RSG vs. SPY
Compare and contrast key facts about Republic Services, Inc. (RSG) 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: RSG or SPY.
Key characteristics
| RSG | SPY | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.74 |
| Sortino Ratio | 2.75 | 3.65 |
| Omega Ratio | 1.42 | 1.51 |
| Calmar Ratio | 4.16 | 3.96 |
| Martin Ratio | 14.50 | 17.84 |
| Ulcer Index | 2.25% | 1.87% |
| Daily Std Dev | 14.58% | 12.15% |
| Max Drawdown | -65.98% | -55.19% |
| Current Drawdown | -1.81% | 0.00% |
Correlation
The correlation between RSG and SPY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RSG vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, RSG achieves a 31.36% return, which is significantly higher than SPY's 28.25% return. Over the past 10 years, RSG has outperformed SPY with an annualized return of 20.73%, while SPY has yielded a comparatively lower 13.26% annualized return.
RSG
31.36%
8.16%
15.29%
33.69%
21.37%
20.73%
SPY
28.25%
5.76%
15.01%
34.02%
15.95%
13.26%
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Risk-Adjusted Performance
RSG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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
RSG vs. SPY - Dividend Comparison
RSG's dividend yield for the trailing twelve months is around 1.02%, less than SPY's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | 1.02% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
SPY SPDR S&P 500 ETF | 1.16% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
RSG vs. SPY - Drawdown Comparison
The maximum RSG drawdown since its inception was -65.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RSG and SPY. For additional features, visit the drawdowns tool.
Volatility
RSG vs. SPY - Volatility Comparison
Republic Services, Inc. (RSG) has a higher volatility of 4.80% compared to SPDR S&P 500 ETF (SPY) at 3.33%. This indicates that RSG'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.