FLOW.AS vs. SPY
Compare and contrast key facts about Flow Traders BV (FLOW.AS) 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: FLOW.AS or SPY.
Key characteristics
| FLOW.AS | SPY | |
|---|---|---|
| YTD Return | 18.53% | 26.77% |
| 1Y Return | 25.22% | 37.43% |
| 3Y Return (Ann) | -8.27% | 10.15% |
| 5Y Return (Ann) | 5.90% | 15.86% |
| Sharpe Ratio | 0.68 | 3.06 |
| Sortino Ratio | 1.02 | 4.08 |
| Omega Ratio | 1.19 | 1.58 |
| Calmar Ratio | 0.43 | 4.44 |
| Martin Ratio | 2.62 | 20.11 |
| Ulcer Index | 8.89% | 1.85% |
| Daily Std Dev | 33.83% | 12.18% |
| Max Drawdown | -61.93% | -55.19% |
| Current Drawdown | -36.09% | -0.31% |
Correlation
The correlation between FLOW.AS and SPY is 0.06, 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
FLOW.AS vs. SPY - Performance Comparison
In the year-to-date period, FLOW.AS achieves a 18.53% return, which is significantly lower than SPY's 26.77% return. 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
FLOW.AS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Flow Traders BV (FLOW.AS) 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
FLOW.AS vs. SPY - Dividend Comparison
FLOW.AS's dividend yield for the trailing twelve months is around 0.71%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLOW.AS Flow Traders BV | 0.71% | 6.12% | 4.85% | 10.87% | 16.81% | 6.27% | 6.11% | 5.00% | 4.73% | 1.10% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FLOW.AS vs. SPY - Drawdown Comparison
The maximum FLOW.AS drawdown since its inception was -61.93%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FLOW.AS and SPY. For additional features, visit the drawdowns tool.
Volatility
FLOW.AS vs. SPY - Volatility Comparison
Flow Traders BV (FLOW.AS) has a higher volatility of 9.11% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that FLOW.AS'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.