EMR vs. SPYD
EMR (Emerson Electric Co.) is a stock, while SPYD (State Street SPDR Portfolio S&P 500 High Dividend ETF) is S&P 500 fund tracking the S&P 500 High Dividend Index. Over the past 10 years, EMR returned 12.00%/yr vs 8.39%/yr for SPYD. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. SPYD - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 3.35% return, which is significantly lower than SPYD's 14.61% return. Over the past 10 years, EMR has outperformed SPYD with an annualized return of 12.00%, while SPYD has yielded a comparatively lower 8.39% annualized return.
EMR
- 1D
- 0.52%
- 1M
- -4.88%
- 6M
- -6.28%
- YTD
- 3.35%
- 1Y
- -1.14%
- 3Y*
- 16.00%
- 5Y*
- 8.84%
- 10Y*
- 12.00%
SPYD
- 1D
- -0.33%
- 1M
- -0.10%
- 6M
- 11.87%
- YTD
- 14.61%
- 1Y
- 16.69%
- 3Y*
- 13.61%
- 5Y*
- 8.75%
- 10Y*
- 8.39%
EMR vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 3.35% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 14.61% | 4.65% | 15.34% | 3.91% | -1.17% | 32.73% | -11.64% | 21.20% | -4.89% | 12.67% |
Correlation
The correlation between EMR and SPYD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2015 | 0.63 |
Over the past year, the correlation between EMR and SPYD has dropped to 0.36 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
EMR vs. SPYD — Risk / Return Rank
EMR
SPYD
EMR vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
| EMR | SPYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.24 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.38 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.10 | 6.85 | -6.95 |
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Drawdowns
EMR vs. SPYD - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for EMR and SPYD.
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Drawdown Indicators
| EMR | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -46.42% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -7.05% | -16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -16.13% | -13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -22.25% | -7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -46.42% | -4.35% |
Current DrawdownCurrent decline from peak | -15.17% | -0.33% | -14.84% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -6.12% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.28% | 2.45% | +8.83% |
Volatility
EMR vs. SPYD - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 8.52% compared to State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.18%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMR | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 4.18% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 8.13% | +17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.14% | 11.90% | +19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 16.04% | +11.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 19.76% | +9.37% |
Dividends
EMR vs. SPYD - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.61%, less than SPYD's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.61% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
SPYD State Street SPDR Portfolio S&P 500 High Dividend ETF | 4.19% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Frequently Asked Questions
EMR and SPYD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (8.52%) compared to SPYD (4.18%). In terms of maximum drawdown, EMR dropped -59.05% vs SPYD's -46.42%.
SPYD currently has the higher Sharpe Ratio (1.41 vs -0.04), 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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