SPY vs. FRHC
Compare and contrast key facts about SPDR S&P 500 ETF (SPY) and Freedom Holding Corp. (FRHC).
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: SPY or FRHC.
Performance
SPY vs. FRHC - Performance Comparison
Returns By Period
In the year-to-date period, SPY achieves a 25.36% return, which is significantly lower than FRHC's 45.16% return.
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
FRHC
45.16%
11.19%
55.30%
40.52%
52.18%
N/A
Key characteristics
| SPY | FRHC | |
|---|---|---|
| Sharpe Ratio | 2.69 | 1.46 |
| Sortino Ratio | 3.59 | 2.19 |
| Omega Ratio | 1.50 | 1.27 |
| Calmar Ratio | 3.89 | 1.16 |
| Martin Ratio | 17.53 | 4.18 |
| Ulcer Index | 1.87% | 9.80% |
| Daily Std Dev | 12.15% | 28.04% |
| Max Drawdown | -55.19% | -45.93% |
| Current Drawdown | -1.41% | 0.00% |
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Correlation
The correlation between SPY and FRHC is 0.45, 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.
Risk-Adjusted Performance
SPY vs. FRHC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Freedom Holding Corp. (FRHC). 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
SPY vs. FRHC - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.19%, while FRHC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
FRHC Freedom Holding Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPY vs. FRHC - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, which is greater than FRHC's maximum drawdown of -45.93%. Use the drawdown chart below to compare losses from any high point for SPY and FRHC. For additional features, visit the drawdowns tool.
Volatility
SPY vs. FRHC - Volatility Comparison
The current volatility for SPDR S&P 500 ETF (SPY) is 4.09%, while Freedom Holding Corp. (FRHC) has a volatility of 8.26%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than FRHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.