CRESW vs. SPY

In the year-to-date period, CRESW achieves a -12.50% return, which is significantly lower than SPY's 0.98% return.

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This table presents a comparison of risk-adjusted performance metrics for Cresud S.A.C.I.F. y A. Warrant (CRESW) 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.

The current CRESW Sharpe Ratio is 0.54, which is comparable to the SPY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CRESW and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRESW has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

The maximum CRESW drawdown since its inception was -80.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CRESW and SPY.

Cresud S.A.C.I.F. y A. Warrant (CRESW) has a higher volatility of 19.50% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that CRESW'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.