FMS vs. SPY
Compare and contrast key facts about Fresenius Medical Care AG & Co. KGaA (FMS) and State Street 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.
Performance
FMS vs. SPY - Performance Comparison
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FMS vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | -5.29% | 8.11% | 11.86% | 30.88% | -48.42% | -20.28% | 14.76% | 15.62% | -37.60% | 25.49% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, FMS achieves a -5.29% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, FMS has underperformed SPY with an annualized return of -4.68%, while SPY has yielded a comparatively higher 13.98% annualized return.
FMS
- 1D
- 1.58%
- 1M
- -3.84%
- YTD
- -5.29%
- 6M
- -14.32%
- 1Y
- -6.90%
- 3Y*
- 4.83%
- 5Y*
- -6.94%
- 10Y*
- -4.68%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
FMS vs. SPY — Risk / Return Rank
FMS
SPY
FMS vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FMS) and State Street 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.
| FMS | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 0.93 | -1.16 |
Sortino ratioReturn per unit of downside risk | -0.13 | 1.45 | -1.58 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.53 | -1.75 |
Martin ratioReturn relative to average drawdown | -0.41 | 7.30 | -7.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMS | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.93 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.69 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.78 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.56 | -0.44 |
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.
Dividends
FMS vs. SPY - Dividend Comparison
FMS's dividend yield for the trailing twelve months is around 3.49%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMS Fresenius Medical Care AG & Co. KGaA | 3.49% | 3.30% | 2.80% | 2.97% | 4.34% | 2.57% | 1.72% | 1.78% | 1.95% | 0.70% | 0.74% | 0.71% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FMS vs. SPY - Drawdown Comparison
The maximum FMS drawdown since its inception was -77.59%, 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.
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Drawdown Indicators
| FMS | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.59% | -55.19% | -22.40% |
Max Drawdown (1Y)Largest decline over 1 year | -28.42% | -12.05% | -16.37% |
Max Drawdown (5Y)Largest decline over 5 years | -68.85% | -24.50% | -44.35% |
Max Drawdown (10Y)Largest decline over 10 years | -75.61% | -33.72% | -41.89% |
Current DrawdownCurrent decline from peak | -53.37% | -6.24% | -47.13% |
Average DrawdownAverage peak-to-trough decline | -23.61% | -9.09% | -14.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.54% | 2.52% | +13.02% |
Volatility
FMS vs. SPY - Volatility Comparison
Fresenius Medical Care AG & Co. KGaA (FMS) has a higher volatility of 6.26% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that FMS'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.
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Volatility by Period
| FMS | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.31% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.89% | 9.47% | +11.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.29% | 19.05% | +10.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.41% | 17.06% | +14.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 17.92% | +11.09% |