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ETD vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ETD vs. SPY

Last updated Jun 24, 2026

ETD (Ethan Allen Interiors Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ETD returned 2.34%/yr vs 15.53%/yr for SPY. At a 0.46 correlation, their price movements are largely independent.

Performance

ETD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethan Allen Interiors Inc. (ETD) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETD achieves a -1.64% return, which is significantly lower than SPY's 8.15% return. Over the past 10 years, ETD has underperformed SPY with an annualized return of 2.34%, while SPY has yielded a comparatively higher 15.53% annualized return.

ETD

1D
1.55%
1M
9.73%
YTD
-1.64%
6M
-2.41%
1Y
-15.15%
3Y*
-1.05%
5Y*
2.13%
10Y*
2.34%

SPY

1D
-1.45%
1M
-1.36%
YTD
8.15%
6M
7.20%
1Y
23.59%
3Y*
20.68%
5Y*
13.05%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETD vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ETD
Ethan Allen Interiors Inc.		-1.64%-13.21%-5.95%28.70%7.47%44.17%11.29%18.89%-35.80%-20.54%
SPY
State Street SPDR S&P 500 ETF		8.15%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between ETD and SPY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 16, 1993

0.46

The correlation between ETD and SPY shifts across timeframes, from 0.38 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Ethan Allen Interiors Inc.

State Street SPDR S&P 500 ETF

Often compared with ETD:
ETD vs. FLOETD vs. VOOETD vs. ^GSPCETD vs. PAAETD vs. XHBETD vs. ARCTETD vs. SSB
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

ETD vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ETD
ETD Risk / Return Rank: 2323
Overall Rank
ETD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ETD Sortino Ratio Rank: 1919
Sortino Ratio Rank
ETD Omega Ratio Rank: 2020
Omega Ratio Rank
ETD Calmar Ratio Rank: 2828
Calmar Ratio Rank
ETD Martin Ratio Rank: 2828
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 5757
Omega Ratio Rank
SPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPY Martin Ratio Rank: 6767
Martin Ratio Rank
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.

ETD vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ethan Allen Interiors Inc. (ETD) and State Street 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.

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.

ETDSPYDifference
Sharpe ratioReturn per unit of total volatility
-0.52
1.90

-2.42

Sortino ratioReturn per unit of downside risk
-0.57
2.58

-3.15

Omega ratioGain probability vs. loss probability

0.93

1.34

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.43

2.67

-3.10

Martin ratioReturn relative to average drawdown

-0.77

11.92

-12.69

ETD vs. SPY - Sharpe Ratio Comparison

The current ETD Sharpe Ratio is -0.52, which is lower than the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ETD and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ETD vs. SPY - Drawdown Comparison

The maximum ETD drawdown since its inception was -82.91%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ETD and SPY.

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Drawdown Indicators

ETDSPYDifference

Max Drawdown

Largest peak-to-trough decline

-82.91%

-55.19%

-27.72%

Max Drawdown (1Y)

Largest decline over 1 year

-35.36%

-8.88%

-26.48%

Max Drawdown (3Y)

Largest decline over 3 years

-36.84%

-18.76%

-18.08%

Max Drawdown (5Y)

Largest decline over 5 years

-36.84%

-24.50%

-12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.68%

-33.72%

-39.96%

Current Drawdown

Current decline from peak

-26.77%

-3.17%

-23.60%

Average Drawdown

Average peak-to-trough decline

-26.54%

-9.04%

-17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.61%

1.98%

+17.63%

Volatility

ETD vs. SPY - Volatility Comparison

Ethan Allen Interiors Inc. (ETD) has a higher volatility of 8.04% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that ETD'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.

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Volatility by Period

ETDSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

4.87%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

9.85%

+9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

12.50%

+16.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.16%

17.15%

+17.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.24%

17.95%

+19.29%

Dividends

ETD vs. SPY - Dividend Comparison

ETD's dividend yield for the trailing twelve months is around 8.36%, more than SPY's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
ETD
Ethan Allen Interiors Inc.		8.36%7.92%6.87%5.95%6.62%10.61%3.12%9.34%6.08%2.66%1.76%1.87%
SPY
State Street SPDR S&P 500 ETF		1.03%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions

ETD and SPY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETD has higher volatility (8.04%) compared to SPY (4.87%). In terms of maximum drawdown, ETD dropped -82.91% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.90 vs -0.52), 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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