HRB vs. SPY
Compare and contrast key facts about H&R Block, Inc. (HRB) 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: HRB or SPY.
Key characteristics
| HRB | SPY | |
|---|---|---|
| YTD Return | 29.03% | 27.16% |
| 1Y Return | 39.75% | 37.73% |
| 3Y Return (Ann) | 40.37% | 10.28% |
| 5Y Return (Ann) | 25.38% | 15.97% |
| 10Y Return (Ann) | 10.62% | 13.38% |
| Sharpe Ratio | 1.59 | 3.25 |
| Sortino Ratio | 2.47 | 4.32 |
| Omega Ratio | 1.30 | 1.61 |
| Calmar Ratio | 4.19 | 4.74 |
| Martin Ratio | 9.20 | 21.51 |
| Ulcer Index | 4.84% | 1.85% |
| Daily Std Dev | 27.77% | 12.20% |
| Max Drawdown | -62.08% | -55.19% |
| Current Drawdown | -7.49% | 0.00% |
Correlation
The correlation between HRB and SPY is 0.44, 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.
Performance
HRB vs. SPY - Performance Comparison
In the year-to-date period, HRB achieves a 29.03% return, which is significantly higher than SPY's 27.16% return. Over the past 10 years, HRB has underperformed SPY with an annualized return of 10.62%, while SPY has yielded a comparatively higher 13.38% 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
HRB vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) 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
HRB vs. SPY - Dividend Comparison
HRB's dividend yield for the trailing twelve months is around 2.18%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRB H&R Block, Inc. | 2.18% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
HRB vs. SPY - Drawdown Comparison
The maximum HRB drawdown since its inception was -62.08%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HRB and SPY. For additional features, visit the drawdowns tool.
Volatility
HRB vs. SPY - Volatility Comparison
H&R Block, Inc. (HRB) has a higher volatility of 8.94% compared to SPDR S&P 500 ETF (SPY) at 3.92%. This indicates that HRB'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.