ITGR vs. SPY
Compare and contrast key facts about Integer Holdings Corporation (ITGR) and State Street 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.
Performance
ITGR vs. SPY - Performance Comparison
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ITGR vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITGR Integer Holdings Corporation | 12.20% | -40.82% | 33.75% | 44.73% | -20.01% | 5.42% | 0.94% | 5.47% | 68.34% | 53.82% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ITGR achieves a 12.20% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, ITGR has underperformed SPY with an annualized return of 9.68%, while SPY has yielded a comparatively higher 13.98% annualized return.
ITGR
- 1D
- 3.33%
- 1M
- 1.52%
- YTD
- 12.20%
- 6M
- -14.84%
- 1Y
- -25.43%
- 3Y*
- 4.33%
- 5Y*
- -0.64%
- 10Y*
- 9.68%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
ITGR vs. SPY — Risk / Return Rank
ITGR
SPY
ITGR vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integer Holdings Corporation (ITGR) and State Street 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.
| ITGR | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 0.93 | -1.51 |
Sortino ratioReturn per unit of downside risk | -0.48 | 1.45 | -1.94 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.22 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.53 | -2.02 |
Martin ratioReturn relative to average drawdown | -0.93 | 7.30 | -8.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITGR | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 0.93 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.69 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.78 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.56 | -0.41 |
Correlation
The correlation between ITGR and SPY is 0.48, 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.
Dividends
ITGR vs. SPY - Dividend Comparison
ITGR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITGR Integer Holdings Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ITGR vs. SPY - Drawdown Comparison
The maximum ITGR drawdown since its inception was -67.97%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ITGR and SPY.
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Drawdown Indicators
| ITGR | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.97% | -55.19% | -12.78% |
Max Drawdown (1Y)Largest decline over 1 year | -50.11% | -12.05% | -38.06% |
Max Drawdown (5Y)Largest decline over 5 years | -56.14% | -24.50% | -31.64% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -33.72% | -22.42% |
Current DrawdownCurrent decline from peak | -39.04% | -6.24% | -32.80% |
Average DrawdownAverage peak-to-trough decline | -28.88% | -9.09% | -19.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.71% | 2.52% | +24.19% |
Volatility
ITGR vs. SPY - Volatility Comparison
Integer Holdings Corporation (ITGR) has a higher volatility of 8.38% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that ITGR'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.
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Volatility by Period
| ITGR | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 5.31% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 43.77% | 9.47% | +34.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.46% | 19.05% | +24.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.40% | 17.06% | +17.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.40% | 17.92% | +21.48% |