Correlation
The correlation between NEMKY and SPY is 0.03, 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.
NEMKY vs. SPY
Compare and contrast key facts about Nemetschek SE (NEMKY) 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: NEMKY or SPY.
Performance
NEMKY vs. SPY - Performance Comparison
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Key characteristics
NEMKY:
0.06
SPY:
0.70
NEMKY:
0.58
SPY:
1.02
NEMKY:
1.18
SPY:
1.15
NEMKY:
0.16
SPY:
0.68
NEMKY:
0.23
SPY:
2.57
NEMKY:
16.12%
SPY:
4.93%
NEMKY:
60.81%
SPY:
20.42%
NEMKY:
-50.90%
SPY:
-55.19%
NEMKY:
-23.33%
SPY:
-3.55%
Returns By Period
In the year-to-date period, NEMKY achieves a -4.82% return, which is significantly lower than SPY's 0.87% return.
NEMKY
-4.82%
0.61%
-5.39%
3.75%
9.33%
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
NEMKY vs. SPY — Risk-Adjusted Performance Rank
NEMKY
SPY
NEMKY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nemetschek SE (NEMKY) 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
NEMKY vs. SPY - Dividend Comparison
NEMKY's dividend yield for the trailing twelve months is around 0.61%, less than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEMKY Nemetschek SE | 0.61% | 0.48% | 0.58% | 0.82% | 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
NEMKY vs. SPY - Drawdown Comparison
The maximum NEMKY drawdown since its inception was -50.90%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NEMKY and SPY.
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Volatility
NEMKY vs. SPY - Volatility Comparison
The current volatility for Nemetschek SE (NEMKY) is 0.61%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that NEMKY 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.
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