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PRRFY vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRRFY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Premier Foods Plc ADR (PRRFY) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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PRRFY vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRRFY
Premier Foods Plc ADR
10.76%5.05%33.68%32.21%-8.21%8.41%184.39%35.43%-36.13%-5.32%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, PRRFY achieves a 10.76% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, PRRFY has underperformed SPY with an annualized return of 12.76%, while SPY has yielded a comparatively higher 13.98% annualized return.


PRRFY

1D
0.00%
1M
0.73%
YTD
10.76%
6M
2.99%
1Y
6.02%
3Y*
21.13%
5Y*
16.97%
10Y*
12.76%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRRFY vs. SPY — Risk / Return Rank

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

PRRFY
PRRFY Risk / Return Rank: 4747
Overall Rank
PRRFY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PRRFY Sortino Ratio Rank: 4242
Sortino Ratio Rank
PRRFY Omega Ratio Rank: 5252
Omega Ratio Rank
PRRFY Calmar Ratio Rank: 4747
Calmar Ratio Rank
PRRFY Martin Ratio Rank: 4747
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRRFY vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Premier Foods Plc ADR (PRRFY) 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.


PRRFYSPYDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.93

-0.78

Sortino ratio

Return per unit of downside risk

0.50

1.45

-0.95

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.21

1.53

-1.31

Martin ratio

Return relative to average drawdown

0.46

7.30

-6.84

PRRFY vs. SPY - Sharpe Ratio Comparison

The current PRRFY Sharpe Ratio is 0.15, which is lower than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PRRFY 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.


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Sharpe Ratios by Period


PRRFYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.93

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.69

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.78

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.56

-0.49

Correlation

The correlation between PRRFY and SPY is 0.08, 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.


Dividends

PRRFY vs. SPY - Dividend Comparison

PRRFY's dividend yield for the trailing twelve months is around 1.45%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
PRRFY
Premier Foods Plc ADR
1.45%1.60%0.97%1.07%1.12%0.79%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

PRRFY vs. SPY - Drawdown Comparison

The maximum PRRFY drawdown since its inception was -94.38%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRRFY and SPY.


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Drawdown Indicators


PRRFYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-55.19%

-39.19%

Max Drawdown (1Y)

Largest decline over 1 year

-28.30%

-12.05%

-16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-38.61%

-24.50%

-14.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.12%

-33.72%

-41.40%

Current Drawdown

Current decline from peak

-10.75%

-6.24%

-4.51%

Average Drawdown

Average peak-to-trough decline

-55.38%

-9.09%

-46.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

2.52%

+10.51%

Volatility

PRRFY vs. SPY - Volatility Comparison

Premier Foods Plc ADR (PRRFY) has a higher volatility of 12.43% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that PRRFY'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


PRRFYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

5.31%

+7.12%

Volatility (6M)

Calculated over the trailing 6-month period

30.57%

9.47%

+21.10%

Volatility (1Y)

Calculated over the trailing 1-year period

40.75%

19.05%

+21.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.57%

17.06%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.34%

17.92%

+32.42%