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EBF vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBF and SPY is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EBF vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ennis, Inc. (EBF) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
487.64%
2,152.01%
EBF
SPY

Key characteristics

Sharpe Ratio

EBF:

0.38

SPY:

0.51

Sortino Ratio

EBF:

0.68

SPY:

0.86

Omega Ratio

EBF:

1.09

SPY:

1.13

Calmar Ratio

EBF:

0.42

SPY:

0.55

Martin Ratio

EBF:

1.46

SPY:

2.26

Ulcer Index

EBF:

5.99%

SPY:

4.55%

Daily Std Dev

EBF:

23.31%

SPY:

20.08%

Max Drawdown

EBF:

-73.10%

SPY:

-55.19%

Current Drawdown

EBF:

-17.82%

SPY:

-9.89%

Returns By Period

In the year-to-date period, EBF achieves a -12.84% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, EBF has underperformed SPY with an annualized return of 8.04%, while SPY has yielded a comparatively higher 11.99% annualized return.


EBF

YTD

-12.84%

1M

-7.42%

6M

-10.37%

1Y

6.72%

5Y*

8.16%

10Y*

8.04%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

EBF vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBF
The Risk-Adjusted Performance Rank of EBF is 6464
Overall Rank
The Sharpe Ratio Rank of EBF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EBF is 5858
Sortino Ratio Rank
The Omega Ratio Rank of EBF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of EBF is 7171
Calmar Ratio Rank
The Martin Ratio Rank of EBF is 6969
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EBF vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ennis, Inc. (EBF) 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.


The chart of Sharpe ratio for EBF, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.00
EBF: 0.38
SPY: 0.51
The chart of Sortino ratio for EBF, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
EBF: 0.68
SPY: 0.86
The chart of Omega ratio for EBF, currently valued at 1.09, compared to the broader market0.501.001.502.00
EBF: 1.09
SPY: 1.13
The chart of Calmar ratio for EBF, currently valued at 0.42, compared to the broader market0.001.002.003.004.005.00
EBF: 0.42
SPY: 0.55
The chart of Martin ratio for EBF, currently valued at 1.46, compared to the broader market-5.000.005.0010.0015.0020.00
EBF: 1.46
SPY: 2.26

The current EBF Sharpe Ratio is 0.38, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EBF and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
0.51
EBF
SPY

Dividends

EBF vs. SPY - Dividend Comparison

EBF's dividend yield for the trailing twelve months is around 19.53%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
EBF
Ennis, Inc.
19.53%16.60%4.56%4.51%4.86%5.04%4.16%4.94%3.61%12.68%3.64%5.20%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

EBF vs. SPY - Drawdown Comparison

The maximum EBF drawdown since its inception was -73.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EBF and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.82%
-9.89%
EBF
SPY

Volatility

EBF vs. SPY - Volatility Comparison

The current volatility for Ennis, Inc. (EBF) is 12.67%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that EBF experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.67%
15.12%
EBF
SPY