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PGTI vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGTI and SPY is 0.38, 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.


-0.50.00.51.00.4

Performance

PGTI vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGT Innovations, Inc. (PGTI) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
170.90%
570.58%
PGTI
SPY

Key characteristics

Returns By Period


PGTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

PGTI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGT Innovations, Inc. (PGTI) 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.


Sharpe ratio
The chart of Sharpe ratio for PGTI, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.902.21
The chart of Sortino ratio for PGTI, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.952.93
The chart of Omega ratio for PGTI, currently valued at 1.68, compared to the broader market0.501.001.502.001.681.41
The chart of Calmar ratio for PGTI, currently valued at 1.66, compared to the broader market0.002.004.006.001.663.26
The chart of Martin ratio for PGTI, currently valued at 9.75, compared to the broader market-5.000.005.0010.0015.0020.0025.009.7514.43
PGTI
SPY


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.90
2.21
PGTI
SPY

Dividends

PGTI vs. SPY - Dividend Comparison

PGTI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
PGTI
PGT Innovations, 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%
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

PGTI vs. SPY - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-2.74%
PGTI
SPY

Volatility

PGTI vs. SPY - Volatility Comparison

The current volatility for PGT Innovations, Inc. (PGTI) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.72%. This indicates that PGTI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.72%
PGTI
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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