REP.MC vs. SPYD
Compare and contrast key facts about Repsol (REP.MC) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REP.MC or SPYD.
Key characteristics
| REP.MC | SPYD | |
|---|---|---|
| YTD Return | -8.41% | 20.09% |
| 1Y Return | -11.47% | 33.14% |
| 3Y Return (Ann) | 7.50% | 7.64% |
| 5Y Return (Ann) | 1.51% | 8.08% |
| Sharpe Ratio | -0.61 | 2.64 |
| Sortino Ratio | -0.77 | 3.66 |
| Omega Ratio | 0.91 | 1.47 |
| Calmar Ratio | -0.43 | 2.15 |
| Martin Ratio | -0.83 | 17.56 |
| Ulcer Index | 14.00% | 1.96% |
| Daily Std Dev | 18.96% | 13.07% |
| Max Drawdown | -64.76% | -46.42% |
| Current Drawdown | -26.09% | -1.36% |
Correlation
The correlation between REP.MC and SPYD is 0.39, 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.
Performance
REP.MC vs. SPYD - Performance Comparison
In the year-to-date period, REP.MC achieves a -8.41% return, which is significantly lower than SPYD's 20.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REP.MC vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Repsol (REP.MC) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
Dividends
REP.MC vs. SPYD - Dividend Comparison
REP.MC's dividend yield for the trailing twelve months is around 7.79%, more than SPYD's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REP.MC Repsol | 7.79% | 5.20% | 4.24% | 2.87% | 9.45% | 6.67% | 6.36% | 5.52% | 4.67% | 9.39% | 12.59% | 5.03% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.06% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 0.00% | 0.00% |
Drawdowns
REP.MC vs. SPYD - Drawdown Comparison
The maximum REP.MC drawdown since its inception was -64.76%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for REP.MC and SPYD. For additional features, visit the drawdowns tool.
Volatility
REP.MC vs. SPYD - Volatility Comparison
Repsol (REP.MC) has a higher volatility of 6.88% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.44%. This indicates that REP.MC's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.