ODC vs. SPY

In the year-to-date period, ODC achieves a 15.09% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, ODC has outperformed SPY with an annualized return of 15.62%, while SPY has yielded a comparatively lower 12.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oil-Dri Corporation of America (ODC) 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.

The current ODC Sharpe Ratio is 0.62, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ODC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ODC's dividend yield for the trailing twelve months is around 1.08%, less than SPY's 1.22% yield.

The maximum ODC drawdown since its inception was -70.86%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ODC and SPY.

Oil-Dri Corporation of America (ODC) and SPDR S&P 500 ETF (SPY) have volatilities of 4.97% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.