EBCOY vs. SPY
Compare and contrast key facts about Ebara Corp ADR (EBCOY) 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: EBCOY or SPY.
Correlation
The correlation between EBCOY and SPY is 0.07, 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
EBCOY vs. SPY - Performance Comparison
Key characteristics
EBCOY:
0.58
SPY:
1.81
EBCOY:
1.15
SPY:
2.43
EBCOY:
1.14
SPY:
1.33
EBCOY:
0.71
SPY:
2.74
EBCOY:
1.64
SPY:
11.36
EBCOY:
16.94%
SPY:
2.03%
EBCOY:
48.41%
SPY:
12.74%
EBCOY:
-52.40%
SPY:
-55.19%
EBCOY:
-11.92%
SPY:
-0.73%
Returns By Period
In the year-to-date period, EBCOY achieves a -1.33% return, which is significantly lower than SPY's 3.28% return. Over the past 10 years, EBCOY has outperformed SPY with an annualized return of 38.28%, while SPY has yielded a comparatively lower 13.17% annualized return.
EBCOY
-1.33%
-4.67%
23.67%
29.56%
29.96%
38.28%
SPY
3.28%
4.28%
12.39%
22.37%
14.20%
13.17%
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Risk-Adjusted Performance
EBCOY vs. SPY — Risk-Adjusted Performance Rank
EBCOY
SPY
EBCOY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ebara Corp ADR (EBCOY) 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
EBCOY vs. SPY - Dividend Comparison
EBCOY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBCOY Ebara Corp ADR | 0.00% | 0.00% | 2.58% | 3.92% | 2.49% | 12.70% | 13.52% | 11.99% | 8.83% | 10.00% | 39.63% | 58.56% |
SPY SPDR S&P 500 ETF | 1.17% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EBCOY vs. SPY - Drawdown Comparison
The maximum EBCOY drawdown since its inception was -52.40%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EBCOY and SPY. For additional features, visit the drawdowns tool.
Volatility
EBCOY vs. SPY - Volatility Comparison
Ebara Corp ADR (EBCOY) has a higher volatility of 10.53% compared to SPDR S&P 500 ETF (SPY) at 3.41%. This indicates that EBCOY'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.