HEINY vs. SPYG
Compare and contrast key facts about Heineken NV ADR (HEINY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
HEINY vs. SPYG - Performance Comparison
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HEINY vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEINY Heineken NV ADR | -4.12% | 18.20% | -29.20% | 10.55% | -15.50% | 2.22% | 5.70% | 23.24% | -14.46% | 41.15% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, HEINY achieves a -4.12% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, HEINY has underperformed SPYG with an annualized return of 0.17%, while SPYG has yielded a comparatively higher 15.90% annualized return.
HEINY
- 1D
- 1.66%
- 1M
- -12.50%
- YTD
- -4.12%
- 6M
- 0.10%
- 1Y
- -0.03%
- 3Y*
- -8.11%
- 5Y*
- -3.84%
- 10Y*
- 0.17%
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
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Return for Risk
HEINY vs. SPYG — Risk / Return Rank
HEINY
SPYG
HEINY vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Heineken NV ADR (HEINY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| HEINY | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.00 | 1.04 | -1.04 |
Sortino ratioReturn per unit of downside risk | 0.16 | 1.62 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.75 | -1.83 |
Martin ratioReturn relative to average drawdown | -0.15 | 6.81 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEINY | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 1.04 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.60 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.78 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.32 | -0.19 |
Correlation
The correlation between HEINY and SPYG is 0.34, 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.
Dividends
HEINY vs. SPYG - Dividend Comparison
HEINY's dividend yield for the trailing twelve months is around 2.67%, more than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEINY Heineken NV ADR | 2.67% | 2.56% | 2.63% | 2.03% | 1.71% | 0.96% | 0.83% | 1.41% | 1.67% | 1.17% | 1.68% | 1.23% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
HEINY vs. SPYG - Drawdown Comparison
The maximum HEINY drawdown since its inception was -43.42%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for HEINY and SPYG.
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Drawdown Indicators
| HEINY | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.42% | -67.63% | +24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -13.76% | -7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -43.42% | -32.67% | -10.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.42% | -32.67% | -10.75% |
Current DrawdownCurrent decline from peak | -31.33% | -9.06% | -22.27% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -24.48% | +11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.02% | 3.55% | +7.47% |
Volatility
HEINY vs. SPYG - Volatility Comparison
The current volatility for Heineken NV ADR (HEINY) is 6.18%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.32%. This indicates that HEINY experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEINY | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 7.32% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 12.90% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 22.42% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.30% | 21.13% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 20.57% | +2.35% |