Correlation
The correlation between IMO and SPY is 0.37, 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.
IMO vs. SPY
Compare and contrast key facts about Imperial Oil Limited (IMO) 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: IMO or SPY.
Performance
IMO vs. SPY - Performance Comparison
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Key characteristics
IMO:
0.18
SPY:
0.70
IMO:
0.36
SPY:
1.02
IMO:
1.05
SPY:
1.15
IMO:
0.15
SPY:
0.68
IMO:
0.33
SPY:
2.57
IMO:
10.49%
SPY:
4.93%
IMO:
32.11%
SPY:
20.42%
IMO:
-84.96%
SPY:
-55.19%
IMO:
-8.70%
SPY:
-3.55%
Returns By Period
In the year-to-date period, IMO achieves a 16.72% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, IMO has underperformed SPY with an annualized return of 8.49%, while SPY has yielded a comparatively higher 12.73% annualized return.
IMO
16.72%
5.89%
-2.17%
5.73%
11.57%
39.38%
8.49%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
IMO vs. SPY — Risk-Adjusted Performance Rank
IMO
SPY
IMO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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
IMO vs. SPY - Dividend Comparison
IMO's dividend yield for the trailing twelve months is around 2.54%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMO Imperial Oil Limited | 2.54% | 2.84% | 2.50% | 2.30% | 2.28% | 3.50% | 2.41% | 2.39% | 1.55% | 1.39% | 1.29% | 1.70% |
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
IMO vs. SPY - Drawdown Comparison
The maximum IMO drawdown since its inception was -84.96%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IMO and SPY.
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Volatility
IMO vs. SPY - Volatility Comparison
Imperial Oil Limited (IMO) and SPDR S&P 500 ETF (SPY) have volatilities of 4.99% and 4.86%, 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.
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