NSRGY vs. SPY
Compare and contrast key facts about Nestlé S.A. (NSRGY) 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: NSRGY or SPY.
Correlation
The correlation between NSRGY and SPY is 0.34, 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
NSRGY vs. SPY - Performance Comparison
Key characteristics
NSRGY:
-1.30
SPY:
2.03
NSRGY:
-1.88
SPY:
2.71
NSRGY:
0.78
SPY:
1.38
NSRGY:
-0.68
SPY:
3.02
NSRGY:
-2.17
SPY:
13.49
NSRGY:
11.73%
SPY:
1.88%
NSRGY:
19.59%
SPY:
12.48%
NSRGY:
-41.23%
SPY:
-55.19%
NSRGY:
-37.36%
SPY:
-3.54%
Returns By Period
In the year-to-date period, NSRGY achieves a -27.15% return, which is significantly lower than SPY's 24.51% return. Over the past 10 years, NSRGY has underperformed SPY with an annualized return of 3.94%, while SPY has yielded a comparatively higher 12.94% annualized return.
NSRGY
-27.15%
-8.03%
-24.01%
-24.92%
-2.95%
3.94%
SPY
24.51%
-0.32%
7.56%
24.63%
14.51%
12.94%
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Risk-Adjusted Performance
NSRGY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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
NSRGY vs. SPY - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.18%, more than SPY's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 4.18% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
SPY SPDR S&P 500 ETF | 0.87% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
NSRGY vs. SPY - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NSRGY and SPY. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. SPY - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 4.50% compared to SPDR S&P 500 ETF (SPY) at 3.64%. 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.