FLO vs. SPY
Compare and contrast key facts about Flowers Foods, Inc. (FLO) 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: FLO or SPY.
Performance
FLO vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FLO achieves a 0.10% return, which is significantly lower than SPY's 25.36% return. Over the past 10 years, FLO has underperformed SPY with an annualized return of 4.55%, while SPY has yielded a comparatively higher 13.07% annualized return.
FLO
0.10%
-4.83%
-8.06%
8.60%
3.95%
4.55%
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| FLO | SPY | |
|---|---|---|
| Sharpe Ratio | 0.48 | 2.69 |
| Sortino Ratio | 0.78 | 3.59 |
| Omega Ratio | 1.09 | 1.50 |
| Calmar Ratio | 0.31 | 3.89 |
| Martin Ratio | 1.19 | 17.53 |
| Ulcer Index | 7.50% | 1.87% |
| Daily Std Dev | 18.50% | 12.15% |
| Max Drawdown | -52.54% | -55.19% |
| Current Drawdown | -22.30% | -1.41% |
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Correlation
The correlation between FLO and SPY is 0.33, 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.
Risk-Adjusted Performance
FLO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Flowers Foods, Inc. (FLO) 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
FLO vs. SPY - Dividend Comparison
FLO's dividend yield for the trailing twelve months is around 4.30%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLO Flowers Foods, Inc. | 4.30% | 4.04% | 3.10% | 3.02% | 3.49% | 3.45% | 3.84% | 3.47% | 3.13% | 2.64% | 2.53% | 2.07% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FLO vs. SPY - Drawdown Comparison
The maximum FLO drawdown since its inception was -52.54%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FLO and SPY. For additional features, visit the drawdowns tool.
Volatility
FLO vs. SPY - Volatility Comparison
Flowers Foods, Inc. (FLO) has a higher volatility of 4.71% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that FLO'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.