LOMA vs. SPY
Compare and contrast key facts about Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) 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: LOMA or SPY.
Performance
LOMA vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, LOMA achieves a 54.44% return, which is significantly higher than SPY's 25.36% return.
LOMA
54.44%
36.02%
50.41%
61.03%
20.80%
N/A
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| LOMA | SPY | |
|---|---|---|
| Sharpe Ratio | 2.04 | 2.69 |
| Sortino Ratio | 2.97 | 3.59 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 1.34 | 3.89 |
| Martin Ratio | 10.29 | 17.53 |
| Ulcer Index | 8.19% | 1.87% |
| Daily Std Dev | 41.31% | 12.15% |
| Max Drawdown | -87.17% | -55.19% |
| Current Drawdown | -33.28% | -1.41% |
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Correlation
The correlation between LOMA and SPY is 0.34, 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
LOMA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) 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
LOMA vs. SPY - Dividend Comparison
LOMA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOMA Loma Negra Compañía Industrial Argentina Sociedad Anónima | 0.00% | 14.64% | 15.68% | 0.00% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
LOMA vs. SPY - Drawdown Comparison
The maximum LOMA drawdown since its inception was -87.17%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LOMA and SPY. For additional features, visit the drawdowns tool.
Volatility
LOMA vs. SPY - Volatility Comparison
Loma Negra Compañía Industrial Argentina Sociedad Anónima (LOMA) has a higher volatility of 10.60% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that LOMA'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.