CR vs. SPY
Compare and contrast key facts about Crane Co. (CR) 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: CR or SPY.
Performance
CR vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CR achieves a 45.56% return, which is significantly higher than SPY's 24.91% return.
CR
45.56%
7.15%
16.77%
62.19%
N/A
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| CR | SPY | |
|---|---|---|
| Sharpe Ratio | 2.06 | 2.67 |
| Sortino Ratio | 2.67 | 3.56 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 5.03 | 3.85 |
| Martin Ratio | 16.29 | 17.38 |
| Ulcer Index | 3.87% | 1.86% |
| Daily Std Dev | 30.69% | 12.17% |
| Max Drawdown | -15.63% | -55.19% |
| Current Drawdown | -4.21% | -1.77% |
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Correlation
The correlation between CR and SPY is 0.49, 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.
Risk-Adjusted Performance
CR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) 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.
Dividends
CR vs. SPY - Dividend Comparison
CR's dividend yield for the trailing twelve months is around 0.46%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CR Crane Co. | 0.46% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CR vs. SPY - Drawdown Comparison
The maximum CR drawdown since its inception was -15.63%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CR and SPY. For additional features, visit the drawdowns tool.
Volatility
CR vs. SPY - Volatility Comparison
Crane Co. (CR) has a higher volatility of 11.42% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that CR'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.