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

Correlation

The correlation between IPG and SPY is 0.52, 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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-8.63%
9.96%
IPG
SPY

Key characteristics

Sharpe Ratio

IPG:

-0.40

SPY:

1.95

Sortino Ratio

IPG:

-0.41

SPY:

2.60

Omega Ratio

IPG:

0.95

SPY:

1.36

Calmar Ratio

IPG:

-0.29

SPY:

2.98

Martin Ratio

IPG:

-1.21

SPY:

12.42

Ulcer Index

IPG:

7.43%

SPY:

2.02%

Daily Std Dev

IPG:

22.34%

SPY:

12.88%

Max Drawdown

IPG:

-95.33%

SPY:

-55.19%

Current Drawdown

IPG:

-25.10%

SPY:

-1.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with IPG having a 2.71% return and SPY slightly lower at 2.68%. Over the past 10 years, IPG has underperformed SPY with an annualized return of 7.56%, while SPY has yielded a comparatively higher 13.67% annualized return.


IPG

YTD

2.71%

1M

3.56%

6M

-8.63%

1Y

-9.76%

5Y*

9.17%

10Y*

7.56%

SPY

YTD

2.68%

1M

2.31%

6M

9.96%

1Y

24.17%

5Y*

15.14%

10Y*

13.67%

*Annualized

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Risk-Adjusted Performance

IPG vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPG
The Risk-Adjusted Performance Rank of IPG is 2222
Overall Rank
The Sharpe Ratio Rank of IPG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IPG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IPG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IPG is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IPG is 1414
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.40, compared to the broader market-2.000.002.00-0.401.95
The chart of Sortino ratio for IPG, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.006.00-0.412.60
The chart of Omega ratio for IPG, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.36
The chart of Calmar ratio for IPG, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.292.98
The chart of Martin ratio for IPG, currently valued at -1.21, compared to the broader market0.0010.0020.00-1.2112.42
IPG
SPY

The current IPG Sharpe Ratio is -0.40, which is lower than the SPY Sharpe Ratio of 1.95. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.40
1.95
IPG
SPY

Dividends

IPG vs. SPY - Dividend Comparison

IPG's dividend yield for the trailing twelve months is around 4.59%, more than SPY's 1.17% yield.


TTM20242023202220212020201920182017201620152014
IPG
The Interpublic Group of Companies, Inc.
4.59%4.71%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

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%AugustSeptemberOctoberNovemberDecember2025
-25.10%
-1.30%
IPG
SPY

Volatility

IPG vs. SPY - Volatility Comparison

The Interpublic Group of Companies, Inc. (IPG) has a higher volatility of 6.11% compared to SPDR S&P 500 ETF (SPY) at 4.23%. 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%AugustSeptemberOctoberNovemberDecember2025
6.11%
4.23%
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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