ET vs. SPY
Compare and contrast key facts about Energy Transfer LP (ET) 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: ET or SPY.
Performance
ET vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ET achieves a 35.81% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, ET has underperformed SPY with an annualized return of 2.15%, while SPY has yielded a comparatively higher 13.04% annualized return.
ET
35.81%
7.35%
12.60%
38.63%
19.22%
2.15%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| ET | SPY | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.64 |
| Sortino Ratio | 3.64 | 3.53 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 1.74 | 3.81 |
| Martin Ratio | 21.05 | 17.21 |
| Ulcer Index | 1.91% | 1.86% |
| Daily Std Dev | 15.78% | 12.15% |
| Max Drawdown | -87.81% | -55.19% |
| Current Drawdown | -0.06% | -2.17% |
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Correlation
The correlation between ET and SPY is 0.42, 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.
Risk-Adjusted Performance
ET vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Energy Transfer LP (ET) 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
ET vs. SPY - Dividend Comparison
ET's dividend yield for the trailing twelve months is around 7.38%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ET Energy Transfer LP | 7.38% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ET vs. SPY - Drawdown Comparison
The maximum ET drawdown since its inception was -87.81%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ET and SPY. For additional features, visit the drawdowns tool.
Volatility
ET vs. SPY - Volatility Comparison
Energy Transfer LP (ET) and SPDR S&P 500 ETF (SPY) have volatilities of 4.27% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.