FERG vs. SPY
Compare and contrast key facts about Ferguson plc (FERG) 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: FERG or SPY.
Correlation
The correlation between FERG and SPY 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.
Performance
FERG vs. SPY - Performance Comparison
Key characteristics
FERG:
-0.12
SPY:
2.21
FERG:
0.03
SPY:
2.93
FERG:
1.00
SPY:
1.41
FERG:
-0.17
SPY:
3.26
FERG:
-0.44
SPY:
14.43
FERG:
8.19%
SPY:
1.90%
FERG:
28.90%
SPY:
12.41%
FERG:
-55.35%
SPY:
-55.19%
FERG:
-20.05%
SPY:
-2.74%
Returns By Period
In the year-to-date period, FERG achieves a -6.64% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, FERG has outperformed SPY with an annualized return of 27.57%, while SPY has yielded a comparatively lower 12.97% annualized return.
FERG
-6.64%
-12.12%
-8.67%
-5.14%
20.41%
27.57%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
FERG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferguson plc (FERG) 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
FERG vs. SPY - Dividend Comparison
FERG's dividend yield for the trailing twelve months is around 1.33%, more than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FERG Ferguson plc | 1.33% | 1.57% | 2.76% | 2.34% | 2.33% | 2.27% | 9.77% | 1.99% | 2.15% | 2.77% | 2.59% | 5.04% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FERG vs. SPY - Drawdown Comparison
The maximum FERG drawdown since its inception was -55.35%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FERG and SPY. For additional features, visit the drawdowns tool.
Volatility
FERG vs. SPY - Volatility Comparison
Ferguson plc (FERG) has a higher volatility of 14.10% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that FERG'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.