ETD vs. ^GSPC
Compare and contrast key facts about Ethan Allen Interiors Inc. (ETD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETD or ^GSPC.
Performance
ETD vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, ETD achieves a -1.92% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, ETD has underperformed ^GSPC with an annualized return of 5.55%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.
ETD
-1.92%
-0.11%
9.00%
14.22%
19.42%
5.55%
^GSPC
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Key characteristics
| ETD | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 0.44 | 2.54 |
| Sortino Ratio | 0.80 | 3.40 |
| Omega Ratio | 1.11 | 1.47 |
| Calmar Ratio | 0.65 | 3.66 |
| Martin Ratio | 1.36 | 16.26 |
| Ulcer Index | 10.60% | 1.91% |
| Daily Std Dev | 33.06% | 12.23% |
| Max Drawdown | -82.91% | -56.78% |
| Current Drawdown | -10.53% | -0.88% |
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Correlation
The correlation between ETD and ^GSPC 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.
Risk-Adjusted Performance
ETD vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethan Allen Interiors Inc. (ETD) and S&P 500 (^GSPC). 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.
Drawdowns
ETD vs. ^GSPC - Drawdown Comparison
The maximum ETD drawdown since its inception was -82.91%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ETD and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ETD vs. ^GSPC - Volatility Comparison
Ethan Allen Interiors Inc. (ETD) has a higher volatility of 8.24% compared to S&P 500 (^GSPC) at 3.96%. This indicates that ETD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.