NTTYY vs. SPY
Compare and contrast key facts about Nippon Telegraph and Telephone Corp ADR (NTTYY) 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: NTTYY or SPY.
Correlation
The correlation between NTTYY and SPY is 0.24, 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
NTTYY vs. SPY - Performance Comparison
Key characteristics
NTTYY:
-1.01
SPY:
2.05
NTTYY:
-1.41
SPY:
2.73
NTTYY:
0.84
SPY:
1.38
NTTYY:
-0.64
SPY:
3.07
NTTYY:
-0.96
SPY:
13.22
NTTYY:
19.16%
SPY:
1.95%
NTTYY:
18.32%
SPY:
12.57%
NTTYY:
-84.65%
SPY:
-55.19%
NTTYY:
-23.81%
SPY:
-2.69%
Returns By Period
In the year-to-date period, NTTYY achieves a -1.36% return, which is significantly lower than SPY's 0.58% return. Over the past 10 years, NTTYY has underperformed SPY with an annualized return of 9.70%, while SPY has yielded a comparatively higher 13.16% annualized return.
NTTYY
-1.36%
-4.35%
0.61%
-18.80%
2.11%
9.70%
SPY
0.58%
-2.18%
5.70%
25.99%
14.36%
13.16%
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Risk-Adjusted Performance
NTTYY vs. SPY — Risk-Adjusted Performance Rank
NTTYY
SPY
NTTYY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) 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
NTTYY vs. SPY - Dividend Comparison
NTTYY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 0.00% | 2.80% | 3.10% | 3.60% | 3.61% | 3.45% | 3.50% | 2.54% | 2.63% | 3.78% | 9.55% |
SPY SPDR S&P 500 ETF | 1.20% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
NTTYY vs. SPY - Drawdown Comparison
The maximum NTTYY drawdown since its inception was -84.65%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NTTYY and SPY. For additional features, visit the drawdowns tool.
Volatility
NTTYY vs. SPY - Volatility Comparison
The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 3.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.49%. This indicates that NTTYY 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.