OLP vs. SPYI
Compare and contrast key facts about One Liberty Properties, Inc. (OLP) and NEOS S&P 500 High Income ETF (SPYI).
SPYI is an actively managed fund by Neos Investments. It was launched on Aug 29, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLP or SPYI.
Key characteristics
| OLP | SPYI | |
|---|---|---|
| YTD Return | 37.18% | 20.35% |
| 1Y Return | 54.26% | 24.15% |
| Sharpe Ratio | 2.75 | 2.73 |
| Sortino Ratio | 3.58 | 3.65 |
| Omega Ratio | 1.45 | 1.59 |
| Calmar Ratio | 1.67 | 3.78 |
| Martin Ratio | 14.64 | 19.00 |
| Ulcer Index | 4.29% | 1.32% |
| Daily Std Dev | 22.86% | 9.14% |
| Max Drawdown | -87.45% | -10.19% |
| Current Drawdown | -2.81% | -0.04% |
Correlation
The correlation between OLP and SPYI is 0.44, 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
OLP vs. SPYI - Performance Comparison
In the year-to-date period, OLP achieves a 37.18% return, which is significantly higher than SPYI's 20.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OLP vs. SPYI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) and NEOS S&P 500 High Income ETF (SPYI). 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
OLP vs. SPYI - Dividend Comparison
OLP's dividend yield for the trailing twelve months is around 6.33%, less than SPYI's 11.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLP One Liberty Properties, Inc. | 6.33% | 8.22% | 8.10% | 5.10% | 8.97% | 6.62% | 7.43% | 6.71% | 6.61% | 7.36% | 6.34% | 7.05% |
SPYI NEOS S&P 500 High Income ETF | 11.53% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OLP vs. SPYI - Drawdown Comparison
The maximum OLP drawdown since its inception was -87.45%, which is greater than SPYI's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for OLP and SPYI. For additional features, visit the drawdowns tool.
Volatility
OLP vs. SPYI - Volatility Comparison
One Liberty Properties, Inc. (OLP) has a higher volatility of 8.12% compared to NEOS S&P 500 High Income ETF (SPYI) at 2.59%. This indicates that OLP's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.