CSPI vs. SPX5.L
Compare and contrast key facts about CSP Inc. (CSPI) and SPDR S&P 500 UCITS ETF (SPX5.L).
SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSPI or SPX5.L.
Performance
CSPI vs. SPX5.L - Performance Comparison
Returns By Period
In the year-to-date period, CSPI achieves a 33.16% return, which is significantly higher than SPX5.L's 24.95% return. Over the past 10 years, CSPI has outperformed SPX5.L with an annualized return of 16.12%, while SPX5.L has yielded a comparatively lower 15.14% annualized return.
CSPI
33.16%
-2.05%
-9.61%
8.36%
16.07%
16.12%
SPX5.L
24.95%
4.07%
12.04%
29.99%
15.42%
15.14%
Key characteristics
| CSPI | SPX5.L | |
|---|---|---|
| Sharpe Ratio | 0.08 | 2.63 |
| Sortino Ratio | 0.80 | 3.75 |
| Omega Ratio | 1.10 | 1.51 |
| Calmar Ratio | 0.12 | 4.64 |
| Martin Ratio | 0.17 | 18.60 |
| Ulcer Index | 41.80% | 1.59% |
| Daily Std Dev | 90.75% | 11.23% |
| Max Drawdown | -85.01% | -41.23% |
| Current Drawdown | -53.62% | -1.15% |
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Correlation
The correlation between CSPI and SPX5.L is 0.12, 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.
Risk-Adjusted Performance
CSPI vs. SPX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and SPDR S&P 500 UCITS ETF (SPX5.L). 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
CSPI vs. SPX5.L - Dividend Comparison
CSPI's dividend yield for the trailing twelve months is around 0.81%, less than SPX5.L's 79.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPI CSP Inc. | 0.81% | 0.77% | 0.64% | 0.00% | 1.94% | 5.75% | 3.77% | 3.48% | 3.12% | 6.34% | 6.03% | 3.71% |
SPX5.L SPDR S&P 500 UCITS ETF | 79.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
Drawdowns
CSPI vs. SPX5.L - Drawdown Comparison
The maximum CSPI drawdown since its inception was -85.01%, which is greater than SPX5.L's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for CSPI and SPX5.L. For additional features, visit the drawdowns tool.
Volatility
CSPI vs. SPX5.L - Volatility Comparison
CSP Inc. (CSPI) has a higher volatility of 9.92% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 3.54%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.