NTRS vs. SPY
Compare and contrast key facts about Northern Trust Corporation (NTRS) 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: NTRS or SPY.
Correlation
The correlation between NTRS and SPY is 0.61, 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.
Performance
NTRS vs. SPY - Performance Comparison
Key characteristics
NTRS:
0.90
SPY:
2.17
NTRS:
1.33
SPY:
2.88
NTRS:
1.18
SPY:
1.41
NTRS:
0.55
SPY:
3.19
NTRS:
4.83
SPY:
14.10
NTRS:
4.36%
SPY:
1.90%
NTRS:
23.45%
SPY:
12.39%
NTRS:
-67.67%
SPY:
-55.19%
NTRS:
-16.85%
SPY:
-3.19%
Returns By Period
In the year-to-date period, NTRS achieves a 23.19% return, which is significantly lower than SPY's 24.97% return. Over the past 10 years, NTRS has underperformed SPY with an annualized return of 6.80%, while SPY has yielded a comparatively higher 12.92% annualized return.
NTRS
23.19%
-6.16%
24.21%
25.10%
2.03%
6.80%
SPY
24.97%
-0.32%
8.25%
26.85%
14.57%
12.92%
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Risk-Adjusted Performance
NTRS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) 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
NTRS vs. SPY - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 2.98%, more than SPY's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 2.98% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% | 1.93% | 1.99% |
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
NTRS vs. SPY - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NTRS and SPY. For additional features, visit the drawdowns tool.
Volatility
NTRS vs. SPY - Volatility Comparison
Northern Trust Corporation (NTRS) has a higher volatility of 6.02% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that NTRS'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.