PRI vs. SPY
PRI (Primerica, Inc.) 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, PRI returned 19.57%/yr vs 15.53%/yr for SPY. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
PRI vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, PRI achieves a 10.80% return, which is significantly higher than SPY's 8.15% return. Over the past 10 years, PRI has outperformed SPY with an annualized return of 19.57%, while SPY has yielded a comparatively lower 15.53% annualized return.
PRI
- 1D
- 1.30%
- 1M
- 1.42%
- YTD
- 10.80%
- 6M
- 9.15%
- 1Y
- 8.16%
- 3Y*
- 16.19%
- 5Y*
- 15.32%
- 10Y*
- 19.57%
SPY
- 1D
- -1.45%
- 1M
- -1.36%
- YTD
- 8.15%
- 6M
- 7.20%
- 1Y
- 23.59%
- 3Y*
- 20.68%
- 5Y*
- 13.05%
- 10Y*
- 15.53%
PRI vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRI Primerica, Inc. | 10.80% | -3.33% | 33.62% | 47.07% | -5.94% | 15.86% | 3.91% | 35.11% | -2.88% | 48.22% |
SPY State Street SPDR S&P 500 ETF | 8.15% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between PRI and SPY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2010 | 0.59 |
Over the past year, the correlation between PRI and SPY has dropped to 0.23 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
PRI vs. SPY — Risk / Return Rank
PRI
SPY
PRI vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Primerica, Inc. (PRI) 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.
| PRI | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.67 | -2.05 |
| Martin ratioReturn relative to average drawdown | 1.15 | 11.92 | -10.77 |
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Drawdowns
PRI vs. SPY - Drawdown Comparison
The maximum PRI drawdown since its inception was -54.47%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRI and SPY.
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Drawdown Indicators
| PRI | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.47% | -55.19% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -8.88% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -18.76% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -24.50% | -12.16% |
Max Drawdown (10Y)Largest decline over 10 years | -54.47% | -33.72% | -20.75% |
Current DrawdownCurrent decline from peak | -4.66% | -3.17% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -9.04% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 1.98% | +5.11% |
Volatility
PRI vs. SPY - Volatility Comparison
Primerica, Inc. (PRI) has a higher volatility of 7.36% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that PRI'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
| PRI | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 4.87% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.77% | 9.85% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.75% | 12.50% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.73% | 17.15% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.21% | 17.95% | +12.26% |
Dividends
PRI vs. SPY - Dividend Comparison
PRI's dividend yield for the trailing twelve months is around 1.58%, more than SPY's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRI Primerica, Inc. | 1.58% | 1.61% | 1.22% | 1.26% | 1.55% | 1.23% | 1.19% | 1.04% | 1.02% | 0.77% | 1.01% | 1.36% |
SPY State Street SPDR S&P 500 ETF | 1.03% | 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
PRI and SPY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRI has higher volatility (7.36%) compared to SPY (4.87%). In terms of maximum drawdown, PRI dropped -54.47% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.90 vs 0.38), 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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