CSIOY vs. SPY
Compare and contrast key facts about Casio Computer ADR (CSIOY) 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: CSIOY or SPY.
Key characteristics
CSIOY | SPY | |
---|---|---|
YTD Return | -12.37% | 11.58% |
1Y Return | -13.89% | 29.17% |
3Y Return (Ann) | -21.80% | 9.98% |
5Y Return (Ann) | -7.87% | 14.95% |
10Y Return (Ann) | -3.07% | 12.88% |
Sharpe Ratio | -0.41 | 2.67 |
Daily Std Dev | 36.68% | 11.53% |
Max Drawdown | -73.42% | -55.19% |
Current Drawdown | -63.14% | -0.21% |
Correlation
The correlation between CSIOY and SPY is 0.15, 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
CSIOY vs. SPY - Performance Comparison
In the year-to-date period, CSIOY achieves a -12.37% return, which is significantly lower than SPY's 11.58% return. Over the past 10 years, CSIOY has underperformed SPY with an annualized return of -3.07%, while SPY has yielded a comparatively higher 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CSIOY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Casio Computer ADR (CSIOY) 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
CSIOY vs. SPY - Dividend Comparison
CSIOY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Casio Computer ADR | 0.00% | 0.00% | 0.00% | 3.16% | 2.35% | 2.20% | 3.82% | 4.97% | 2.79% | 1.38% | 1.64% | 2.43% |
SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CSIOY vs. SPY - Drawdown Comparison
The maximum CSIOY drawdown since its inception was -73.42%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSIOY and SPY. For additional features, visit the drawdowns tool.
Volatility
CSIOY vs. SPY - Volatility Comparison
Casio Computer ADR (CSIOY) has a higher volatility of 15.00% compared to SPDR S&P 500 ETF (SPY) at 3.40%. This indicates that CSIOY'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.