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

Correlation

The correlation between IPG and SPY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IPG vs. SPY - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.79%
8.40%
IPG
SPY

Key characteristics

Sharpe Ratio

IPG:

-0.30

SPY:

2.17

Sortino Ratio

IPG:

-0.27

SPY:

2.88

Omega Ratio

IPG:

0.97

SPY:

1.41

Calmar Ratio

IPG:

-0.22

SPY:

3.19

Martin Ratio

IPG:

-1.05

SPY:

14.10

Ulcer Index

IPG:

6.37%

SPY:

1.90%

Daily Std Dev

IPG:

22.19%

SPY:

12.39%

Max Drawdown

IPG:

-95.33%

SPY:

-55.19%

Current Drawdown

IPG:

-24.35%

SPY:

-3.19%

Returns By Period

In the year-to-date period, IPG achieves a -7.09% return, which is significantly lower than SPY's 24.97% return. Over the past 10 years, IPG has underperformed SPY with an annualized return of 7.34%, while SPY has yielded a comparatively higher 12.92% annualized return.


IPG

YTD

-7.09%

1M

3.54%

6M

0.79%

1Y

-8.02%

5Y*

9.04%

10Y*

7.34%

SPY

YTD

24.97%

1M

-0.32%

6M

8.25%

1Y

26.85%

5Y*

14.57%

10Y*

12.92%

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Risk-Adjusted Performance

IPG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Interpublic Group of Companies, Inc. (IPG) 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 IPG, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.302.17
The chart of Sortino ratio for IPG, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.272.88
The chart of Omega ratio for IPG, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.41
The chart of Calmar ratio for IPG, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.223.19
The chart of Martin ratio for IPG, currently valued at -1.05, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0514.10
IPG
SPY

The current IPG Sharpe Ratio is -0.30, which is lower than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IPG 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
-0.30
2.17
IPG
SPY

Dividends

IPG vs. SPY - Dividend Comparison

IPG's dividend yield for the trailing twelve months is around 4.54%, more than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
IPG
The Interpublic Group of Companies, Inc.
4.54%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

IPG vs. SPY - Drawdown Comparison

The maximum IPG drawdown since its inception was -95.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IPG and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.35%
-3.19%
IPG
SPY

Volatility

IPG vs. SPY - Volatility Comparison

The Interpublic Group of Companies, Inc. (IPG) has a higher volatility of 7.76% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that IPG'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%JulyAugustSeptemberOctoberNovemberDecember
7.76%
3.64%
IPG
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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