ROG.SW vs. SPY
Compare and contrast key facts about Roche Holding AG (ROG.SW) 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: ROG.SW or SPY.
Key characteristics
ROG.SW | SPY | |
---|---|---|
YTD Return | 22.34% | 19.34% |
1Y Return | 14.91% | 26.92% |
3Y Return (Ann) | -4.67% | 9.30% |
5Y Return (Ann) | 4.58% | 15.86% |
10Y Return (Ann) | 4.03% | 12.90% |
Sharpe Ratio | 0.73 | 2.17 |
Daily Std Dev | 19.40% | 12.32% |
Max Drawdown | -58.88% | -55.19% |
Current Drawdown | -22.55% | -0.21% |
Correlation
The correlation between ROG.SW and SPY is 0.19, 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
ROG.SW vs. SPY - Performance Comparison
In the year-to-date period, ROG.SW achieves a 22.34% return, which is significantly higher than SPY's 19.34% return. Over the past 10 years, ROG.SW has underperformed SPY with an annualized return of 4.03%, while SPY has yielded a comparatively higher 12.90% annualized 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
ROG.SW vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (ROG.SW) 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.
Dividends
ROG.SW vs. SPY - Dividend Comparison
ROG.SW's dividend yield for the trailing twelve months is around 3.34%, more than SPY's 1.21% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ROG.SW Roche Holding AG | 3.34% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ROG.SW vs. SPY - Drawdown Comparison
The maximum ROG.SW drawdown since its inception was -58.88%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ROG.SW and SPY. For additional features, visit the drawdowns tool.
Volatility
ROG.SW vs. SPY - Volatility Comparison
The current volatility for Roche Holding AG (ROG.SW) is 4.80%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.43%. This indicates that ROG.SW experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.