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RSG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RSG and SPY is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

RSG vs. SPY - Performance Comparison

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

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Key characteristics

Daily Std Dev

RSG:

9.29%

SPY:

20.02%

Max Drawdown

RSG:

-1.28%

SPY:

-55.19%

Current Drawdown

RSG:

-1.28%

SPY:

-7.65%

Returns By Period


RSG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

RSG vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RSG
The Risk-Adjusted Performance Rank of RSG is 9494
Overall Rank
The Sharpe Ratio Rank of RSG is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of RSG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RSG is 9191
Omega Ratio Rank
The Calmar Ratio Rank of RSG is 9898
Calmar Ratio Rank
The Martin Ratio Rank of RSG is 9696
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

RSG vs. SPY - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 0.92%, less than SPY's 1.27% yield.


TTM20242023202220212020201920182017201620152014
RSG
Republic Services, Inc.
0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

RSG vs. SPY - Drawdown Comparison

The maximum RSG drawdown since its inception was -1.28%, smaller than the maximum SPY 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.


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Volatility

RSG vs. SPY - Volatility Comparison


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