.63
SPY:
0.61
COST.L:
8.42
SPY:
2.35
COST.L:
6.25%
SPY:
4.89%
COST.L:
35.50%
SPY:
20.34%
COST.L:
-92.88%
SPY:
-55.19%
COST.L:
-71.76%
SPY:
-4.62%
Returns By Period
In the year-to-date period, COST.L achieves a 19.60% return, which is significantly higher than SPY's -0.25% return. Over the past 10 years, COST.L has underperformed SPY with an annualized return of -7.53%, while SPY has yielded a comparatively higher 12.52% annualized return.
COST.L
19.60%
19.62%
24.90%
46.66%
48.83%
11.40%
-7.53%
SPY
-0.25%
13.42%
-0.66%
11.09%
16.05%
16.24%
12.52%
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Risk-Adjusted Performance
COST.L vs. SPY — Risk-Adjusted Performance Rank
COST.L
SPY
COST.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Costain Group plc (COST.L) 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
COST.L vs. SPY - Dividend Comparison
COST.L's dividend yield for the trailing twelve months is around 1.93%, more than SPY's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST.L Costain Group plc | 1.93% | 1.13% | 0.63% | 0.00% | 0.00% | 0.00% | 8.15% | 4.30% | 2.65% | 3.07% | 2.52% | 6.47% |
SPY SPDR S&P 500 ETF | 1.23% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
COST.L vs. SPY - Drawdown Comparison
The maximum COST.L drawdown since its inception was -92.88%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for COST.L and SPY. For additional features, visit the drawdowns tool.
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Volatility
COST.L vs. SPY - Volatility Comparison
Costain Group plc (COST.L) has a higher volatility of 6.72% compared to SPDR S&P 500 ETF (SPY) at 4.79%. This indicates that COST.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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