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PETZ vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PETZ and SPYG is 0.15, 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

PETZ vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDH Holdings, Inc. (PETZ) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PETZ:

-0.29

SPYG:

0.76

Sortino Ratio

PETZ:

-0.04

SPYG:

1.20

Omega Ratio

PETZ:

1.00

SPYG:

1.17

Calmar Ratio

PETZ:

-0.22

SPYG:

0.87

Martin Ratio

PETZ:

-0.80

SPYG:

2.91

Ulcer Index

PETZ:

27.67%

SPYG:

6.62%

Daily Std Dev

PETZ:

69.23%

SPYG:

25.19%

Max Drawdown

PETZ:

-99.85%

SPYG:

-67.79%

Current Drawdown

PETZ:

-99.84%

SPYG:

-2.56%

Returns By Period

In the year-to-date period, PETZ achieves a -26.44% return, which is significantly lower than SPYG's 2.42% return.


PETZ

YTD

-26.44%

1M

-12.43%

6M

-22.08%

1Y

-19.69%

3Y*

-39.46%

5Y*

-45.87%

10Y*

N/A

SPYG

YTD

2.42%

1M

9.65%

6M

4.18%

1Y

19.00%

3Y*

17.29%

5Y*

16.79%

10Y*

14.91%

*Annualized

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TDH Holdings, Inc.

SPDR Portfolio S&P 500 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PETZ vs. SPYG — Risk-Adjusted Performance Rank

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

PETZ
The Risk-Adjusted Performance Rank of PETZ is 3434
Overall Rank
The Sharpe Ratio Rank of PETZ is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of PETZ is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PETZ is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PETZ is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PETZ is 3232
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7070
Overall Rank
The Sharpe Ratio Rank of SPYG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PETZ vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TDH Holdings, Inc. (PETZ) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 PETZ Sharpe Ratio is -0.29, which is lower than the SPYG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PETZ and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PETZ vs. SPYG - Dividend Comparison

PETZ has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.60%.


TTM20242023202220212020201920182017201620152014
PETZ
TDH Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.60%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

PETZ vs. SPYG - Drawdown Comparison

The maximum PETZ drawdown since its inception was -99.85%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for PETZ and SPYG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PETZ vs. SPYG - Volatility Comparison

TDH Holdings, Inc. (PETZ) has a higher volatility of 19.75% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.55%. This indicates that PETZ's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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