CSU.TO vs. SPY
Compare and contrast key facts about Constellation Software Inc. (CSU.TO) 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: CSU.TO or SPY.
Performance
CSU.TO vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, CSU.TO achieves a 34.71% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, CSU.TO has outperformed SPY with an annualized return of 32.49%, while SPY has yielded a comparatively lower 13.04% annualized return.
CSU.TO
34.71%
-0.23%
19.73%
40.36%
29.42%
32.49%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| CSU.TO | SPY | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.64 |
| Sortino Ratio | 2.53 | 3.53 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 3.64 | 3.81 |
| Martin Ratio | 11.94 | 17.21 |
| Ulcer Index | 3.49% | 1.86% |
| Daily Std Dev | 21.83% | 12.15% |
| Max Drawdown | -25.93% | -55.19% |
| Current Drawdown | -3.33% | -2.17% |
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Correlation
The correlation between CSU.TO and SPY is 0.40, 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
CSU.TO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc. (CSU.TO) 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
CSU.TO vs. SPY - Dividend Comparison
CSU.TO's dividend yield for the trailing twelve months is around 0.12%, less than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSU.TO Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.22% | 0.33% | 2.78% | 0.66% | 0.74% | 0.94% | 0.99% | 1.42% | 2.01% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CSU.TO vs. SPY - Drawdown Comparison
The maximum CSU.TO drawdown since its inception was -25.93%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CSU.TO and SPY. For additional features, visit the drawdowns tool.
Volatility
CSU.TO vs. SPY - Volatility Comparison
Constellation Software Inc. (CSU.TO) has a higher volatility of 6.88% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that CSU.TO'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.