PPC vs. SPY
PPC (Pilgrim's Pride Corporation) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PPC returned 3.51%/yr vs 15.07%/yr for SPY. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
PPC vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, PPC achieves a -29.83% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, PPC has underperformed SPY with an annualized return of 3.51%, while SPY has yielded a comparatively higher 15.07% annualized return.
PPC
- 1D
- -6.75%
- 1M
- -4.87%
- 6M
- -36.91%
- YTD
- -29.83%
- 1Y
- -40.29%
- 3Y*
- 9.42%
- 5Y*
- 7.83%
- 10Y*
- 3.51%
- ALL TIME*
- 6.33%
SPY
- 1D
- 0.72%
- 1M
- 0.30%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.32%
- 5Y*
- 12.76%
- 10Y*
- 15.07%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $45.94M | $46.33M | $45.13M | |
| $37.27B | $35.99B | $39.23B |
PPC vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPC Pilgrim's Pride Corporation | -29.83% | 1.40% | 64.10% | 16.56% | -15.85% | 43.80% | -40.07% | 110.96% | -50.06% | 63.56% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between PPC and SPY is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1993 | 0.26 |
The correlation between PPC and SPY shifts across timeframes, from -0.03 (1 year) to 0.28 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PPC vs. SPY — Risk / Return Rank
PPC
SPY
PPC vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pilgrim's Pride Corporation (PPC) and State Street 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.
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.
| PPC | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -4.02 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.27 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.20 | -3.09 |
| Martin ratioReturn relative to average drawdown | -1.53 | 9.40 | -10.93 |
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Drawdowns
PPC vs. SPY - Drawdown Comparison
The maximum PPC drawdown since its inception was -99.63%, 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.
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Drawdown Indicators
| PPC | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.63% | -55.19% | -44.44% |
Max Drawdown (1Y)Largest decline over 1 year | -44.75% | -8.88% | -35.87% |
Max Drawdown (3Y)Largest decline over 3 years | -48.97% | -18.76% | -30.21% |
Max Drawdown (5Y)Largest decline over 5 years | -48.97% | -24.50% | -24.47% |
Max Drawdown (10Y)Largest decline over 10 years | -62.00% | -33.72% | -28.28% |
Current DrawdownCurrent decline from peak | -47.57% | -1.40% | -46.17% |
Average DrawdownAverage peak-to-trough decline | -38.79% | -9.01% | -29.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.85% | 2.08% | +23.77% |
Volatility
PPC vs. SPY - Volatility Comparison
Pilgrim's Pride Corporation (PPC) has a higher volatility of 11.02% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. 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.
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Volatility by Period
| PPC | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 3.58% | +7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.62% | 10.14% | +15.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.23% | 12.89% | +18.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.78% | 17.18% | +14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.44% | 17.95% | +15.49% |
Dividends
PPC vs. SPY - Dividend Comparison
PPC's dividend yield for the trailing twelve months is around 7.68%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPC Pilgrim's Pride Corporation | 7.68% | 21.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 14.48% | 26.12% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
PPC and SPY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PPC has higher volatility (11.02%) compared to SPY (3.58%). In terms of maximum drawdown, PPC dropped -99.63% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 vs -1.27), 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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