PortfoliosLab logo
PPG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPG and SPY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

PPG vs. SPY - Performance Comparison

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

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%NovemberDecember2025FebruaryMarchApril
1,362.15%
2,135.86%
PPG
SPY

Key characteristics

Sharpe Ratio

PPG:

-0.72

SPY:

0.54

Sortino Ratio

PPG:

-0.95

SPY:

0.89

Omega Ratio

PPG:

0.88

SPY:

1.13

Calmar Ratio

PPG:

-0.41

SPY:

0.58

Martin Ratio

PPG:

-1.74

SPY:

2.39

Ulcer Index

PPG:

10.87%

SPY:

4.51%

Daily Std Dev

PPG:

26.25%

SPY:

20.07%

Max Drawdown

PPG:

-63.02%

SPY:

-55.19%

Current Drawdown

PPG:

-38.68%

SPY:

-10.54%

Returns By Period

In the year-to-date period, PPG achieves a -12.32% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, PPG has underperformed SPY with an annualized return of 1.14%, while SPY has yielded a comparatively higher 11.95% annualized return.


PPG

YTD

-12.32%

1M

-6.81%

6M

-17.24%

1Y

-18.46%

5Y*

4.27%

10Y*

1.14%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PPG vs. SPY — Risk-Adjusted Performance Rank

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

PPG
The Risk-Adjusted Performance Rank of PPG is 1515
Overall Rank
The Sharpe Ratio Rank of PPG is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PPG is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PPG is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PPG is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PPG is 44
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

PPG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPG Industries, Inc. (PPG) 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.


The chart of Sharpe ratio for PPG, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
PPG: -0.72
SPY: 0.54
The chart of Sortino ratio for PPG, currently valued at -0.95, compared to the broader market-6.00-4.00-2.000.002.004.00
PPG: -0.95
SPY: 0.89
The chart of Omega ratio for PPG, currently valued at 0.88, compared to the broader market0.501.001.502.00
PPG: 0.88
SPY: 1.13
The chart of Calmar ratio for PPG, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
PPG: -0.41
SPY: 0.58
The chart of Martin ratio for PPG, currently valued at -1.74, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PPG: -1.74
SPY: 2.39

The current PPG Sharpe Ratio is -0.72, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PPG 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.72
0.54
PPG
SPY

Dividends

PPG vs. SPY - Dividend Comparison

PPG's dividend yield for the trailing twelve months is around 2.58%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
PPG
PPG Industries, Inc.
2.58%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

PPG vs. SPY - Drawdown Comparison

The maximum PPG drawdown since its inception was -63.02%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PPG and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.68%
-10.54%
PPG
SPY

Volatility

PPG vs. SPY - Volatility Comparison

PPG Industries, Inc. (PPG) has a higher volatility of 17.40% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that PPG'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%NovemberDecember2025FebruaryMarchApril
17.40%
15.13%
PPG
SPY