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.
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.
Performance
MURGY vs. SPY - Performance Comparison
Key characteristics
MURGY:
2.23
SPY:
0.56
MURGY:
2.90
SPY:
0.92
MURGY:
1.40
SPY:
1.14
MURGY:
4.51
SPY:
0.59
MURGY:
13.11
SPY:
2.32
MURGY:
4.62%
SPY:
4.80%
MURGY:
27.01%
SPY:
20.01%
MURGY:
-48.43%
SPY:
-55.19%
MURGY:
-0.55%
SPY:
-8.17%
Returns By Period
In the year-to-date period, MURGY achieves a 38.00% return, which is significantly higher than SPY's -3.97% return. Over the past 10 years, MURGY has outperformed SPY with an annualized return of 20.60%, while SPY has yielded a comparatively lower 12.19% annualized return.
MURGY
38.00%
22.60%
37.77%
53.77%
31.58%
20.60%
SPY
-3.97%
11.26%
-4.45%
9.89%
15.66%
12.19%
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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.
Dividends
MURGY vs. SPY - Dividend Comparison
MURGY's dividend yield for the trailing twelve months is around 3.25%, more than SPY's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MURGY Muenchener Rueckver Ges | 3.25% | 3.19% | 3.07% | 3.72% | 3.88% | 3.57% | 3.53% | 4.93% | 21.58% | 4.69% | 4.22% | 5.01% |
SPY SPDR S&P 500 ETF | 1.28% | 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. For additional features, visit the drawdowns tool.
Volatility
MURGY vs. SPY - Volatility Comparison
The current volatility for Muenchener Rueckver Ges (MURGY) is 11.22%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.55%. This indicates that MURGY experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.