LLOY.L vs. SPY
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) 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: LLOY.L or SPY.
Key characteristics
| LLOY.L | SPY | |
|---|---|---|
| YTD Return | 18.04% | 20.76% |
| 1Y Return | 40.29% | 36.36% |
| 3Y Return (Ann) | 6.84% | 8.93% |
| 5Y Return (Ann) | 3.87% | 14.98% |
| 10Y Return (Ann) | 0.91% | 12.92% |
| Sharpe Ratio | 1.58 | 3.10 |
| Sortino Ratio | 2.17 | 4.11 |
| Omega Ratio | 1.29 | 1.58 |
| Calmar Ratio | 0.49 | 4.16 |
| Martin Ratio | 7.07 | 20.54 |
| Ulcer Index | 4.93% | 1.84% |
| Daily Std Dev | 22.23% | 12.18% |
| Max Drawdown | -90.48% | -55.19% |
| Current Drawdown | -59.95% | -2.73% |
Correlation
The correlation between LLOY.L and SPY is 0.30, 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.
Performance
LLOY.L vs. SPY - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly lower than SPY's 20.76% return. Over the past 10 years, LLOY.L has underperformed SPY with an annualized return of 0.91%, while SPY has yielded a comparatively higher 12.92% annualized return. 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
LLOY.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) 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
LLOY.L vs. SPY - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, more than SPY's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.23% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LLOY.L vs. SPY - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LLOY.L and SPY. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. SPY - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to SPDR S&P 500 ETF (SPY) at 3.25%. This indicates that LLOY.L'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.