CRH vs. SPY

Last updated Jun 3, 2026

CRH (CRH plc) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CRH returned 16.25%/yr vs 15.57%/yr for SPY. At a 0.42 correlation, their price movements are largely independent.

Performance

CRH vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRH plc (CRH) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRH achieves a -14.04% return, which is significantly lower than SPY's 11.69% return. Both investments have delivered pretty close results over the past 10 years, with CRH having a 16.25% annualized return and SPY not far behind at 15.57%.

CRH

• 1D: -0.22%
• 1M: -7.40%
• YTD: -14.04%
• 6M: -9.55%
• 1Y: 18.71%
• 3Y*: 32.04%
• 5Y*: 18.45%
• 10Y*: 16.25%

SPY

• 1D: 0.14%
• 1M: 5.40%
• YTD: 11.69%
• 6M: 12.09%
• 1Y: 29.62%
• 3Y*: 22.64%
• 5Y*: 14.20%
• 10Y*: 15.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRH vs. SPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRH CRH plc	-14.04%	36.87%	35.93%	81.33%	-20.51%	27.09%	8.78%	57.05%	-26.48%	7.19%
SPY State Street SPDR S&P 500 ETF	11.69%	17.72%	24.89%	26.18%	-18.18%	28.73%	18.33%	31.22%	-4.57%	21.71%

Correlation

The correlation between CRH and SPY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Feb 22, 1993	0.42

The correlation between CRH and SPY shifts across timeframes, from 0.42 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CRH vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRH

CRH Risk / Return Rank: 57
CRH Sharpe Ratio Rank: 60
CRH Sortino Ratio Rank: 56
CRH Omega Ratio Rank: 52
CRH Calmar Ratio Rank: 57
CRH Martin Ratio Rank: 59

SPY

SPY Risk / Return Rank: 75
SPY Sharpe Ratio Rank: 77
SPY Sortino Ratio Rank: 75
SPY Omega Ratio Rank: 76
SPY Calmar Ratio Rank: 68
SPY Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRH vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CRH plc (CRH) and State Street 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.

	CRH	SPY	Difference
Sharpe ratio Return per unit of total volatility	0.60	2.52	-1.92
Sortino ratio Return per unit of downside risk	1.14	3.42	-2.28
Omega ratio Gain probability vs. loss probability	1.13	1.46	-0.33
Calmar ratio Return relative to maximum drawdown	0.76	3.42	-2.66
Martin ratio Return relative to average drawdown	1.97	15.93	-13.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRH vs. SPY - Sharpe Ratio Comparison

The current CRH Sharpe Ratio is 0.60, which is lower than the SPY Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CRH and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRH	SPY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	2.52	-1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.84	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.87	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.59	-0.13

Drawdowns

CRH vs. SPY - Drawdown Comparison

The maximum CRH drawdown since its inception was -65.58%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CRH and SPY.

Drawdown Indicators

	CRH	SPY	Difference
Max Drawdown Largest peak-to-trough decline	-65.58%	-55.19%	-10.39%
Max Drawdown (1Y) Largest decline over 1 year	-24.46%	-8.88%	-15.58%
Max Drawdown (3Y) Largest decline over 3 years	-27.01%	-18.76%	-8.25%
Max Drawdown (5Y) Largest decline over 5 years	-38.66%	-24.50%	-14.16%
Max Drawdown (10Y) Largest decline over 10 years	-53.25%	-33.72%	-19.53%
Current Drawdown Current decline from peak	-18.34%	0.00%	-18.34%
Average Drawdown Average peak-to-trough decline	-18.50%	-9.05%	-9.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.39%	1.91%	+7.48%

Volatility

CRH vs. SPY - Volatility Comparison

CRH plc (CRH) has a higher volatility of 10.65% compared to State Street SPDR S&P 500 ETF (SPY) at 2.75%. This indicates that CRH'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.

Volatility by Period

	CRH	SPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.65%	2.75%	+7.90%
Volatility (6M) Calculated over the trailing 6-month period	24.72%	8.89%	+15.83%
Volatility (1Y) Calculated over the trailing 1-year period	31.08%	11.81%	+19.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.76%	17.05%	+13.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.02%	17.94%	+13.08%

Dividends

CRH vs. SPY - Dividend Comparison

CRH's dividend yield for the trailing twelve months is around 1.43%, more than SPY's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRH CRH plc	1.43%	1.19%	1.51%	3.41%	5.59%	2.21%	2.16%	2.02%	0.87%	2.02%	2.06%	2.39%
SPY State Street SPDR S&P 500 ETF	0.97%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%

Frequently Asked Questions

Can I hold both CRH and SPY in my portfolio?

CRH and SPY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRH or SPY?

CRH has higher volatility (10.65%) compared to SPY (2.75%). In terms of maximum drawdown, CRH dropped -65.58% vs SPY's -55.19%.

Which has better risk-adjusted returns?

SPY currently has the higher Sharpe Ratio (2.52 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.