EFX vs. SPY
EFX (Equifax Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EFX returned 3.72%/yr vs 15.09%/yr for SPY. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
EFX vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, EFX achieves a -19.26% return, which is significantly lower than SPY's 11.70% return. Over the past 10 years, EFX has underperformed SPY with an annualized return of 3.72%, while SPY has yielded a comparatively higher 15.09% annualized return.
EFX
- 1D
- 0.86%
- 1M
- 1.19%
- 6M
- -12.04%
- YTD
- -19.26%
- 1Y
- -26.68%
- 3Y*
- -3.39%
- 5Y*
- -6.72%
- 10Y*
- 3.72%
- ALL TIME*
- 11.57%
SPY
- 1D
- 1.42%
- 1M
- 1.73%
- 6M
- 9.53%
- YTD
- 11.70%
- 1Y
- 23.22%
- 3Y*
- 20.74%
- 5Y*
- 13.05%
- 10Y*
- 15.09%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EFX Equifax Inc. | $389.43M | $318.60M | $294.36M |
| $38.19B | $36.17B | $39.59B |
EFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFX Equifax Inc. | -19.26% | -14.19% | 3.67% | 28.18% | -33.09% | 52.84% | 39.00% | 52.31% | -19.96% | 0.95% |
SPY State Street SPDR S&P 500 ETF | 11.70% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between EFX and SPY is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1993 | 0.53 |
Over the past year, the correlation between EFX and SPY has dropped to 0.20 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
EFX vs. SPY — Risk / Return Rank
EFX
SPY
EFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equifax Inc. (EFX) and State Street 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFX | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.32 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.62 | -3.27 |
| Martin ratioReturn relative to average drawdown | -1.07 | 11.20 | -12.27 |
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Drawdowns
EFX vs. SPY - Drawdown Comparison
The maximum EFX drawdown since its inception was -56.83%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EFX and SPY.
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Drawdown Indicators
| EFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.83% | -55.19% | -1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -41.59% | -8.88% | -32.71% |
Max Drawdown (3Y)Largest decline over 3 years | -49.69% | -18.76% | -30.93% |
Max Drawdown (5Y)Largest decline over 5 years | -49.69% | -24.50% | -25.19% |
Max Drawdown (10Y)Largest decline over 10 years | -49.69% | -33.72% | -15.97% |
Current DrawdownCurrent decline from peak | -42.35% | 0.00% | -42.35% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -9.01% | -6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.96% | 2.08% | +22.88% |
Volatility
EFX vs. SPY - Volatility Comparison
Equifax Inc. (EFX) has a higher volatility of 14.17% compared to State Street SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that EFX'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.
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Volatility by Period
| EFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.17% | 3.84% | +10.33% |
Volatility (6M)Calculated over the trailing 6-month period | 32.23% | 10.23% | +22.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.45% | 12.87% | +25.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.19% | 17.19% | +17.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.92% | 17.96% | +13.96% |
Dividends
EFX vs. SPY - Dividend Comparison
EFX's dividend yield for the trailing twelve months is around 1.22%, more than SPY's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFX Equifax Inc. | 1.22% | 0.87% | 0.61% | 0.63% | 0.80% | 0.53% | 0.81% | 1.11% | 1.68% | 1.32% | 1.12% | 1.04% |
SPY State Street SPDR S&P 500 ETF | 0.99% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
EFX and SPY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFX has higher volatility (14.17%) compared to SPY (3.84%). In terms of maximum drawdown, EFX dropped -56.83% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.82 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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