PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRD-B vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CRD-BSPY
YTD Return-29.10%9.92%
1Y Return11.76%28.21%
3Y Return (Ann)3.31%9.55%
5Y Return (Ann)3.59%14.41%
10Y Return (Ann)1.62%12.64%
Sharpe Ratio0.302.43
Daily Std Dev48.29%11.50%
Max Drawdown-87.01%-55.19%
Current Drawdown-29.94%-0.45%

Correlation

-0.50.00.51.00.4

The correlation between CRD-B and SPY is 0.37, 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

CRD-B vs. SPY - Performance Comparison

In the year-to-date period, CRD-B achieves a -29.10% return, which is significantly lower than SPY's 9.92% return. Over the past 10 years, CRD-B has underperformed SPY with an annualized return of 1.62%, while SPY has yielded a comparatively higher 12.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
34.40%
2,002.90%
CRD-B
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Crawford & Company

SPDR S&P 500 ETF

Risk-Adjusted Performance

CRD-B vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crawford & Company (CRD-B) 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.


CRD-B
Sharpe ratio
The chart of Sharpe ratio for CRD-B, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.000.30
Sortino ratio
The chart of Sortino ratio for CRD-B, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.006.000.72
Omega ratio
The chart of Omega ratio for CRD-B, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for CRD-B, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Martin ratio
The chart of Martin ratio for CRD-B, currently valued at 0.93, compared to the broader market-10.000.0010.0020.0030.000.93
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.002.43
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.26, compared to the broader market0.002.004.006.002.26
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.66, compared to the broader market-10.000.0010.0020.0030.009.66

CRD-B vs. SPY - Sharpe Ratio Comparison

The current CRD-B Sharpe Ratio is 0.30, which is lower than the SPY Sharpe Ratio of 2.43. The chart below compares the 12-month rolling Sharpe Ratio of CRD-B and SPY.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
0.30
2.43
CRD-B
SPY

Dividends

CRD-B vs. SPY - Dividend Comparison

CRD-B's dividend yield for the trailing twelve months is around 2.93%, more than SPY's 1.29% yield.


TTM20232022202120202019201820172016201520142013
CRD-B
Crawford & Company
2.93%1.99%4.52%3.20%2.36%1.97%2.22%2.08%1.59%3.77%1.75%1.52%
SPY
SPDR S&P 500 ETF
1.29%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CRD-B vs. SPY - Drawdown Comparison

The maximum CRD-B drawdown since its inception was -87.01%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CRD-B and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-29.94%
-0.45%
CRD-B
SPY

Volatility

CRD-B vs. SPY - Volatility Comparison

Crawford & Company (CRD-B) has a higher volatility of 12.56% compared to SPDR S&P 500 ETF (SPY) at 3.91%. This indicates that CRD-B'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
12.56%
3.91%
CRD-B
SPY