ESCA vs. SPY
Compare and contrast key facts about Escalade, Incorporated (ESCA) 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: ESCA or SPY.
Key characteristics
| ESCA | SPY | |
|---|---|---|
| YTD Return | -33.04% | 6.58% |
| 1Y Return | -11.74% | 25.57% |
| 3Y Return (Ann) | -12.83% | 8.08% |
| 5Y Return (Ann) | 6.16% | 13.25% |
| 10Y Return (Ann) | 2.78% | 12.38% |
| Sharpe Ratio | -0.19 | 2.13 |
| Daily Std Dev | 47.69% | 11.60% |
| Max Drawdown | -98.45% | -55.19% |
| Current Drawdown | -41.72% | -3.47% |
Correlation
The correlation between ESCA and SPY is 0.17, 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
ESCA vs. SPY - Performance Comparison
In the year-to-date period, ESCA achieves a -33.04% return, which is significantly lower than SPY's 6.58% return. Over the past 10 years, ESCA has underperformed SPY with an annualized return of 2.78%, while SPY has yielded a comparatively higher 12.38% 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
ESCA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Escalade, Incorporated (ESCA) 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
ESCA vs. SPY - Dividend Comparison
ESCA's dividend yield for the trailing twelve months is around 4.55%, more than SPY's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESCA Escalade, Incorporated | 4.55% | 2.24% | 5.89% | 3.55% | 2.50% | 5.09% | 4.37% | 3.74% | 3.33% | 3.25% | 2.52% | 2.89% |
SPY SPDR S&P 500 ETF | 1.33% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ESCA vs. SPY - Drawdown Comparison
The maximum ESCA drawdown since its inception was -98.45%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ESCA and SPY. For additional features, visit the drawdowns tool.
Volatility
ESCA vs. SPY - Volatility Comparison
Escalade, Incorporated (ESCA) has a higher volatility of 18.73% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that ESCA'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.