Correlation
The correlation between FSNUY and SPY is 0.25, 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.
FSNUY vs. SPY
Compare and contrast key facts about Fresenius SE & Co KGaA ADR (FSNUY) 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: FSNUY or SPY.
Performance
FSNUY vs. SPY - Performance Comparison
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Key characteristics
FSNUY:
2.39
SPY:
0.70
FSNUY:
3.07
SPY:
1.02
FSNUY:
1.40
SPY:
1.15
FSNUY:
0.95
SPY:
0.68
FSNUY:
12.44
SPY:
2.57
FSNUY:
4.71%
SPY:
4.93%
FSNUY:
25.41%
SPY:
20.42%
FSNUY:
-75.95%
SPY:
-55.19%
FSNUY:
-35.53%
SPY:
-3.55%
Returns By Period
In the year-to-date period, FSNUY achieves a 45.14% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, FSNUY has underperformed SPY with an annualized return of -0.83%, while SPY has yielded a comparatively higher 12.73% annualized return.
FSNUY
45.14%
6.09%
43.45%
60.17%
15.15%
3.02%
-0.83%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
FSNUY vs. SPY — Risk-Adjusted Performance Rank
FSNUY
SPY
FSNUY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius SE & Co KGaA ADR (FSNUY) 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.
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Dividends
FSNUY vs. SPY - Dividend Comparison
FSNUY's dividend yield for the trailing twelve months is around 2.24%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSNUY Fresenius SE & Co KGaA ADR | 2.24% | 0.00% | 3.20% | 3.43% | 2.67% | 2.06% | 1.60% | 1.90% | 0.88% | 0.79% | 0.68% | 1.09% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FSNUY vs. SPY - Drawdown Comparison
The maximum FSNUY drawdown since its inception was -75.95%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FSNUY and SPY.
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Volatility
FSNUY vs. SPY - Volatility Comparison
Fresenius SE & Co KGaA ADR (FSNUY) has a higher volatility of 6.52% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that FSNUY'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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