NCLH vs. SPY
Compare and contrast key facts about Norwegian Cruise Line Holdings Ltd. (NCLH) 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: NCLH or SPY.
Performance
NCLH vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, NCLH achieves a 32.81% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, NCLH has underperformed SPY with an annualized return of -4.43%, while SPY has yielded a comparatively higher 13.04% annualized return.
NCLH
32.81%
11.78%
57.11%
78.27%
-12.84%
-4.43%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| NCLH | SPY | |
|---|---|---|
| Sharpe Ratio | 1.61 | 2.64 |
| Sortino Ratio | 2.24 | 3.53 |
| Omega Ratio | 1.31 | 1.49 |
| Calmar Ratio | 1.06 | 3.81 |
| Martin Ratio | 5.57 | 17.21 |
| Ulcer Index | 14.71% | 1.86% |
| Daily Std Dev | 50.97% | 12.15% |
| Max Drawdown | -87.81% | -55.19% |
| Current Drawdown | -58.26% | -2.17% |
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Correlation
The correlation between NCLH and SPY is 0.48, 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
NCLH vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Norwegian Cruise Line Holdings Ltd. (NCLH) 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
NCLH vs. SPY - Dividend Comparison
NCLH has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCLH Norwegian Cruise Line Holdings Ltd. | 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 | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
NCLH vs. SPY - Drawdown Comparison
The maximum NCLH drawdown since its inception was -87.81%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NCLH and SPY. For additional features, visit the drawdowns tool.
Volatility
NCLH vs. SPY - Volatility Comparison
Norwegian Cruise Line Holdings Ltd. (NCLH) has a higher volatility of 11.70% compared to SPDR S&P 500 ETF (SPY) at 4.06%. This indicates that NCLH'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.