CTO vs. SPY
Compare and contrast key facts about CTO Realty Growth, Inc. (CTO) 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: CTO or SPY.
Key characteristics
| CTO | SPY | |
|---|---|---|
| YTD Return | 22.91% | 22.48% |
| 1Y Return | 29.98% | 34.15% |
| 3Y Return (Ann) | 10.68% | 8.79% |
| 5Y Return (Ann) | 10.53% | 15.17% |
| 10Y Return (Ann) | 7.91% | 12.99% |
| Sharpe Ratio | 1.33 | 2.86 |
| Sortino Ratio | 1.83 | 3.80 |
| Omega Ratio | 1.29 | 1.54 |
| Calmar Ratio | 1.44 | 4.10 |
| Martin Ratio | 6.92 | 18.58 |
| Ulcer Index | 4.15% | 1.86% |
| Daily Std Dev | 21.63% | 12.04% |
| Max Drawdown | -74.79% | -55.19% |
| Current Drawdown | -3.64% | -1.35% |
Correlation
The correlation between CTO and SPY is 0.34, 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.
Performance
CTO vs. SPY - Performance Comparison
The year-to-date returns for both stocks are quite close, with CTO having a 22.91% return and SPY slightly lower at 22.48%. Over the past 10 years, CTO has underperformed SPY with an annualized return of 7.91%, while SPY has yielded a comparatively higher 12.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CTO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CTO Realty Growth, Inc. (CTO) 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
CTO vs. SPY - Dividend Comparison
CTO's dividend yield for the trailing twelve months is around 7.61%, more than SPY's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTO CTO Realty Growth, Inc. | 7.61% | 8.77% | 8.17% | 6.51% | 32.57% | 0.73% | 0.51% | 0.28% | 0.22% | 0.15% | 0.13% | 0.17% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CTO vs. SPY - Drawdown Comparison
The maximum CTO drawdown since its inception was -74.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CTO and SPY. For additional features, visit the drawdowns tool.
Volatility
CTO vs. SPY - Volatility Comparison
CTO Realty Growth, Inc. (CTO) has a higher volatility of 4.83% compared to SPDR S&P 500 ETF (SPY) at 3.23%. This indicates that CTO'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.