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CSL vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSL and SPY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CSL vs. SPY - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
10,011.36%
2,152.01%
CSL
SPY

Key characteristics

Sharpe Ratio

CSL:

-0.01

SPY:

0.51

Sortino Ratio

CSL:

0.21

SPY:

0.86

Omega Ratio

CSL:

1.03

SPY:

1.13

Calmar Ratio

CSL:

-0.01

SPY:

0.55

Martin Ratio

CSL:

-0.01

SPY:

2.26

Ulcer Index

CSL:

15.98%

SPY:

4.55%

Daily Std Dev

CSL:

31.36%

SPY:

20.08%

Max Drawdown

CSL:

-64.58%

SPY:

-55.19%

Current Drawdown

CSL:

-21.63%

SPY:

-9.89%

Returns By Period

In the year-to-date period, CSL achieves a 1.96% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, CSL has outperformed SPY with an annualized return of 16.03%, while SPY has yielded a comparatively lower 12.16% annualized return.


CSL

YTD

1.96%

1M

9.45%

6M

-9.66%

1Y

-5.49%

5Y*

26.45%

10Y*

16.03%

SPY

YTD

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

CSL vs. SPY — Risk-Adjusted Performance Rank

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

CSL
The Risk-Adjusted Performance Rank of CSL is 4848
Overall Rank
The Sharpe Ratio Rank of CSL is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CSL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CSL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CSL is 5252
Calmar Ratio Rank
The Martin Ratio Rank of CSL is 5151
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlisle Companies Incorporated (CSL) 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 chart of Sharpe ratio for CSL, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00
CSL: -0.01
SPY: 0.51
The chart of Sortino ratio for CSL, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
CSL: 0.21
SPY: 0.86
The chart of Omega ratio for CSL, currently valued at 1.03, compared to the broader market0.501.001.502.00
CSL: 1.03
SPY: 1.13
The chart of Calmar ratio for CSL, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.00
CSL: -0.01
SPY: 0.55
The chart of Martin ratio for CSL, currently valued at -0.01, compared to the broader market-5.000.005.0010.0015.0020.00
CSL: -0.01
SPY: 2.26

The current CSL Sharpe Ratio is -0.01, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CSL 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.01
0.51
CSL
SPY

Dividends

CSL vs. SPY - Dividend Comparison

CSL's dividend yield for the trailing twelve months is around 1.03%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
CSL
Carlisle Companies Incorporated
1.03%1.00%1.02%1.09%0.86%1.31%1.11%1.53%1.27%1.18%1.24%1.04%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CSL vs. SPY - Drawdown Comparison

The maximum CSL drawdown since its inception was -64.58%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSL and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.63%
-9.89%
CSL
SPY

Volatility

CSL vs. SPY - Volatility Comparison

The current volatility for Carlisle Companies Incorporated (CSL) is 13.79%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that CSL experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
13.79%
15.12%
CSL
SPY