KEYS vs. SPY
Compare and contrast key facts about Keysight Technologies, Inc. (KEYS) 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: KEYS or SPY.
Performance
KEYS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, KEYS achieves a -5.54% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, KEYS has outperformed SPY with an annualized return of 16.99%, while SPY has yielded a comparatively lower 13.04% annualized return.
KEYS
-5.54%
-6.05%
-4.46%
12.84%
6.82%
16.99%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| KEYS | SPY | |
|---|---|---|
| Sharpe Ratio | 0.44 | 2.64 |
| Sortino Ratio | 0.84 | 3.53 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.31 | 3.81 |
| Martin Ratio | 1.44 | 17.21 |
| Ulcer Index | 9.13% | 1.86% |
| Daily Std Dev | 30.08% | 12.15% |
| Max Drawdown | -45.54% | -55.19% |
| Current Drawdown | -27.73% | -2.17% |
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Correlation
The correlation between KEYS and SPY is 0.65, 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.
Risk-Adjusted Performance
KEYS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) 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
KEYS vs. SPY - Dividend Comparison
KEYS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEYS Keysight Technologies, Inc. | 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 SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
KEYS vs. SPY - Drawdown Comparison
The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KEYS and SPY. For additional features, visit the drawdowns tool.
Volatility
KEYS vs. SPY - Volatility Comparison
Keysight Technologies, Inc. (KEYS) has a higher volatility of 8.39% compared to SPDR S&P 500 ETF (SPY) at 4.06%. This indicates that KEYS'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.