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FTDR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTDR and SPY is 0.44, 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.


Performance

FTDR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frontdoor, Inc. (FTDR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTDR:

1.08

SPY:

0.50

Sortino Ratio

FTDR:

1.69

SPY:

0.88

Omega Ratio

FTDR:

1.26

SPY:

1.13

Calmar Ratio

FTDR:

1.11

SPY:

0.56

Martin Ratio

FTDR:

2.96

SPY:

2.17

Ulcer Index

FTDR:

16.15%

SPY:

4.85%

Daily Std Dev

FTDR:

42.02%

SPY:

20.02%

Max Drawdown

FTDR:

-66.39%

SPY:

-55.19%

Current Drawdown

FTDR:

-14.86%

SPY:

-7.65%

Returns By Period

In the year-to-date period, FTDR achieves a -2.84% return, which is significantly higher than SPY's -3.42% return.


FTDR

YTD

-2.84%

1M

34.14%

6M

-9.03%

1Y

46.94%

5Y*

4.77%

10Y*

N/A

SPY

YTD

-3.42%

1M

7.58%

6M

-5.06%

1Y

9.73%

5Y*

15.77%

10Y*

12.35%

*Annualized

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Risk-Adjusted Performance

FTDR vs. SPY — Risk-Adjusted Performance Rank

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

FTDR
The Risk-Adjusted Performance Rank of FTDR is 8383
Overall Rank
The Sharpe Ratio Rank of FTDR is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FTDR is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FTDR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FTDR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FTDR is 7979
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTDR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontdoor, Inc. (FTDR) 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.


The current FTDR Sharpe Ratio is 1.08, which is higher than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FTDR and SPY, 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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Dividends

FTDR vs. SPY - Dividend Comparison

FTDR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
FTDR
Frontdoor, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FTDR vs. SPY - Drawdown Comparison

The maximum FTDR drawdown since its inception was -66.39%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FTDR and SPY. For additional features, visit the drawdowns tool.


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Volatility

FTDR vs. SPY - Volatility Comparison

Frontdoor, Inc. (FTDR) has a higher volatility of 15.94% compared to SPDR S&P 500 ETF (SPY) at 7.48%. This indicates that FTDR'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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