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PBR vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBR vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Petróleo Brasileiro S.A. - Petrobras (PBR) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBR achieves a 57.21% return, which is significantly higher than SPYM's 9.10% return. Over the past 10 years, PBR has outperformed SPYM with an annualized return of 23.75%, while SPYM has yielded a comparatively lower 15.52% annualized return.


PBR

1D
0.77%
1M
-7.07%
YTD
57.21%
6M
56.16%
1Y
52.21%
3Y*
20.86%
5Y*
32.73%
10Y*
23.75%

SPYM

1D
0.53%
1M
0.36%
YTD
9.10%
6M
9.42%
1Y
25.76%
3Y*
20.95%
5Y*
13.43%
10Y*
15.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBR vs. SPYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBR
Petróleo Brasileiro S.A. - Petrobras
57.21%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%
SPYM
State Street SPDR Portfolio S&P 500 ETF
9.10%17.79%25.00%26.24%-18.09%28.78%18.49%31.99%-4.78%21.30%

Correlation

The correlation between PBR and SPYM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.39

The correlation between PBR and SPYM shifts across timeframes, from -0.02 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PBR vs. SPYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBR
PBR Risk / Return Rank: 8484
Overall Rank
PBR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 8383
Sortino Ratio Rank
PBR Omega Ratio Rank: 8383
Omega Ratio Rank
PBR Calmar Ratio Rank: 8484
Calmar Ratio Rank
PBR Martin Ratio Rank: 8484
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 7070
Overall Rank
SPYM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYM Omega Ratio Rank: 7272
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PBR vs. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PBRSPYMDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.99

2.75

+0.24

Martin ratioReturn relative to average drawdown

7.56

12.42

-4.87

PBR vs. SPYM - Sharpe Ratio Comparison

The current PBR Sharpe Ratio is 1.80, which is comparable to the SPYM Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of PBR and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBR vs. SPYM - Drawdown Comparison

The maximum PBR drawdown since its inception was -95.62%, which is greater than SPYM's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for PBR and SPYM.


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Drawdown Indicators


PBRSPYMDifference

Max Drawdown

Largest peak-to-trough decline

-95.62%

-54.46%

-41.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-8.90%

-9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-28.24%

-18.72%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-39.62%

-24.48%

-15.14%

Max Drawdown (10Y)

Largest decline over 10 years

-75.13%

-33.87%

-41.26%

Current Drawdown

Current decline from peak

-23.41%

-2.35%

-21.06%

Average Drawdown

Average peak-to-trough decline

-52.70%

-7.15%

-45.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.42%

1.97%

+5.45%

Volatility

PBR vs. SPYM - Volatility Comparison

Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 7.32% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 4.33%. This indicates that PBR's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBRSPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

4.33%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

24.38%

9.58%

+14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

31.24%

12.26%

+18.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.86%

16.87%

+20.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.88%

18.03%

+28.85%

Dividends

PBR vs. SPYM - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 3.85%, more than SPYM's 1.29% yield.


PositionTTM20252024202320222021202020192018201720162015
PBR
Petróleo Brasileiro S.A. - Petrobras
3.85%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%0.00%
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.29%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions


PBR and SPYM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBR has higher volatility (7.32%) compared to SPYM (4.33%). In terms of maximum drawdown, PBR dropped -95.62% vs SPYM's -54.46%.

SPYM currently has the higher Sharpe Ratio (2.00 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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