Correlation
The correlation between CSIOY and SPY is 0.18, 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.
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.
Performance
CSIOY vs. SPY - Performance Comparison
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Key characteristics
CSIOY:
-0.03
SPY:
0.70
CSIOY:
0.19
SPY:
1.02
CSIOY:
1.02
SPY:
1.15
CSIOY:
-0.06
SPY:
0.68
CSIOY:
-0.40
SPY:
2.57
CSIOY:
8.54%
SPY:
4.93%
CSIOY:
42.68%
SPY:
20.42%
CSIOY:
-62.01%
SPY:
-55.19%
CSIOY:
-60.25%
SPY:
-3.55%
Returns By Period
In the year-to-date period, CSIOY achieves a -13.05% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, CSIOY has underperformed SPY with an annualized return of -6.49%, while SPY has yielded a comparatively higher 12.73% annualized return.
CSIOY
-13.05%
-7.37%
3.00%
-0.51%
-5.31%
-14.20%
-6.49%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
CSIOY vs. SPY — Risk-Adjusted Performance Rank
CSIOY
SPY
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.
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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 1.22%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIOY Casio Computer ADR | 0.00% | 1.67% | 3.51% | 3.25% | 3.16% | 2.35% | 2.20% | 3.82% | 4.97% | 2.79% | 1.38% | 1.64% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CSIOY vs. SPY - Drawdown Comparison
The maximum CSIOY drawdown since its inception was -62.01%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSIOY and SPY.
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Volatility
CSIOY vs. SPY - Volatility Comparison
Casio Computer ADR (CSIOY) has a higher volatility of 8.96% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.
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