Correlation
The correlation between MURGY and SPY is 0.37, 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.
MURGY vs. SPY
Compare and contrast key facts about Muenchener Rueckver Ges (MURGY) 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: MURGY or SPY.
Performance
MURGY vs. SPY - Performance Comparison
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Key characteristics
MURGY:
1.31
SPY:
0.57
MURGY:
1.75
SPY:
0.87
MURGY:
1.24
SPY:
1.13
MURGY:
2.46
SPY:
0.55
MURGY:
6.83
SPY:
2.11
MURGY:
4.84%
SPY:
4.91%
MURGY:
27.02%
SPY:
20.35%
MURGY:
-48.43%
SPY:
-55.19%
MURGY:
-6.87%
SPY:
-5.23%
Returns By Period
In the year-to-date period, MURGY achieves a 32.06% return, which is significantly higher than SPY's -0.89% return. Over the past 10 years, MURGY has outperformed SPY with an annualized return of 20.43%, while SPY has yielded a comparatively lower 12.57% annualized return.
MURGY
32.06%
-2.87%
31.68%
32.90%
44.29%
29.97%
20.43%
SPY
-0.89%
5.93%
-2.13%
10.77%
15.38%
16.09%
12.57%
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Risk-Adjusted Performance
MURGY vs. SPY — Risk-Adjusted Performance Rank
MURGY
SPY
MURGY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Muenchener Rueckver Ges (MURGY) 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
MURGY vs. SPY - Dividend Comparison
MURGY's dividend yield for the trailing twelve months is around 3.39%, more than SPY's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 3.39% | 3.19% | 3.02% | 3.72% | 3.88% | 3.57% | 3.53% | 4.93% | 21.58% | 4.69% | 4.22% | 5.01% |
SPY SPDR S&P 500 ETF | 1.24% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MURGY vs. SPY - Drawdown Comparison
The maximum MURGY drawdown since its inception was -48.43%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MURGY and SPY.
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Volatility
MURGY vs. SPY - Volatility Comparison
Muenchener Rueckver Ges (MURGY) has a higher volatility of 8.87% compared to SPDR S&P 500 ETF (SPY) at 4.45%. This indicates that MURGY'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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