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FI vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FI and SPY is 0.64, 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

FI vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiserv Inc. (FI) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FI:

0.18

SPY:

0.55

Sortino Ratio

FI:

0.43

SPY:

0.94

Omega Ratio

FI:

1.09

SPY:

1.14

Calmar Ratio

FI:

0.19

SPY:

0.61

Martin Ratio

FI:

0.72

SPY:

2.35

Ulcer Index

FI:

8.62%

SPY:

4.89%

Daily Std Dev

FI:

35.28%

SPY:

20.34%

Max Drawdown

FI:

-37.85%

SPY:

-55.19%

Current Drawdown

FI:

-31.78%

SPY:

-4.62%

Returns By Period

In the year-to-date period, FI achieves a -21.03% return, which is significantly lower than SPY's -0.25% return. Over the past 10 years, FI has outperformed SPY with an annualized return of 16.55%, while SPY has yielded a comparatively lower 12.52% annualized return.


FI

YTD

-21.03%

1M

-21.81%

6M

-25.57%

1Y

6.19%

3Y*

19.28%

5Y*

9.31%

10Y*

16.55%

SPY

YTD

-0.25%

1M

13.42%

6M

-0.66%

1Y

11.09%

3Y*

16.05%

5Y*

16.24%

10Y*

12.52%

*Annualized

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Fiserv Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

FI vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FI
The Risk-Adjusted Performance Rank of FI is 5757
Overall Rank
The Sharpe Ratio Rank of FI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FI is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FI is 6161
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5858
Overall Rank
The Sharpe Ratio Rank of SPY is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiserv Inc. (FI) 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 FI Sharpe Ratio is 0.18, which is lower than the SPY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FI 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.


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Dividends

FI vs. SPY - Dividend Comparison

FI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
FI
Fiserv Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%
SPY
SPDR S&P 500 ETF
1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FI vs. SPY - Drawdown Comparison

The maximum FI drawdown since its inception was -37.85%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FI and SPY. For additional features, visit the drawdowns tool.


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Volatility

FI vs. SPY - Volatility Comparison

Fiserv Inc. (FI) has a higher volatility of 28.22% compared to SPDR S&P 500 ETF (SPY) at 4.79%. This indicates that FI'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.


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