EVRG vs. ^SP500TR
Compare and contrast key facts about Evergy, Inc. (EVRG) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVRG or ^SP500TR.
Key characteristics
| EVRG | ^SP500TR | |
|---|---|---|
| YTD Return | 8.16% | 11.80% |
| 1Y Return | -2.41% | 28.27% |
| 3Y Return (Ann) | 0.25% | 10.44% |
| 5Y Return (Ann) | 2.74% | 15.05% |
| 10Y Return (Ann) | 8.55% | 13.07% |
| Sharpe Ratio | -0.14 | 2.56 |
| Daily Std Dev | 19.78% | 11.55% |
| Max Drawdown | -72.93% | -55.25% |
| Current Drawdown | -16.49% | -0.07% |
Correlation
The correlation between EVRG and ^SP500TR is 0.37, 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
EVRG vs. ^SP500TR - Performance Comparison
In the year-to-date period, EVRG achieves a 8.16% return, which is significantly lower than ^SP500TR's 11.80% return. Over the past 10 years, EVRG has underperformed ^SP500TR with an annualized return of 8.55%, while ^SP500TR has yielded a comparatively higher 13.07% 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
EVRG vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Evergy, Inc. (EVRG) and S&P 500 Total Return (^SP500TR). 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
EVRG vs. ^SP500TR - Drawdown Comparison
The maximum EVRG drawdown since its inception was -72.93%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EVRG and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
EVRG vs. ^SP500TR - Volatility Comparison
Evergy, Inc. (EVRG) has a higher volatility of 4.14% compared to S&P 500 Total Return (^SP500TR) at 3.37%. This indicates that EVRG's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.