Correlation
The correlation between IMCR and SPY is 0.23, 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.
IMCR vs. SPY
Compare and contrast key facts about Immunocore Holdings plc (IMCR) 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: IMCR or SPY.
Performance
IMCR vs. SPY - Performance Comparison
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Key characteristics
IMCR:
-0.47
SPY:
0.70
IMCR:
-0.39
SPY:
1.02
IMCR:
0.95
SPY:
1.15
IMCR:
-0.31
SPY:
0.68
IMCR:
-0.61
SPY:
2.57
IMCR:
34.10%
SPY:
4.93%
IMCR:
45.93%
SPY:
20.42%
IMCR:
-67.45%
SPY:
-55.19%
IMCR:
-51.43%
SPY:
-3.55%
Returns By Period
In the year-to-date period, IMCR achieves a 24.07% return, which is significantly higher than SPY's 0.87% return.
IMCR
24.07%
21.39%
11.79%
-25.28%
8.89%
N/A
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
IMCR vs. SPY — Risk-Adjusted Performance Rank
IMCR
SPY
IMCR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Immunocore Holdings plc (IMCR) 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.
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Dividends
IMCR vs. SPY - Dividend Comparison
IMCR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMCR Immunocore Holdings plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
IMCR vs. SPY - Drawdown Comparison
The maximum IMCR drawdown since its inception was -67.45%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IMCR and SPY.
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Volatility
IMCR vs. SPY - Volatility Comparison
Immunocore Holdings plc (IMCR) has a higher volatility of 19.92% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that IMCR'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.
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