ITOCY vs. SPY
Compare and contrast key facts about Itochu Corp ADR (ITOCY) 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: ITOCY or SPY.
Correlation
The correlation between ITOCY and SPY is 0.36, 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
ITOCY vs. SPY - Performance Comparison
Key characteristics
ITOCY:
-0.23
SPY:
-0.09
ITOCY:
-0.13
SPY:
-0.02
ITOCY:
0.98
SPY:
1.00
ITOCY:
-0.25
SPY:
-0.09
ITOCY:
-0.62
SPY:
-0.45
ITOCY:
10.83%
SPY:
3.31%
ITOCY:
29.29%
SPY:
15.87%
ITOCY:
-68.20%
SPY:
-55.19%
ITOCY:
-24.38%
SPY:
-17.32%
Returns By Period
In the year-to-date period, ITOCY achieves a -14.60% return, which is significantly lower than SPY's -13.53% return. Over the past 10 years, ITOCY has outperformed SPY with an annualized return of 17.06%, while SPY has yielded a comparatively lower 11.17% annualized return.
ITOCY
-14.60%
-9.58%
-22.47%
-6.51%
16.49%
17.06%
SPY
-13.53%
-12.00%
-11.25%
-1.30%
15.50%
11.17%
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Risk-Adjusted Performance
ITOCY vs. SPY — Risk-Adjusted Performance Rank
ITOCY
SPY
ITOCY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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
ITOCY vs. SPY - Dividend Comparison
ITOCY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
SPY SPDR S&P 500 ETF | 1.42% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ITOCY vs. SPY - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -68.20%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ITOCY and SPY. For additional features, visit the drawdowns tool.
Volatility
ITOCY vs. SPY - Volatility Comparison
Itochu Corp ADR (ITOCY) has a higher volatility of 11.81% compared to SPDR S&P 500 ETF (SPY) at 9.29%. This indicates that ITOCY'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.