GOLF vs. SPYV

Last updated Jun 13, 2026

GOLF (Acushnet Holdings Corp.) is a stock, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value Index. Over the past 5 years, GOLF returned 15.83%/yr vs 10.98%/yr for SPYV. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

GOLF vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acushnet Holdings Corp. (GOLF) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GOLF achieves a 23.65% return, which is significantly higher than SPYV's 8.25% return.

GOLF

• 1D: -1.29%
• 1M: 14.41%
• YTD: 23.65%
• 6M: 16.38%
• 1Y: 42.41%
• 3Y*: 25.86%
• 5Y*: 15.83%
• 10Y*: —

SPYV

• 1D: 0.69%
• 1M: 1.59%
• YTD: 8.25%
• 6M: 8.02%
• 1Y: 21.87%
• 3Y*: 15.13%
• 5Y*: 10.98%
• 10Y*: 12.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLF vs. SPYV - 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%
SPYV SPDR Portfolio S&P 500 Value ETF	8.25%	13.18%	12.24%	22.20%	-5.28%	24.91%	1.38%	31.70%	-9.01%	15.40%

Correlation

The correlation between GOLF and SPYV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (All Time) Calculated using the full available price history since Oct 28, 2016	0.51

The correlation between GOLF and SPYV has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

Return for Risk

GOLF vs. SPYV — Risk / Return Rank

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

GOLF

GOLF Risk / Return Rank: 78
GOLF Sharpe Ratio Rank: 81
GOLF Sortino Ratio Rank: 77
GOLF Omega Ratio Rank: 74
GOLF Calmar Ratio Rank: 78
GOLF Martin Ratio Rank: 78

SPYV

SPYV Risk / Return Rank: 75
SPYV Sharpe Ratio Rank: 75
SPYV Sortino Ratio Rank: 76
SPYV Omega Ratio Rank: 73
SPYV Calmar Ratio Rank: 75
SPYV Martin Ratio Rank: 77

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.

GOLF vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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	SPYV	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.08	-0.71
Sortino ratio: Return per unit of downside risk	1.98	2.92	-0.94
Omega ratio: Gain probability vs. loss probability	1.24	1.37	-0.13
Calmar ratio: Return relative to maximum drawdown	2.14	3.33	-1.19
Martin ratio: Return relative to average drawdown	5.43	12.73	-7.29

GOLF vs. SPYV - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.37, which is lower than the SPYV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of GOLF and SPYV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GOLF vs. SPYV - Drawdown Comparison

The maximum GOLF drawdown since its inception was -35.46%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for GOLF and SPYV.

Drawdown Indicators

	GOLF	SPYV	Difference
Max Drawdown Largest peak-to-trough decline	-35.46%	-58.45%	+22.99%
Max Drawdown (1Y) Largest decline over 1 year	-17.93%	-6.22%	-11.71%
Max Drawdown (3Y) Largest decline over 3 years	-25.49%	-17.54%	-7.95%
Max Drawdown (5Y) Largest decline over 5 years	-33.37%	-17.89%	-15.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.89%	—
Current Drawdown Current decline from peak	-4.44%	-0.18%	-4.26%
Average Drawdown Average peak-to-trough decline	-9.38%	-8.71%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.06%	1.63%	+5.43%

Volatility

GOLF vs. SPYV - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 7.56% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.70%. This indicates that GOLF's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOLF	SPYV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.56%	2.70%	+4.86%
Volatility (6M) Calculated over the trailing 6-month period	21.00%	7.26%	+13.74%
Volatility (1Y) Calculated over the trailing 1-year period	28.03%	9.97%	+18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	14.42%	+16.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.44%	16.94%	+14.50%

Dividends

GOLF vs. SPYV - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.25%, less than SPYV's 1.68% 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%
SPYV SPDR Portfolio S&P 500 Value ETF	1.68%	1.77%	2.29%	1.75%	2.22%	2.10%	2.38%	2.25%	2.97%	2.77%	2.39%	2.53%

Frequently Asked Questions

Can I hold both GOLF and SPYV in my portfolio?

GOLF and SPYV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOLF or SPYV?

GOLF has higher volatility (7.56%) compared to SPYV (2.70%). In terms of maximum drawdown, GOLF dropped -35.46% vs SPYV's -58.45%.

Which has better risk-adjusted returns?

SPYV currently has the higher Sharpe Ratio (2.08 vs 1.37), 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.