FEIM vs. SPY
Compare and contrast key facts about Frequency Electronics, Inc. (FEIM) 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: FEIM or SPY.
Correlation
The correlation between FEIM and SPY is 0.16, 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
FEIM vs. SPY - Performance Comparison
Key characteristics
FEIM:
1.43
SPY:
0.54
FEIM:
3.27
SPY:
0.90
FEIM:
1.37
SPY:
1.13
FEIM:
1.31
SPY:
0.57
FEIM:
7.71
SPY:
2.24
FEIM:
11.68%
SPY:
4.82%
FEIM:
62.91%
SPY:
20.02%
FEIM:
-93.53%
SPY:
-55.19%
FEIM:
-34.48%
SPY:
-7.53%
Returns By Period
In the year-to-date period, FEIM achieves a -8.59% return, which is significantly lower than SPY's -3.30% return. Over the past 10 years, FEIM has underperformed SPY with an annualized return of 5.24%, while SPY has yielded a comparatively higher 12.33% annualized return.
FEIM
-8.59%
9.23%
32.06%
89.06%
16.77%
5.24%
SPY
-3.30%
13.81%
-4.52%
10.65%
15.81%
12.33%
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Risk-Adjusted Performance
FEIM vs. SPY — Risk-Adjusted Performance Rank
FEIM
SPY
FEIM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Frequency Electronics, Inc. (FEIM) 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
FEIM vs. SPY - Dividend Comparison
FEIM's dividend yield for the trailing twelve months is around 5.91%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEIM Frequency Electronics, Inc. | 5.91% | 5.40% | 9.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FEIM vs. SPY - Drawdown Comparison
The maximum FEIM drawdown since its inception was -93.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FEIM and SPY. For additional features, visit the drawdowns tool.
Volatility
FEIM vs. SPY - Volatility Comparison
Frequency Electronics, Inc. (FEIM) has a higher volatility of 15.37% compared to SPDR S&P 500 ETF (SPY) at 12.36%. This indicates that FEIM'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.