PBF vs. SPY
Compare and contrast key facts about PBF Energy Inc. (PBF) 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: PBF or SPY.
Correlation
The correlation between PBF and SPY is 0.35, 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
PBF vs. SPY - Performance Comparison
Key characteristics
PBF:
-1.09
SPY:
2.21
PBF:
-1.64
SPY:
2.93
PBF:
0.81
SPY:
1.41
PBF:
-0.73
SPY:
3.26
PBF:
-1.29
SPY:
14.43
PBF:
33.23%
SPY:
1.90%
PBF:
39.42%
SPY:
12.41%
PBF:
-91.51%
SPY:
-55.19%
PBF:
-58.59%
SPY:
-2.74%
Returns By Period
In the year-to-date period, PBF achieves a -41.26% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, PBF has underperformed SPY with an annualized return of 2.48%, while SPY has yielded a comparatively higher 12.97% annualized return.
PBF
-41.26%
-20.49%
-41.60%
-42.87%
-3.29%
2.48%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
PBF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) 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
PBF vs. SPY - Dividend Comparison
PBF's dividend yield for the trailing twelve months is around 4.08%, more than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBF PBF Energy Inc. | 4.08% | 1.93% | 0.49% | 0.00% | 4.23% | 3.83% | 3.67% | 3.39% | 4.30% | 3.26% | 4.50% | 3.81% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
PBF vs. SPY - Drawdown Comparison
The maximum PBF drawdown since its inception was -91.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PBF and SPY. For additional features, visit the drawdowns tool.
Volatility
PBF vs. SPY - Volatility Comparison
PBF Energy Inc. (PBF) has a higher volatility of 9.91% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that PBF'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.