GIVN.SW vs. SPY
Compare and contrast key facts about Givaudan SA (GIVN.SW) 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: GIVN.SW or SPY.
Key characteristics
GIVN.SW | SPY | |
---|---|---|
YTD Return | 27.43% | 16.37% |
1Y Return | 51.68% | 24.89% |
3Y Return (Ann) | 0.07% | 8.26% |
5Y Return (Ann) | 11.89% | 14.85% |
10Y Return (Ann) | 13.58% | 12.62% |
Sharpe Ratio | 2.75 | 1.92 |
Daily Std Dev | 19.39% | 12.50% |
Max Drawdown | -52.28% | -55.19% |
Current Drawdown | -4.28% | -2.70% |
Correlation
The correlation between GIVN.SW and SPY is 0.21, 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.
Performance
GIVN.SW vs. SPY - Performance Comparison
In the year-to-date period, GIVN.SW achieves a 27.43% return, which is significantly higher than SPY's 16.37% return. Over the past 10 years, GIVN.SW has outperformed SPY with an annualized return of 13.58%, while SPY has yielded a comparatively lower 12.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GIVN.SW vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Givaudan SA (GIVN.SW) 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.
Dividends
GIVN.SW vs. SPY - Dividend Comparison
GIVN.SW's dividend yield for the trailing twelve months is around 1.56%, more than SPY's 1.25% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GIVN.SW Givaudan SA | 1.56% | 1.92% | 2.33% | 1.34% | 1.66% | 1.98% | 2.55% | 2.49% | 2.33% | 2.74% | 2.62% | 2.83% |
SPY SPDR S&P 500 ETF | 1.25% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
GIVN.SW vs. SPY - Drawdown Comparison
The maximum GIVN.SW drawdown since its inception was -52.28%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GIVN.SW and SPY. For additional features, visit the drawdowns tool.
Volatility
GIVN.SW vs. SPY - Volatility Comparison
Givaudan SA (GIVN.SW) has a higher volatility of 5.26% compared to SPDR S&P 500 ETF (SPY) at 4.35%. This indicates that GIVN.SW'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.