RELX vs. SPY
RELX (RELX PLC) 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, RELX returned 8.59%/yr vs 15.07%/yr for SPY. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
RELX vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, RELX achieves a -10.65% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, RELX has underperformed SPY with an annualized return of 8.59%, while SPY has yielded a comparatively higher 15.07% annualized return.
RELX
- 1D
- -3.25%
- 1M
- 10.93%
- 6M
- 0.88%
- YTD
- -10.65%
- 1Y
- -29.62%
- 3Y*
- 4.16%
- 5Y*
- 5.79%
- 10Y*
- 8.59%
- ALL TIME*
- 9.12%
SPY
- 1D
- 0.72%
- 1M
- 0.30%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.32%
- 5Y*
- 12.76%
- 10Y*
- 15.07%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
RELX RELX PLC | $111.06M | $102.76M | $92.18M |
| $37.27B | $35.99B | $39.23B |
RELX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RELX RELX PLC | -10.65% | -9.60% | 16.59% | 46.09% | -13.06% | 35.47% | 0.27% | 25.28% | -11.20% | 34.97% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between RELX and SPY is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 1994 | 0.41 |
Over the past year, the correlation between RELX and SPY has dropped to 0.13 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
RELX vs. SPY — Risk / Return Rank
RELX
SPY
RELX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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.
| RELX | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.20 | -2.85 |
| Martin ratioReturn relative to average drawdown | -1.11 | 9.40 | -10.51 |
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Drawdowns
RELX vs. SPY - Drawdown Comparison
The maximum RELX drawdown since its inception was -49.91%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RELX and SPY.
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Drawdown Indicators
| RELX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.91% | -55.19% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -46.36% | -8.88% | -37.48% |
Max Drawdown (3Y)Largest decline over 3 years | -49.91% | -18.76% | -31.15% |
Max Drawdown (5Y)Largest decline over 5 years | -49.91% | -24.50% | -25.41% |
Max Drawdown (10Y)Largest decline over 10 years | -49.91% | -33.72% | -16.19% |
Current DrawdownCurrent decline from peak | -34.77% | -1.40% | -33.37% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -9.01% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.20% | 2.08% | +25.12% |
Volatility
RELX vs. SPY - Volatility Comparison
RELX PLC (RELX) has a higher volatility of 12.44% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that RELX'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
| RELX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 3.58% | +8.86% |
Volatility (6M)Calculated over the trailing 6-month period | 29.41% | 10.14% | +19.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.10% | 12.89% | +20.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.47% | 17.18% | +6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 17.95% | +4.70% |
Dividends
RELX vs. SPY - Dividend Comparison
RELX's dividend yield for the trailing twelve months is around 2.60%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RELX RELX PLC | 2.60% | 2.03% | 1.68% | 1.73% | 2.42% | 2.05% | 2.39% | 1.57% | 2.68% | 2.05% | 2.55% | 2.28% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 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
RELX and SPY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RELX has higher volatility (12.44%) compared to SPY (3.58%). In terms of maximum drawdown, RELX dropped -49.91% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 vs -0.91), 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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