NN.AS vs. SPY
Compare and contrast key facts about NN Group N.V. (NN.AS) 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: NN.AS or SPY.
Key characteristics
NN.AS | SPY | |
---|---|---|
YTD Return | 21.26% | 5.94% |
1Y Return | 39.64% | 22.56% |
3Y Return (Ann) | 8.08% | 7.95% |
5Y Return (Ann) | 9.43% | 13.35% |
Sharpe Ratio | 1.40 | 1.93 |
Daily Std Dev | 29.74% | 11.63% |
Max Drawdown | -46.30% | -55.19% |
Current Drawdown | -5.40% | -4.05% |
Correlation
The correlation between NN.AS and SPY is 0.32, 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
NN.AS vs. SPY - Performance Comparison
In the year-to-date period, NN.AS achieves a 21.26% return, which is significantly higher than SPY's 5.94% 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
NN.AS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NN Group N.V. (NN.AS) 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
NN.AS vs. SPY - Dividend Comparison
NN.AS's dividend yield for the trailing twelve months is around 6.71%, more than SPY's 1.34% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
NN Group N.V. | 6.71% | 8.14% | 6.71% | 5.04% | 7.88% | 5.91% | 4.89% | 4.35% | 5.13% | 3.16% | 0.00% | 0.00% |
SPDR S&P 500 ETF | 1.34% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
NN.AS vs. SPY - Drawdown Comparison
The maximum NN.AS drawdown since its inception was -46.30%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NN.AS and SPY. For additional features, visit the drawdowns tool.
Volatility
NN.AS vs. SPY - Volatility Comparison
NN Group N.V. (NN.AS) has a higher volatility of 4.92% compared to SPDR S&P 500 ETF (SPY) at 3.91%. This indicates that NN.AS'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.