CSU.TO vs. SPYD
Compare and contrast key facts about Constellation Software Inc. (CSU.TO) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSU.TO or SPYD.
Performance
CSU.TO vs. SPYD - Performance Comparison
Returns By Period
In the year-to-date period, CSU.TO achieves a 35.57% return, which is significantly higher than SPYD's 20.83% return.
CSU.TO
35.57%
0.41%
20.49%
41.26%
29.34%
32.74%
SPYD
20.83%
-0.71%
13.85%
33.96%
8.59%
N/A
Key characteristics
| CSU.TO | SPYD | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.66 |
| Sortino Ratio | 2.49 | 3.69 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 3.57 | 2.17 |
| Martin Ratio | 11.71 | 17.67 |
| Ulcer Index | 3.49% | 1.96% |
| Daily Std Dev | 21.85% | 13.05% |
| Max Drawdown | -25.93% | -46.42% |
| Current Drawdown | -2.71% | -0.76% |
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Correlation
The correlation between CSU.TO and SPYD is 0.31, 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. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellation Software Inc. (CSU.TO) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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. SPYD - Dividend Comparison
CSU.TO's dividend yield for the trailing twelve months is around 0.12%, less than SPYD's 4.03% 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% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.03% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% | 0.00% |
Drawdowns
CSU.TO vs. SPYD - Drawdown Comparison
The maximum CSU.TO drawdown since its inception was -25.93%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for CSU.TO and SPYD. For additional features, visit the drawdowns tool.
Volatility
CSU.TO vs. SPYD - Volatility Comparison
Constellation Software Inc. (CSU.TO) has a higher volatility of 7.00% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.45%. This indicates that CSU.TO's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.