KHC vs. SPY
Compare and contrast key facts about The Kraft Heinz Company (KHC) 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: KHC or SPY.
Performance
KHC vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, KHC achieves a -14.41% return, which is significantly lower than SPY's 25.36% return.
KHC
-14.41%
-15.06%
-12.88%
-5.25%
4.64%
N/A
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| KHC | SPY | |
|---|---|---|
| Sharpe Ratio | -0.25 | 2.69 |
| Sortino Ratio | -0.21 | 3.59 |
| Omega Ratio | 0.97 | 1.50 |
| Calmar Ratio | -0.09 | 3.89 |
| Martin Ratio | -0.58 | 17.53 |
| Ulcer Index | 8.43% | 1.87% |
| Daily Std Dev | 19.29% | 12.15% |
| Max Drawdown | -76.07% | -55.19% |
| Current Drawdown | -55.55% | -1.41% |
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Correlation
The correlation between KHC and SPY is 0.37, 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
KHC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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
KHC vs. SPY - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 5.23%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 5.23% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
KHC vs. SPY - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KHC and SPY. For additional features, visit the drawdowns tool.
Volatility
KHC vs. SPY - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 4.76% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that KHC'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.