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.
Performance
EVRG vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, EVRG achieves a 28.85% return, which is significantly higher than ^SP500TR's 26.70% return.
EVRG
28.85%
4.80%
22.87%
32.32%
4.12%
N/A
^SP500TR
26.70%
3.09%
13.28%
32.85%
15.78%
13.26%
Key characteristics
| EVRG | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.68 |
| Sortino Ratio | 2.66 | 3.58 |
| Omega Ratio | 1.32 | 1.50 |
| Calmar Ratio | 1.15 | 3.89 |
| Martin Ratio | 8.47 | 17.49 |
| Ulcer Index | 3.81% | 1.88% |
| Daily Std Dev | 16.92% | 12.24% |
| Max Drawdown | -38.79% | -55.25% |
| Current Drawdown | -0.51% | -0.46% |
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Correlation
The correlation between EVRG and ^SP500TR is 0.30, 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.
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 -38.79%, smaller than the maximum ^SP500TR 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 4.82% compared to S&P 500 Total Return (^SP500TR) at 3.96%. 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.