KGS vs. SPYG
Compare and contrast key facts about Kodiak Gas Services Inc. (KGS) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KGS or SPYG.
Performance
KGS vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, KGS achieves a 106.09% return, which is significantly higher than SPYG's 33.17% return.
KGS
106.09%
28.19%
46.80%
126.13%
N/A
N/A
SPYG
33.17%
1.67%
14.92%
38.22%
17.62%
14.97%
Key characteristics
| KGS | SPYG | |
|---|---|---|
| Sharpe Ratio | 3.67 | 2.24 |
| Sortino Ratio | 3.95 | 2.91 |
| Omega Ratio | 1.56 | 1.41 |
| Calmar Ratio | 8.95 | 2.87 |
| Martin Ratio | 24.47 | 11.86 |
| Ulcer Index | 5.09% | 3.21% |
| Daily Std Dev | 33.90% | 17.04% |
| Max Drawdown | -13.92% | -67.79% |
| Current Drawdown | 0.00% | -1.54% |
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Correlation
The correlation between KGS and SPYG is 0.11, 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.
Risk-Adjusted Performance
KGS vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kodiak Gas Services Inc. (KGS) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
KGS vs. SPYG - Dividend Comparison
KGS's dividend yield for the trailing twelve months is around 4.04%, more than SPYG's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KGS Kodiak Gas Services Inc. | 4.04% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
KGS vs. SPYG - Drawdown Comparison
The maximum KGS drawdown since its inception was -13.92%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for KGS and SPYG. For additional features, visit the drawdowns tool.
Volatility
KGS vs. SPYG - Volatility Comparison
Kodiak Gas Services Inc. (KGS) has a higher volatility of 9.43% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.58%. This indicates that KGS's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.