GOLF vs. SPTI
GOLF (Acushnet Holdings Corp.) is a stock, while SPTI (SPDR Portfolio Intermediate Term Treasury ETF) is Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index. Over the past 5 years, GOLF returned 15.83%/yr vs -0.00%/yr for SPTI. At a correlation of -0.03, they often move in opposite directions.
Performance
GOLF vs. SPTI - Performance Comparison
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Returns By Period
In the year-to-date period, GOLF achieves a 23.65% return, which is significantly higher than SPTI's -0.31% return.
GOLF
- 1D
- -1.29%
- 1M
- 14.41%
- YTD
- 23.65%
- 6M
- 16.38%
- 1Y
- 42.41%
- 3Y*
- 25.86%
- 5Y*
- 15.83%
- 10Y*
- —
SPTI
- 1D
- -0.18%
- 1M
- 0.08%
- YTD
- -0.31%
- 6M
- 0.01%
- 1Y
- 3.39%
- 3Y*
- 3.70%
- 5Y*
- -0.00%
- 10Y*
- 1.31%
GOLF vs. SPTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 23.65% | 14.09% | 13.96% | 51.02% | -18.69% | 32.71% | 27.13% | 57.63% | 2.09% | 9.84% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -2.55% | 7.70% | 6.01% | 2.27% | 1.04% |
Correlation
The correlation between GOLF and SPTI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2016 | -0.03 |
The correlation between GOLF and SPTI shifts across timeframes, from -0.03 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GOLF vs. SPTI — Risk / Return Rank
GOLF
SPTI
GOLF vs. SPTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOLF | SPTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.14 | +1.00 |
| Martin ratioReturn relative to average drawdown | 5.43 | 3.22 | +2.21 |
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Drawdowns
GOLF vs. SPTI - Drawdown Comparison
The maximum GOLF drawdown since its inception was -35.46%, which is greater than SPTI's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for GOLF and SPTI.
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Drawdown Indicators
| GOLF | SPTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -16.12% | -19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -2.80% | -15.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -4.35% | -21.14% |
Max Drawdown (5Y)Largest decline over 5 years | -33.37% | -15.06% | -18.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.12% | — |
Current DrawdownCurrent decline from peak | -4.44% | -2.28% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -2.92% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 0.99% | +6.07% |
Volatility
GOLF vs. SPTI - Volatility Comparison
Acushnet Holdings Corp. (GOLF) has a higher volatility of 7.56% compared to SPDR Portfolio Intermediate Term Treasury ETF (SPTI) at 1.13%. This indicates that GOLF's price experiences larger fluctuations and is considered to be riskier than SPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOLF | SPTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 1.13% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 2.40% | +18.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.03% | 3.37% | +24.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.28% | 5.36% | +25.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.44% | 4.38% | +27.06% |
Dividends
GOLF vs. SPTI - Dividend Comparison
GOLF's dividend yield for the trailing twelve months is around 1.25%, less than SPTI's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 1.25% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% | 0.00% | 0.00% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
GOLF and SPTI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLF has higher volatility (7.56%) compared to SPTI (1.13%). In terms of maximum drawdown, GOLF dropped -35.46% vs SPTI's -16.12%.
GOLF currently has the higher Sharpe Ratio (1.37 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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