MATX vs. SPY
Compare and contrast key facts about Matson, Inc. (MATX) 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: MATX or SPY.
Performance
MATX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, MATX achieves a 40.80% return, which is significantly higher than SPY's 25.36% return. Over the past 10 years, MATX has outperformed SPY with an annualized return of 18.74%, while SPY has yielded a comparatively lower 13.07% annualized return.
MATX
40.80%
12.32%
32.36%
60.72%
35.20%
18.74%
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| MATX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.69 |
| Sortino Ratio | 2.85 | 3.59 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 2.79 | 3.89 |
| Martin Ratio | 10.16 | 17.53 |
| Ulcer Index | 6.13% | 1.87% |
| Daily Std Dev | 32.71% | 12.15% |
| Max Drawdown | -70.57% | -55.19% |
| Current Drawdown | -8.74% | -1.41% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between MATX and SPY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MATX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Matson, Inc. (MATX) 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
MATX vs. SPY - Dividend Comparison
MATX's dividend yield for the trailing twelve months is around 0.86%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MATX Matson, Inc. | 0.86% | 1.15% | 1.95% | 1.18% | 1.58% | 2.11% | 2.56% | 2.61% | 2.09% | 1.64% | 1.91% | 2.37% |
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
MATX vs. SPY - Drawdown Comparison
The maximum MATX drawdown since its inception was -70.57%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MATX and SPY. For additional features, visit the drawdowns tool.
Volatility
MATX vs. SPY - Volatility Comparison
Matson, Inc. (MATX) has a higher volatility of 17.44% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that MATX'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.