ERJ vs. SPY
Compare and contrast key facts about Embraer S.A. (ERJ) 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: ERJ or SPY.
Correlation
The correlation between ERJ and SPY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ERJ vs. SPY - Performance Comparison
Key characteristics
ERJ:
1.70
SPY:
0.70
ERJ:
2.49
SPY:
1.11
ERJ:
1.31
SPY:
1.17
ERJ:
2.10
SPY:
0.75
ERJ:
8.32
SPY:
2.96
ERJ:
9.55%
SPY:
4.74%
ERJ:
46.58%
SPY:
20.05%
ERJ:
-90.09%
SPY:
-55.19%
ERJ:
-17.43%
SPY:
-7.79%
Returns By Period
In the year-to-date period, ERJ achieves a 26.96% return, which is significantly higher than SPY's -3.56% return. Over the past 10 years, ERJ has underperformed SPY with an annualized return of 4.42%, while SPY has yielded a comparatively higher 12.25% annualized return.
ERJ
26.96%
11.68%
37.54%
72.74%
56.41%
4.42%
SPY
-3.56%
11.52%
-0.47%
11.62%
16.42%
12.25%
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Risk-Adjusted Performance
ERJ vs. SPY — Risk-Adjusted Performance Rank
ERJ
SPY
ERJ vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Embraer S.A. (ERJ) 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
ERJ vs. SPY - Dividend Comparison
ERJ has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERJ Embraer S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 1.63% | 0.59% | 0.76% | 1.54% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ERJ vs. SPY - Drawdown Comparison
The maximum ERJ drawdown since its inception was -90.09%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ERJ and SPY. For additional features, visit the drawdowns tool.
Volatility
ERJ vs. SPY - Volatility Comparison
Embraer S.A. (ERJ) has a higher volatility of 14.90% compared to SPDR S&P 500 ETF (SPY) at 14.12%. This indicates that ERJ'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.