KAI vs. SPY

In the year-to-date period, KAI achieves a -11.93% return, which is significantly lower than SPY's -3.42% return. Over the past 10 years, KAI has outperformed SPY with an annualized return of 21.33%, while SPY has yielded a comparatively lower 12.35% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Kadant Inc. (KAI) 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.

The current KAI Sharpe Ratio is 0.16, which is lower than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of KAI 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.

KAI's dividend yield for the trailing twelve months is around 0.43%, less than SPY's 1.27% yield.

The maximum KAI drawdown since its inception was -93.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KAI and SPY. For additional features, visit the drawdowns tool.