MDRR vs. SPY
Compare and contrast key facts about Medalist Diversified REIT, Inc. (MDRR) 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: MDRR or SPY.
Key characteristics
| MDRR | SPY | |
|---|---|---|
| YTD Return | 7.27% | 10.44% |
| 1Y Return | -0.68% | 28.54% |
| 3Y Return (Ann) | -14.94% | 9.53% |
| 5Y Return (Ann) | -28.42% | 14.57% |
| Sharpe Ratio | 0.11 | 2.52 |
| Daily Std Dev | 35.12% | 11.50% |
| Max Drawdown | -91.35% | -55.19% |
| Current Drawdown | -90.05% | 0.00% |
Correlation
The correlation between MDRR and SPY is 0.08, 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
MDRR vs. SPY - Performance Comparison
In the year-to-date period, MDRR achieves a 7.27% return, which is significantly lower than SPY's 10.44% 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
MDRR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medalist Diversified REIT, Inc. (MDRR) 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
MDRR vs. SPY - Dividend Comparison
MDRR's dividend yield for the trailing twelve months is around 0.54%, less than SPY's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDRR Medalist Diversified REIT, Inc. | 0.54% | 3.05% | 10.00% | 3.33% | 5.73% | 15.17% | 2.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.28% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
MDRR vs. SPY - Drawdown Comparison
The maximum MDRR drawdown since its inception was -91.35%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MDRR and SPY. For additional features, visit the drawdowns tool.
Volatility
MDRR vs. SPY - Volatility Comparison
Medalist Diversified REIT, Inc. (MDRR) has a higher volatility of 7.93% compared to SPDR S&P 500 ETF (SPY) at 3.34%. This indicates that MDRR'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.