PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
NSRGY vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NSRGY vs. SPY

Last updated Jun 19, 2026

NSRGY (Nestlé S.A.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, NSRGY returned 6.32%/yr vs 15.48%/yr for SPY. At a 0.33 correlation, their price movements are largely independent.

Performance

NSRGY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nestlé S.A. (NSRGY) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NSRGY achieves a 3.40% return, which is significantly lower than SPY's 10.09% return. Over the past 10 years, NSRGY has underperformed SPY with an annualized return of 6.32%, while SPY has yielded a comparatively higher 15.48% annualized return.

NSRGY

1D
-0.15%
1M
-2.73%
YTD
3.40%
6M
1.88%
1Y
0.55%
3Y*
-3.43%
5Y*
-1.83%
10Y*
6.32%

SPY

1D
1.04%
1M
2.04%
YTD
10.09%
6M
11.30%
1Y
26.75%
3Y*
20.82%
5Y*
14.00%
10Y*
15.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSRGY vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NSRGY
Nestlé S.A.		3.40%24.80%-27.05%2.88%-15.94%22.32%11.63%37.26%-2.74%27.45%
SPY
State Street SPDR S&P 500 ETF		10.09%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between NSRGY and SPY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.33

Over the past year, the correlation between NSRGY and SPY has dropped to 0.11 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nestlé S.A.

State Street SPDR S&P 500 ETF

Often compared with NSRGY:
NSRGY vs. ULNSRGY vs. PGNSRGY vs. JNJNSRGY vs. FNSRGY vs. VOONSRGY vs. BRK-BNSRGY vs. UNCRY
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

NSRGY vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NSRGY
NSRGY Risk / Return Rank: 4040
Overall Rank
NSRGY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NSRGY Sortino Ratio Rank: 3636
Sortino Ratio Rank
NSRGY Omega Ratio Rank: 3535
Omega Ratio Rank
NSRGY Calmar Ratio Rank: 4343
Calmar Ratio Rank
NSRGY Martin Ratio Rank: 4242
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 7171
Overall Rank
SPY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPY Omega Ratio Rank: 7272
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NSRGY vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) and State Street 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

NSRGYSPYDifference
Sharpe ratioReturn per unit of total volatility
0.02
2.17

-2.14

Sortino ratioReturn per unit of downside risk
0.21
2.92

-2.72

Omega ratioGain probability vs. loss probability

1.02

1.39

-0.37

Calmar ratioReturn relative to maximum drawdown

0.04

3.02

-2.99

Martin ratioReturn relative to average drawdown

0.07

13.61

-13.54

NSRGY vs. SPY - Sharpe Ratio Comparison

The current NSRGY Sharpe Ratio is 0.02, which is lower than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NSRGY and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

NSRGY vs. SPY - Drawdown Comparison

The maximum NSRGY drawdown since its inception was -75.68%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NSRGY and SPY.

Loading charts...

Drawdown Indicators

NSRGYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-75.68%

-55.19%

-20.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.58%

-8.88%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-18.76%

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.24%

-24.50%

-13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-33.72%

-4.52%

Current Drawdown

Current decline from peak

-19.02%

-1.44%

-17.58%

Average Drawdown

Average peak-to-trough decline

-24.15%

-9.04%

-15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

1.97%

+6.29%

Volatility

NSRGY vs. SPY - Volatility Comparison

Nestlé S.A. (NSRGY) has a higher volatility of 5.51% compared to State Street SPDR S&P 500 ETF (SPY) at 4.73%. This indicates that NSRGY'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.

Loading charts...

Volatility by Period

NSRGYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

4.73%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

9.81%

+5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.78%

12.41%

+10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.15%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

17.98%

+0.47%

Dividends

NSRGY vs. SPY - Dividend Comparison

NSRGY's dividend yield for the trailing twelve months is around 4.08%, more than SPY's 1.24% yield.

PositionTTM20252024202320222021202020192018201720162015
NSRGY
Nestlé S.A.		4.08%3.44%4.01%2.86%2.57%2.18%2.34%2.28%3.12%5.64%6.54%3.13%
SPY
State Street SPDR S&P 500 ETF		1.24%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions

NSRGY and SPY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSRGY has higher volatility (5.51%) compared to SPY (4.73%). In terms of maximum drawdown, NSRGY dropped -75.68% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (2.17 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NSRGY and SPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer