LOTBY vs. SPY
Compare and contrast key facts about Lotus Bakeries NV (LOTBY) 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: LOTBY or SPY.
Key characteristics
| LOTBY | SPY | |
|---|---|---|
| YTD Return | 122.56% | 26.77% |
| 1Y Return | 122.56% | 37.43% |
| 3Y Return (Ann) | 32.01% | 10.15% |
| Sharpe Ratio | 1.98 | 3.06 |
| Sortino Ratio | 279.19 | 4.08 |
| Omega Ratio | 211.11 | 1.58 |
| Calmar Ratio | 19.02 | 4.44 |
| Martin Ratio | 795.85 | 20.11 |
| Ulcer Index | 0.15% | 1.85% |
| Daily Std Dev | 61.84% | 12.18% |
| Max Drawdown | -12.85% | -55.19% |
| Current Drawdown | 0.00% | -0.31% |
Correlation
The correlation between LOTBY and SPY is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
LOTBY vs. SPY - Performance Comparison
In the year-to-date period, LOTBY achieves a 122.56% return, which is significantly higher than SPY's 26.77% 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
LOTBY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lotus Bakeries NV (LOTBY) 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
LOTBY vs. SPY - Dividend Comparison
LOTBY's dividend yield for the trailing twelve months is around 0.44%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOTBY Lotus Bakeries NV | 0.44% | 1.49% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
LOTBY vs. SPY - Drawdown Comparison
The maximum LOTBY drawdown since its inception was -12.85%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LOTBY and SPY. For additional features, visit the drawdowns tool.
Volatility
LOTBY vs. SPY - Volatility Comparison
Lotus Bakeries NV (LOTBY) has a higher volatility of 30.45% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that LOTBY'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.