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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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
170.90%
528.60%
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

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

PGTI vs. SPY — Risk-Adjusted Performance Rank

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

PGTI
The Risk-Adjusted Performance Rank of PGTI is 9696
Overall Rank
The Sharpe Ratio Rank of PGTI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PGTI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PGTI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of PGTI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PGTI is 9898
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

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.



Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
0.51
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 1.30%.


TTM20242023202220212020201920182017201620152014
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
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

PGTI vs. SPY - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.89%
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 15.12%. 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%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.12%
PGTI
SPY