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

Correlation

The correlation between PPC and SPY is 0.27, 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.


-0.50.00.51.00.3

Performance

PPC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pilgrim's Pride Corporation (PPC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,220.82%
2,301.81%
PPC
SPY

Key characteristics

Sharpe Ratio

PPC:

2.69

SPY:

2.21

Sortino Ratio

PPC:

3.26

SPY:

2.93

Omega Ratio

PPC:

1.45

SPY:

1.41

Calmar Ratio

PPC:

2.56

SPY:

3.26

Martin Ratio

PPC:

16.07

SPY:

14.43

Ulcer Index

PPC:

4.63%

SPY:

1.90%

Daily Std Dev

PPC:

27.70%

SPY:

12.41%

Max Drawdown

PPC:

-99.64%

SPY:

-55.19%

Current Drawdown

PPC:

-14.23%

SPY:

-2.74%

Returns By Period

In the year-to-date period, PPC achieves a 66.88% return, which is significantly higher than SPY's 25.54% return. Over the past 10 years, PPC has underperformed SPY with an annualized return of 6.19%, while SPY has yielded a comparatively higher 12.97% annualized return.


PPC

YTD

66.88%

1M

-11.59%

6M

25.30%

1Y

72.37%

5Y*

7.12%

10Y*

6.19%

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

PPC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pilgrim's Pride Corporation (PPC) 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 PPC, currently valued at 2.69, compared to the broader market-4.00-2.000.002.002.692.21
The chart of Sortino ratio for PPC, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.003.262.93
The chart of Omega ratio for PPC, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.41
The chart of Calmar ratio for PPC, currently valued at 2.56, compared to the broader market0.002.004.006.002.563.26
The chart of Martin ratio for PPC, currently valued at 16.07, compared to the broader market-5.000.005.0010.0015.0020.0025.0016.0714.43
PPC
SPY

The current PPC Sharpe Ratio is 2.69, which is comparable to the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PPC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.69
2.21
PPC
SPY

Dividends

PPC vs. SPY - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
PPC
Pilgrim's Pride Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%14.48%26.12%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

PPC vs. SPY - Drawdown Comparison

The maximum PPC drawdown since its inception was -99.64%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PPC and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.23%
-2.74%
PPC
SPY

Volatility

PPC vs. SPY - Volatility Comparison

Pilgrim's Pride Corporation (PPC) has a higher volatility of 8.89% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that PPC'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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.89%
3.72%
PPC
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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