ESSA vs. SPYG

Last updated Jun 3, 2026

ESSA (ESSA Bancorp, Inc.) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. At a 0.30 correlation, their price movements are largely independent.

Performance

ESSA vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESSA Bancorp, Inc. (ESSA) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESSA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPYG

• 1D: -0.15%
• 1M: 8.31%
• YTD: 14.87%
• 6M: 14.92%
• 1Y: 36.19%
• 3Y*: 28.58%
• 5Y*: 16.62%
• 10Y*: 18.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESSA vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESSA ESSA Bancorp, Inc.	0.00%	7.39%	0.65%	-0.52%	24.06%	18.90%	-8.59%	11.37%	2.02%	2.07%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	14.87%	22.09%	35.99%	30.02%	-29.41%	32.01%	33.46%	30.84%	-0.12%	27.24%

Correlation

The correlation between ESSA and SPYG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Apr 5, 2007	0.30

The correlation between ESSA and SPYG shifts across timeframes, from 0.13 (5 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ESSA vs. SPYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYG

SPYG Risk / Return Rank: 63
SPYG Sharpe Ratio Rank: 68
SPYG Sortino Ratio Rank: 66
SPYG Omega Ratio Rank: 64
SPYG Calmar Ratio Rank: 54
SPYG Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESSA vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESSA Bancorp, Inc. (ESSA) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ESSA	SPYG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.27	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.36	—

Drawdowns

Drawdown Indicators

	ESSA	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	—	-67.63%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.76%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.67%	—
Current Drawdown Current decline from peak	—	-0.15%	—
Average Drawdown Average peak-to-trough decline	—	-24.33%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.32%	—

Volatility

Volatility by Period

	ESSA	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.04%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.17%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.65%	—

Dividends

ESSA vs. SPYG - Dividend Comparison

ESSA's dividend yield for the trailing twelve months is around 0.73%, more than SPYG's 0.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESSA ESSA Bancorp, Inc.	0.73%	1.46%	3.08%	3.00%	2.73%	2.77%	2.93%	2.42%	2.37%	2.30%	2.29%	2.63%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.46%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%

Frequently Asked Questions

Can I hold both ESSA and SPYG in my portfolio?

ESSA and SPYG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.