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RPM vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RPM vs. SPY

Last updated Jun 23, 2026

RPM (RPM International Inc.) 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, RPM returned 10.39%/yr vs 15.70%/yr for SPY. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

RPM vs. SPY - Performance Comparison

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

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Returns By Period

In the year-to-date period, RPM achieves a 4.46% return, which is significantly lower than SPY's 9.74% return. Over the past 10 years, RPM has underperformed SPY with an annualized return of 10.39%, while SPY has yielded a comparatively higher 15.70% annualized return.

RPM

1D
-0.41%
1M
6.60%
YTD
4.46%
6M
3.20%
1Y
2.65%
3Y*
11.38%
5Y*
6.03%
10Y*
10.39%

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RPM vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RPM
RPM International Inc.		4.46%-13.92%12.06%16.79%-1.71%13.24%20.57%33.66%14.83%-0.34%
SPY
State Street SPDR S&P 500 ETF		9.74%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between RPM and SPY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1993

0.52

The correlation between RPM and SPY shifts across timeframes, from 0.43 (1 year) to 0.61 (10 years), reflecting how their relationship changes across market environments.

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RPM International Inc.

State Street SPDR S&P 500 ETF

Often compared with RPM:
RPM vs. IFFRPM vs. MASRPM vs. SMHRPM vs. ROPRPM vs. UBSIRPM vs. ^GSPCRPM vs. MO
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

RPM vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RPM
RPM Risk / Return Rank: 4343
Overall Rank
RPM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RPM Sortino Ratio Rank: 4040
Sortino Ratio Rank
RPM Omega Ratio Rank: 3939
Omega Ratio Rank
RPM Calmar Ratio Rank: 4545
Calmar Ratio Rank
RPM Martin Ratio Rank: 4444
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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.

RPM vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) 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.

RPMSPYDifference
Sharpe ratioReturn per unit of total volatility
0.09
2.16

-2.06

Sortino ratioReturn per unit of downside risk
0.39
2.91

-2.52

Omega ratioGain probability vs. loss probability

1.04

1.39

-0.35

Calmar ratioReturn relative to maximum drawdown

0.10

3.01

-2.91

Martin ratioReturn relative to average drawdown

0.19

13.54

-13.35

RPM vs. SPY - Sharpe Ratio Comparison

The current RPM Sharpe Ratio is 0.09, which is lower than the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RPM and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

RPM vs. SPY - Drawdown Comparison

The maximum RPM drawdown since its inception was -61.69%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RPM and SPY.

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Drawdown Indicators

RPMSPYDifference

Max Drawdown

Largest peak-to-trough decline

-61.69%

-55.19%

-6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-26.59%

-8.88%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-31.97%

-18.76%

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.97%

-24.50%

-7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-33.72%

-5.00%

Current Drawdown

Current decline from peak

-21.11%

-1.75%

-19.36%

Average Drawdown

Average peak-to-trough decline

-10.95%

-9.04%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.16%

1.97%

+12.19%

Volatility

RPM vs. SPY - Volatility Comparison

RPM International Inc. (RPM) has a higher volatility of 7.31% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that RPM'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

RPMSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

4.64%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.73%

9.75%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

28.41%

12.43%

+15.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.50%

17.14%

+9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

17.99%

+8.85%

Dividends

RPM vs. SPY - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.98%, more than SPY's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
RPM
RPM International Inc.		1.98%1.99%1.54%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%
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

RPM and SPY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RPM has higher volatility (7.31%) compared to SPY (4.64%). In terms of maximum drawdown, RPM dropped -61.69% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (2.16 vs 0.09), 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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