FMS vs. SPY
Compare and contrast key facts about Fresenius Medical Care AG & Co. KGaA (FMS) 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: FMS or SPY.
Correlation
The correlation between FMS and SPY is 0.36, 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
FMS vs. SPY - Performance Comparison
Key characteristics
FMS:
1.04
SPY:
0.30
FMS:
1.52
SPY:
0.56
FMS:
1.19
SPY:
1.08
FMS:
0.49
SPY:
0.31
FMS:
4.24
SPY:
1.40
FMS:
7.27%
SPY:
4.18%
FMS:
29.76%
SPY:
19.64%
FMS:
-77.28%
SPY:
-55.19%
FMS:
-52.43%
SPY:
-13.86%
Returns By Period
In the year-to-date period, FMS achieves a 4.46% return, which is significantly higher than SPY's -9.91% return. Over the past 10 years, FMS has underperformed SPY with an annualized return of -4.17%, while SPY has yielded a comparatively higher 11.59% annualized return.
FMS
4.46%
-4.56%
15.37%
25.53%
-5.64%
-4.17%
SPY
-9.91%
-6.90%
-9.38%
6.72%
14.62%
11.59%
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Risk-Adjusted Performance
FMS vs. SPY — Risk-Adjusted Performance Rank
FMS
SPY
FMS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FMS) 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
FMS vs. SPY - Dividend Comparison
FMS's dividend yield for the trailing twelve months is around 2.68%, more than SPY's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | 2.68% | 2.80% | 2.97% | 4.34% | 2.57% | 1.70% | 1.78% | 1.95% | 0.98% | 1.04% | 1.05% | 1.44% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FMS vs. SPY - Drawdown Comparison
The maximum FMS drawdown since its inception was -77.28%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FMS and SPY. For additional features, visit the drawdowns tool.
Volatility
FMS vs. SPY - Volatility Comparison
The current volatility for Fresenius Medical Care AG & Co. KGaA (FMS) is 11.87%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.52%. This indicates that FMS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.