INFY.NS vs. SPY
Compare and contrast key facts about Infosys Limited (INFY.NS) 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: INFY.NS or SPY.
Key characteristics
| INFY.NS | SPY | |
|---|---|---|
| YTD Return | 20.65% | 27.04% |
| 1Y Return | 35.16% | 39.75% |
| 3Y Return (Ann) | 3.96% | 10.21% |
| 5Y Return (Ann) | 23.90% | 15.93% |
| 10Y Return (Ann) | 16.52% | 13.36% |
| Sharpe Ratio | 1.48 | 3.15 |
| Sortino Ratio | 2.23 | 4.19 |
| Omega Ratio | 1.27 | 1.59 |
| Calmar Ratio | 1.26 | 4.60 |
| Martin Ratio | 3.89 | 20.85 |
| Ulcer Index | 8.36% | 1.85% |
| Daily Std Dev | 22.09% | 12.29% |
| Max Drawdown | -82.99% | -55.19% |
| Current Drawdown | -6.27% | 0.00% |
Correlation
The correlation between INFY.NS and SPY is 0.14, 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
INFY.NS vs. SPY - Performance Comparison
In the year-to-date period, INFY.NS achieves a 20.65% return, which is significantly lower than SPY's 27.04% return. Over the past 10 years, INFY.NS has outperformed SPY with an annualized return of 16.52%, while SPY has yielded a comparatively lower 13.36% 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
INFY.NS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY.NS) 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
INFY.NS vs. SPY - Dividend Comparison
INFY.NS's dividend yield for the trailing twelve months is around 2.24%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INFY.NS Infosys Limited | 2.24% | 2.30% | 2.15% | 1.58% | 1.72% | 3.07% | 2.62% | 2.67% | 2.50% | 2.24% | 1.85% | 1.35% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
INFY.NS vs. SPY - Drawdown Comparison
The maximum INFY.NS drawdown since its inception was -82.99%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for INFY.NS and SPY. For additional features, visit the drawdowns tool.
Volatility
INFY.NS vs. SPY - Volatility Comparison
Infosys Limited (INFY.NS) has a higher volatility of 8.53% compared to SPDR S&P 500 ETF (SPY) at 3.95%. This indicates that INFY.NS'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.