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IPAR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IPAR and SPY is 0.34, 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.


-0.50.00.51.00.3

Performance

IPAR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inter Parfums, Inc. (IPAR) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%JulyAugustSeptemberOctoberNovemberDecember
4,395.46%
2,301.81%
IPAR
SPY

Key characteristics

Sharpe Ratio

IPAR:

-0.18

SPY:

2.21

Sortino Ratio

IPAR:

-0.04

SPY:

2.93

Omega Ratio

IPAR:

1.00

SPY:

1.41

Calmar Ratio

IPAR:

-0.21

SPY:

3.26

Martin Ratio

IPAR:

-0.35

SPY:

14.43

Ulcer Index

IPAR:

16.79%

SPY:

1.90%

Daily Std Dev

IPAR:

32.29%

SPY:

12.41%

Max Drawdown

IPAR:

-81.82%

SPY:

-55.19%

Current Drawdown

IPAR:

-15.78%

SPY:

-2.74%

Returns By Period

In the year-to-date period, IPAR achieves a -9.11% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, IPAR has outperformed SPY with an annualized return of 18.38%, while SPY has yielded a comparatively lower 12.97% annualized return.


IPAR

YTD

-9.11%

1M

1.07%

6M

14.93%

1Y

-7.68%

5Y*

14.19%

10Y*

18.38%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

IPAR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inter Parfums, Inc. (IPAR) 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.


Sharpe ratio
The chart of Sharpe ratio for IPAR, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.182.21
The chart of Sortino ratio for IPAR, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.042.93
The chart of Omega ratio for IPAR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.41
The chart of Calmar ratio for IPAR, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.213.26
The chart of Martin ratio for IPAR, currently valued at -0.35, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3514.43
IPAR
SPY

The current IPAR Sharpe Ratio is -0.18, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IPAR and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
2.21
IPAR
SPY

Dividends

IPAR vs. SPY - Dividend Comparison

IPAR's dividend yield for the trailing twelve months is around 2.35%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
IPAR
Inter Parfums, Inc.
2.35%1.74%2.07%0.94%0.55%1.59%1.38%1.66%1.89%2.18%1.75%2.68%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

IPAR vs. SPY - Drawdown Comparison

The maximum IPAR drawdown since its inception was -81.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IPAR and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.78%
-2.74%
IPAR
SPY

Volatility

IPAR vs. SPY - Volatility Comparison

Inter Parfums, Inc. (IPAR) has a higher volatility of 7.94% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that IPAR'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
3.72%
IPAR
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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