HAL vs. SPY
Compare and contrast key facts about Halliburton Company (HAL) 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: HAL or SPY.
Performance
HAL vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, HAL achieves a -14.44% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, HAL has underperformed SPY with an annualized return of -3.23%, while SPY has yielded a comparatively higher 13.04% annualized return.
HAL
-14.44%
7.48%
-18.92%
-18.23%
10.06%
-3.23%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| HAL | SPY | |
|---|---|---|
| Sharpe Ratio | -0.61 | 2.67 |
| Sortino Ratio | -0.71 | 3.56 |
| Omega Ratio | 0.91 | 1.50 |
| Calmar Ratio | -0.30 | 3.85 |
| Martin Ratio | -0.95 | 17.38 |
| Ulcer Index | 17.35% | 1.86% |
| Daily Std Dev | 27.04% | 12.17% |
| Max Drawdown | -92.99% | -55.19% |
| Current Drawdown | -50.58% | -1.77% |
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Correlation
The correlation between HAL and SPY is 0.42, 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.
Risk-Adjusted Performance
HAL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) 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
HAL vs. SPY - Dividend Comparison
HAL's dividend yield for the trailing twelve months is around 2.20%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAL Halliburton Company | 2.20% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
HAL vs. SPY - Drawdown Comparison
The maximum HAL drawdown since its inception was -92.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HAL and SPY. For additional features, visit the drawdowns tool.
Volatility
HAL vs. SPY - Volatility Comparison
Halliburton Company (HAL) has a higher volatility of 9.39% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that HAL'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.