FLOW vs. ALLW
FLOW (SPX FLOW, Inc.) is a stock, while ALLW (State Street Bridgewater All Weather ETF) is Tactical Allocation fund actively managed by State Street. Over the past year, FLOW returned 35.43% vs 17.15% for ALLW. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
FLOW vs. ALLW - Performance Comparison
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Returns By Period
In the year-to-date period, FLOW achieves a 17.63% return, which is significantly higher than ALLW's 6.33% return.
FLOW
- 1D
- 0.98%
- 1M
- 7.34%
- 6M
- 16.03%
- YTD
- 17.63%
- 1Y
- 35.43%
- 3Y*
- 18.51%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.14%
ALLW
- 1D
- 0.14%
- 1M
- -0.03%
- 6M
- 2.81%
- YTD
- 6.33%
- 1Y
- 17.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.63M | $11.75M | $17.60M | |
FLOW SPX FLOW, Inc. | $147.36K | $109.67K | $68.22K |
FLOW vs. ALLW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FLOW SPX FLOW, Inc. | 17.63% | 19.23% |
ALLW State Street Bridgewater All Weather ETF | 6.33% | 15.44% |
Correlation
The correlation between FLOW and ALLW is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.32 |
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Return for Risk
FLOW vs. ALLW — Risk / Return Rank
FLOW
ALLW
FLOW vs. ALLW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPX FLOW, Inc. (FLOW) and State Street Bridgewater All Weather ETF (ALLW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLOW | ALLW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.38 | 2.38 | +3.00 |
| Martin ratioReturn relative to average drawdown | 14.70 | 8.05 | +6.65 |
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Drawdowns
FLOW vs. ALLW - Drawdown Comparison
The maximum FLOW drawdown since its inception was -21.64%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for FLOW and ALLW.
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Drawdown Indicators
| FLOW | ALLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -8.78% | -12.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -7.23% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -3.40% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -1.42% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.13% | +0.29% |
Volatility
FLOW vs. ALLW - Volatility Comparison
SPX FLOW, Inc. (FLOW) has a higher volatility of 6.18% compared to State Street Bridgewater All Weather ETF (ALLW) at 2.84%. This indicates that FLOW's price experiences larger fluctuations and is considered to be riskier than ALLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLOW | ALLW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 2.84% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 8.90% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.15% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 12.44% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 12.44% | +4.63% |
Dividends
FLOW vs. ALLW - Dividend Comparison
FLOW's dividend yield for the trailing twelve months is around 1.89%, less than ALLW's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ALLW State Street Bridgewater All Weather ETF | 4.40% | 4.67% | 0.00% | 0.00% |
FLOW SPX FLOW, Inc. | 1.89% | 2.15% | 2.10% | 0.95% |
Frequently Asked Questions
FLOW and ALLW have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLOW has higher volatility (6.18%) compared to ALLW (2.84%). In terms of maximum drawdown, FLOW dropped -21.64% vs ALLW's -8.78%.
FLOW currently has the higher Sharpe Ratio (2.27 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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