IBEX vs. SPY

In the year-to-date period, IBEX achieves a 33.97% return, which is significantly higher than SPY's 0.87% return.

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This table presents a comparison of risk-adjusted performance metrics for IBEX Limited (IBEX) 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.

The current IBEX Sharpe Ratio is 2.14, which is higher than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IBEX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IBEX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum IBEX drawdown since its inception was -56.04%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IBEX and SPY.

IBEX Limited (IBEX) has a higher volatility of 20.31% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that IBEX'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.