EBS vs. SPY
Compare and contrast key facts about Emergent BioSolutions Inc. (EBS) 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: EBS or SPY.
Key characteristics
| EBS | SPY | |
|---|---|---|
| YTD Return | 281.67% | 23.66% |
| 1Y Return | 264.94% | 35.35% |
| 3Y Return (Ann) | -43.55% | 10.96% |
| 5Y Return (Ann) | -30.18% | 16.17% |
| 10Y Return (Ann) | -7.52% | 13.96% |
| Sharpe Ratio | 1.65 | 2.85 |
| Sortino Ratio | 3.07 | 3.80 |
| Omega Ratio | 1.40 | 1.52 |
| Calmar Ratio | 2.74 | 3.03 |
| Martin Ratio | 9.72 | 17.65 |
| Ulcer Index | 27.87% | 2.00% |
| Daily Std Dev | 163.72% | 12.40% |
| Max Drawdown | -98.89% | -55.19% |
| Current Drawdown | -93.21% | -0.35% |
Correlation
The correlation between EBS 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.
Performance
EBS vs. SPY - Performance Comparison
In the year-to-date period, EBS achieves a 281.67% return, which is significantly higher than SPY's 23.66% return. Over the past 10 years, EBS has underperformed SPY with an annualized return of -7.52%, while SPY has yielded a comparatively higher 13.96% 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
EBS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) 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
EBS vs. SPY - Dividend Comparison
EBS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBS Emergent BioSolutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.65% | 0.00% | 0.00% | 0.00% |
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
EBS vs. SPY - Drawdown Comparison
The maximum EBS drawdown since its inception was -98.89%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EBS and SPY. For additional features, visit the drawdowns tool.
Volatility
EBS vs. SPY - Volatility Comparison
Emergent BioSolutions Inc. (EBS) has a higher volatility of 28.59% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that EBS'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.