IMBBY vs. SPY
Compare and contrast key facts about Imperial Brands PLC (IMBBY) 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: IMBBY or SPY.
Correlation
The correlation between IMBBY and SPY is 0.29, 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.
Performance
IMBBY vs. SPY - Performance Comparison
Key characteristics
IMBBY:
4.51
SPY:
0.54
IMBBY:
5.86
SPY:
0.90
IMBBY:
1.82
SPY:
1.13
IMBBY:
3.78
SPY:
0.57
IMBBY:
47.69
SPY:
2.24
IMBBY:
1.85%
SPY:
4.82%
IMBBY:
19.18%
SPY:
20.02%
IMBBY:
-65.18%
SPY:
-55.19%
IMBBY:
-2.39%
SPY:
-7.53%
Returns By Period
In the year-to-date period, IMBBY achieves a 31.21% return, which is significantly higher than SPY's -3.30% return. Over the past 10 years, IMBBY has underperformed SPY with an annualized return of 5.10%, while SPY has yielded a comparatively higher 12.33% annualized return.
IMBBY
31.21%
14.87%
38.90%
85.68%
24.39%
5.10%
SPY
-3.30%
13.81%
-4.52%
10.65%
15.81%
12.33%
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Risk-Adjusted Performance
IMBBY vs. SPY — Risk-Adjusted Performance Rank
IMBBY
SPY
IMBBY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) 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
IMBBY vs. SPY - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 4.73%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | 4.73% | 6.04% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
IMBBY vs. SPY - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IMBBY and SPY. For additional features, visit the drawdowns tool.
Volatility
IMBBY vs. SPY - Volatility Comparison
The current volatility for Imperial Brands PLC (IMBBY) is 5.24%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that IMBBY experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.