JEF vs. SPY
Compare and contrast key facts about Jefferies Financial Group Inc. (JEF) 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: JEF or SPY.
Correlation
The correlation between JEF and SPY is 0.55, 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.
Performance
JEF vs. SPY - Performance Comparison
Key characteristics
JEF:
0.38
SPY:
0.32
JEF:
0.70
SPY:
0.51
JEF:
1.11
SPY:
1.07
JEF:
0.33
SPY:
0.39
JEF:
1.26
SPY:
1.52
JEF:
10.75%
SPY:
3.13%
JEF:
35.80%
SPY:
14.74%
JEF:
-80.74%
SPY:
-55.19%
JEF:
-41.01%
SPY:
-12.17%
Returns By Period
In the year-to-date period, JEF achieves a -38.49% return, which is significantly lower than SPY's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with JEF having a 12.37% annualized return and SPY not far behind at 11.89%.
JEF
-38.49%
-20.63%
-22.52%
11.09%
39.59%
12.37%
SPY
-8.15%
-6.68%
-4.88%
4.64%
18.45%
11.89%
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Risk-Adjusted Performance
JEF vs. SPY — Risk-Adjusted Performance Rank
JEF
SPY
JEF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) 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
JEF vs. SPY - Dividend Comparison
JEF's dividend yield for the trailing twelve months is around 2.92%, more than SPY's 1.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | 2.92% | 1.66% | 7.42% | 3.67% | 2.43% | 1.16% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.34% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
JEF vs. SPY - Drawdown Comparison
The maximum JEF drawdown since its inception was -80.74%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JEF and SPY. For additional features, visit the drawdowns tool.
Volatility
JEF vs. SPY - Volatility Comparison
Jefferies Financial Group Inc. (JEF) has a higher volatility of 20.99% compared to SPDR S&P 500 ETF (SPY) at 7.47%. This indicates that JEF'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.