Correlation
The correlation between MBC and SPY is 0.45, 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.
MBC vs. SPY
Compare and contrast key facts about MasterBrand Inc. (MBC) 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: MBC or SPY.
Performance
MBC vs. SPY - Performance Comparison
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Key characteristics
MBC:
-0.80
SPY:
0.70
MBC:
-0.96
SPY:
1.02
MBC:
0.88
SPY:
1.15
MBC:
-0.72
SPY:
0.68
MBC:
-1.62
SPY:
2.57
MBC:
21.93%
SPY:
4.93%
MBC:
46.20%
SPY:
20.42%
MBC:
-48.96%
SPY:
-55.19%
MBC:
-46.88%
SPY:
-3.55%
Returns By Period
In the year-to-date period, MBC achieves a -30.18% return, which is significantly lower than SPY's 0.87% return.
MBC
-30.18%
-15.77%
-41.04%
-38.96%
N/A
N/A
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
MBC vs. SPY — Risk-Adjusted Performance Rank
MBC
SPY
MBC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MasterBrand Inc. (MBC) 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.
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Dividends
MBC vs. SPY - Dividend Comparison
MBC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBC MasterBrand Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MBC vs. SPY - Drawdown Comparison
The maximum MBC drawdown since its inception was -48.96%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MBC and SPY.
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Volatility
MBC vs. SPY - Volatility Comparison
MasterBrand Inc. (MBC) has a higher volatility of 24.01% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that MBC'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.
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