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

Correlation

The correlation between FUL and SPY is 0.51, 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.


-0.50.00.51.00.5

Performance

FUL vs. SPY - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-9.88%
10.76%
FUL
SPY

Key characteristics

Sharpe Ratio

FUL:

-0.72

SPY:

2.29

Sortino Ratio

FUL:

-0.94

SPY:

3.04

Omega Ratio

FUL:

0.89

SPY:

1.43

Calmar Ratio

FUL:

-0.76

SPY:

3.40

Martin Ratio

FUL:

-1.99

SPY:

15.01

Ulcer Index

FUL:

8.03%

SPY:

1.90%

Daily Std Dev

FUL:

22.06%

SPY:

12.46%

Max Drawdown

FUL:

-68.23%

SPY:

-55.19%

Current Drawdown

FUL:

-20.38%

SPY:

-0.74%

Returns By Period

In the year-to-date period, FUL achieves a -15.00% return, which is significantly lower than SPY's 28.13% return. Over the past 10 years, FUL has underperformed SPY with an annualized return of 5.45%, while SPY has yielded a comparatively higher 13.16% annualized return.


FUL

YTD

-15.00%

1M

-10.14%

6M

-9.84%

1Y

-15.98%

5Y*

7.04%

10Y*

5.45%

SPY

YTD

28.13%

1M

1.31%

6M

11.08%

1Y

28.58%

5Y*

15.00%

10Y*

13.16%

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Risk-Adjusted Performance

FUL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for H.B. Fuller Company (FUL) 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.


Sharpe ratio
The chart of Sharpe ratio for FUL, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.722.29
The chart of Sortino ratio for FUL, currently valued at -0.94, compared to the broader market-4.00-2.000.002.004.00-0.943.04
The chart of Omega ratio for FUL, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.43
The chart of Calmar ratio for FUL, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.763.40
The chart of Martin ratio for FUL, currently valued at -1.99, compared to the broader market0.0010.0020.00-1.9915.01
FUL
SPY

The current FUL Sharpe Ratio is -0.72, which is lower than the SPY Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of FUL 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.29
FUL
SPY

Dividends

FUL vs. SPY - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.28%, more than SPY's 1.18% yield.


TTM20232022202120202019201820172016201520142013
FUL
H.B. Fuller Company
1.28%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%0.74%
SPY
SPDR S&P 500 ETF
1.18%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

FUL vs. SPY - Drawdown Comparison

The maximum FUL drawdown since its inception was -68.23%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FUL and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.38%
-0.74%
FUL
SPY

Volatility

FUL vs. SPY - Volatility Comparison

H.B. Fuller Company (FUL) has a higher volatility of 5.34% compared to SPDR S&P 500 ETF (SPY) at 3.97%. This indicates that FUL'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
3.97%
FUL
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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