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

Correlation

The correlation between PPRUY and SPY is 0.35, 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

PPRUY vs. SPY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.93%
8.40%
PPRUY
SPY

Key characteristics

Sharpe Ratio

PPRUY:

-1.15

SPY:

2.17

Sortino Ratio

PPRUY:

-1.72

SPY:

2.88

Omega Ratio

PPRUY:

0.79

SPY:

1.41

Calmar Ratio

PPRUY:

-0.58

SPY:

3.19

Martin Ratio

PPRUY:

-1.41

SPY:

14.10

Ulcer Index

PPRUY:

30.80%

SPY:

1.90%

Daily Std Dev

PPRUY:

37.63%

SPY:

12.39%

Max Drawdown

PPRUY:

-74.41%

SPY:

-55.19%

Current Drawdown

PPRUY:

-71.55%

SPY:

-3.19%

Returns By Period

In the year-to-date period, PPRUY achieves a -42.73% return, which is significantly lower than SPY's 24.97% return. Over the past 10 years, PPRUY has underperformed SPY with an annualized return of 5.42%, while SPY has yielded a comparatively higher 12.92% annualized return.


PPRUY

YTD

-42.73%

1M

6.64%

6M

-28.40%

1Y

-43.40%

5Y*

-15.83%

10Y*

5.42%

SPY

YTD

24.97%

1M

-0.32%

6M

8.25%

1Y

26.85%

5Y*

14.57%

10Y*

12.92%

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Risk-Adjusted Performance

PPRUY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPRUY) 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 PPRUY, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.152.17
The chart of Sortino ratio for PPRUY, currently valued at -1.72, compared to the broader market-4.00-2.000.002.004.00-1.722.88
The chart of Omega ratio for PPRUY, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.41
The chart of Calmar ratio for PPRUY, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.583.19
The chart of Martin ratio for PPRUY, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.4014.10
PPRUY
SPY

The current PPRUY Sharpe Ratio is -1.15, which is lower than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PPRUY 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-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
2.17
PPRUY
SPY

Dividends

PPRUY vs. SPY - Dividend Comparison

PPRUY's dividend yield for the trailing twelve months is around 6.21%, more than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
PPRUY
Kering SA
6.21%3.41%2.62%1.20%1.23%1.80%10.29%1.04%2.00%2.65%2.67%3.68%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PPRUY vs. SPY - Drawdown Comparison

The maximum PPRUY drawdown since its inception was -74.41%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PPRUY and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.55%
-3.19%
PPRUY
SPY

Volatility

PPRUY vs. SPY - Volatility Comparison

Kering SA (PPRUY) has a higher volatility of 10.99% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that PPRUY'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
10.99%
3.64%
PPRUY
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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