Correlation
The correlation between RBGLY and SPY is 0.24, 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.
RBGLY vs. SPY
Compare and contrast key facts about Reckitt Benckiser Group plc (RBGLY) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RBGLY or SPY.
Performance
RBGLY vs. SPY - Performance Comparison
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Key characteristics
RBGLY:
1.12
SPY:
0.70
RBGLY:
1.49
SPY:
1.02
RBGLY:
1.22
SPY:
1.15
RBGLY:
0.66
SPY:
0.68
RBGLY:
6.04
SPY:
2.57
RBGLY:
4.61%
SPY:
4.93%
RBGLY:
25.71%
SPY:
20.42%
RBGLY:
-43.80%
SPY:
-55.19%
RBGLY:
-21.43%
SPY:
-3.55%
Returns By Period
In the year-to-date period, RBGLY achieves a 15.88% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, RBGLY has underperformed SPY with an annualized return of 0.35%, while SPY has yielded a comparatively higher 12.73% annualized return.
RBGLY
15.88%
5.89%
13.54%
26.21%
-0.28%
-1.92%
0.35%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
RBGLY vs. SPY — Risk-Adjusted Performance Rank
RBGLY
SPY
RBGLY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) 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.
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Dividends
RBGLY vs. SPY - Dividend Comparison
RBGLY's dividend yield for the trailing twelve months is around 3.83%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBGLY Reckitt Benckiser Group plc | 3.83% | 4.15% | 3.35% | 3.20% | 2.80% | 2.49% | 2.72% | 2.99% | 2.19% | 2.40% | 2.15% | 2.70% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
RBGLY vs. SPY - Drawdown Comparison
The maximum RBGLY drawdown since its inception was -43.80%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RBGLY and SPY.
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Volatility
RBGLY vs. SPY - Volatility Comparison
Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 6.23% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that RBGLY'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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