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FLOW vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLOW vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX FLOW, Inc. (FLOW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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FLOW vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023
FLOW
SPX FLOW, Inc.
-0.74%17.52%13.03%9.38%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-8.12%22.09%35.99%7.49%

Returns By Period

In the year-to-date period, FLOW achieves a -0.74% return, which is significantly higher than SPYG's -8.12% return.


FLOW

1D
1.08%
1M
-2.35%
YTD
-0.74%
6M
3.52%
1Y
17.79%
3Y*
5Y*
10Y*

SPYG

1D
4.08%
1M
-5.34%
YTD
-8.12%
6M
-6.05%
1Y
22.51%
3Y*
21.85%
5Y*
12.24%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FLOW vs. SPYG — Risk / Return Rank

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

FLOW
FLOW Risk / Return Rank: 6969
Overall Rank
FLOW Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FLOW Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLOW Omega Ratio Rank: 6666
Omega Ratio Rank
FLOW Calmar Ratio Rank: 6767
Calmar Ratio Rank
FLOW Martin Ratio Rank: 7878
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6666
Overall Rank
SPYG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6565
Omega Ratio Rank
SPYG Calmar Ratio Rank: 7070
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLOW vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX FLOW, Inc. (FLOW) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


FLOWSPYGDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.01

-0.20

Sortino ratio

Return per unit of downside risk

1.28

1.58

-0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.16

1.66

-0.50

Martin ratio

Return relative to average drawdown

5.16

6.54

-1.39

FLOW vs. SPYG - Sharpe Ratio Comparison

The current FLOW Sharpe Ratio is 0.81, which is comparable to the SPYG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FLOW and SPYG, 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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Sharpe Ratios by Period


FLOWSPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.01

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.31

+0.53

Correlation

The correlation between FLOW and SPYG is 0.47, 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.


Dividends

FLOW vs. SPYG - Dividend Comparison

FLOW's dividend yield for the trailing twelve months is around 2.24%, more than SPYG's 0.58% yield.


TTM20252024202320222021202020192018201720162015
FLOW
SPX FLOW, Inc.
2.24%2.15%2.10%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.58%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

FLOW vs. SPYG - Drawdown Comparison

The maximum FLOW drawdown since its inception was -21.64%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for FLOW and SPYG.


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Drawdown Indicators


FLOWSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-67.63%

+45.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-13.76%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-4.48%

-10.24%

+5.76%

Average Drawdown

Average peak-to-trough decline

-3.24%

-24.48%

+21.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.50%

+0.13%

Volatility

FLOW vs. SPYG - Volatility Comparison

The current volatility for SPX FLOW, Inc. (FLOW) is 3.66%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.20%. This indicates that FLOW experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOWSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

7.20%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

12.83%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

22.39%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

21.13%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

20.57%

-3.38%