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.
Key characteristics
IMBBY | SPY | |
---|---|---|
YTD Return | 5.47% | 10.44% |
1Y Return | 10.04% | 28.54% |
3Y Return (Ann) | 10.09% | 9.53% |
5Y Return (Ann) | 6.37% | 14.57% |
10Y Return (Ann) | 0.58% | 12.81% |
Sharpe Ratio | 0.53 | 2.52 |
Daily Std Dev | 19.15% | 11.50% |
Max Drawdown | -65.18% | -55.19% |
Current Drawdown | -21.66% | 0.00% |
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
In the year-to-date period, IMBBY achieves a 5.47% return, which is significantly lower than SPY's 10.44% return. Over the past 10 years, IMBBY has underperformed SPY with an annualized return of 0.58%, while SPY has yielded a comparatively higher 12.81% 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
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 7.72%, more than SPY's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Imperial Brands PLC | 7.72% | 7.61% | 7.03% | 8.61% | 9.98% | 10.46% | 7.98% | 4.86% | 4.77% | 5.37% | 4.45% | 4.47% |
SPDR S&P 500 ETF | 1.28% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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
Imperial Brands PLC (IMBBY) and SPDR S&P 500 ETF (SPY) have volatilities of 3.40% and 3.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.