RPRX vs. SPY
Compare and contrast key facts about Royalty Pharma plc (RPRX) 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: RPRX or SPY.
Correlation
The correlation between RPRX and SPY is 0.33, 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
RPRX vs. SPY - Performance Comparison
Key characteristics
RPRX:
-0.10
SPY:
2.17
RPRX:
0.01
SPY:
2.88
RPRX:
1.00
SPY:
1.40
RPRX:
-0.04
SPY:
3.26
RPRX:
-0.20
SPY:
14.09
RPRX:
10.98%
SPY:
1.95%
RPRX:
21.69%
SPY:
12.64%
RPRX:
-49.68%
SPY:
-55.19%
RPRX:
-46.04%
SPY:
-2.83%
Returns By Period
In the year-to-date period, RPRX achieves a 2.08% return, which is significantly higher than SPY's 0.44% return.
RPRX
2.08%
0.50%
3.23%
-3.97%
N/A
N/A
SPY
0.44%
-2.83%
6.59%
25.62%
14.26%
13.15%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RPRX vs. SPY — Risk-Adjusted Performance Rank
RPRX
SPY
RPRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royalty Pharma plc (RPRX) 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
RPRX vs. SPY - Dividend Comparison
RPRX's dividend yield for the trailing twelve months is around 3.23%, more than SPY's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPRX Royalty Pharma plc | 3.23% | 3.29% | 2.85% | 1.92% | 1.71% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
RPRX vs. SPY - Drawdown Comparison
The maximum RPRX drawdown since its inception was -49.68%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RPRX and SPY. For additional features, visit the drawdowns tool.
Volatility
RPRX vs. SPY - Volatility Comparison
Royalty Pharma plc (RPRX) has a higher volatility of 5.79% compared to SPDR S&P 500 ETF (SPY) at 4.49%. This indicates that RPRX'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.