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GELYY vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GELYY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Geely Automobile Holdings Ltd ADR (GELYY) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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GELYY vs. SPY - Yearly Performance Comparison


Returns By Period


GELYY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SPY

1D
0.75%
1M
-4.28%
YTD
-3.65%
6M
-1.42%
1Y
18.14%
3Y*
18.48%
5Y*
11.86%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GELYY vs. SPY — Risk / Return Rank

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

GELYY

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 6060
Omega Ratio Rank
SPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GELYY vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Geely Automobile Holdings Ltd ADR (GELYY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GELYY vs. SPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GELYYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Dividends

GELYY vs. SPY - Dividend Comparison

GELYY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.


TTM20252024202320222021202020192018201720162015
GELYY
Geely Automobile Holdings Ltd ADR
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
State Street SPDR S&P 500 ETF
1.13%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

GELYY vs. SPY - Drawdown Comparison

The maximum GELYY drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GELYY and SPY.


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Drawdown Indicators


GELYYSPYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.19%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

0.00%

-5.53%

+5.53%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.09%

+9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

Volatility

GELYY vs. SPY - Volatility Comparison


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Volatility by Period


GELYYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

19.06%

-19.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.06%

-17.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.92%

-17.92%