EXP vs. SPY
Compare and contrast key facts about Eagle Materials Inc. (EXP) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXP or SPY.
Key characteristics
| EXP | SPY | |
|---|---|---|
| YTD Return | 26.79% | 6.58% |
| 1Y Return | 71.34% | 25.57% |
| 3Y Return (Ann) | 23.22% | 8.08% |
| 5Y Return (Ann) | 23.84% | 13.25% |
| 10Y Return (Ann) | 12.32% | 12.38% |
| Sharpe Ratio | 2.87 | 2.13 |
| Daily Std Dev | 25.22% | 11.60% |
| Max Drawdown | -79.52% | -55.19% |
| Current Drawdown | -5.45% | -3.47% |
Correlation
The correlation between EXP and SPY 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.
Performance
EXP vs. SPY - Performance Comparison
In the year-to-date period, EXP achieves a 26.79% return, which is significantly higher than SPY's 6.58% return. Both investments have delivered pretty close results over the past 10 years, with EXP having a 12.32% annualized return and SPY not far ahead at 12.38%. 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
EXP vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eagle Materials Inc. (EXP) 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.
Dividends
EXP vs. SPY - Dividend Comparison
EXP's dividend yield for the trailing twelve months is around 0.39%, less than SPY's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXP Eagle Materials Inc. | 0.39% | 0.49% | 0.75% | 0.45% | 0.10% | 0.44% | 0.66% | 0.35% | 0.41% | 0.66% | 0.53% | 0.52% |
SPY SPDR S&P 500 ETF | 1.33% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
EXP vs. SPY - Drawdown Comparison
The maximum EXP drawdown since its inception was -79.52%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EXP and SPY. For additional features, visit the drawdowns tool.
Volatility
EXP vs. SPY - Volatility Comparison
Eagle Materials Inc. (EXP) has a higher volatility of 8.67% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that EXP'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.