KFY vs. SDY
Compare and contrast key facts about Korn Ferry (KFY) and SPDR S&P Dividend ETF (SDY).
SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KFY or SDY.
Key characteristics
| KFY | SDY | |
|---|---|---|
| YTD Return | 3.62% | 2.50% |
| 1Y Return | 34.06% | 6.23% |
| 3Y Return (Ann) | -2.17% | 3.97% |
| 5Y Return (Ann) | 6.45% | 7.54% |
| 10Y Return (Ann) | 8.99% | 9.33% |
| Sharpe Ratio | 1.29 | 0.40 |
| Daily Std Dev | 23.99% | 11.84% |
| Max Drawdown | -86.57% | -54.75% |
| Current Drawdown | -23.86% | -2.93% |
Correlation
The correlation between KFY and SDY is 0.62, 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
KFY vs. SDY - Performance Comparison
In the year-to-date period, KFY achieves a 3.62% return, which is significantly higher than SDY's 2.50% return. Both investments have delivered pretty close results over the past 10 years, with KFY having a 8.99% annualized return and SDY not far ahead at 9.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KFY vs. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Korn Ferry (KFY) and SPDR S&P Dividend ETF (SDY). 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
KFY vs. SDY - Dividend Comparison
KFY's dividend yield for the trailing twelve months is around 1.67%, less than SDY's 2.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KFY Korn Ferry | 1.67% | 1.42% | 1.36% | 0.61% | 0.92% | 0.94% | 1.01% | 1.21% | 1.36% | 1.21% | 0.00% | 0.00% |
SDY SPDR S&P Dividend ETF | 2.58% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
KFY vs. SDY - Drawdown Comparison
The maximum KFY drawdown since its inception was -86.57%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for KFY and SDY. For additional features, visit the drawdowns tool.
Volatility
KFY vs. SDY - Volatility Comparison
Korn Ferry (KFY) has a higher volatility of 6.55% compared to SPDR S&P Dividend ETF (SDY) at 3.07%. This indicates that KFY's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.