EW vs. SPY

In the year-to-date period, EW achieves a 5.36% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, EW has outperformed SPY with an annualized return of 13.61%, while SPY has yielded a comparatively lower 12.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Edwards Lifesciences Corporation (EW) 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.

The current EW Sharpe Ratio is -0.33, which is lower than the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EW and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EW has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

The maximum EW drawdown since its inception was -54.32%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EW and SPY. For additional features, visit the drawdowns tool.

Edwards Lifesciences Corporation (EW) has a higher volatility of 8.41% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that EW'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.