Correlation
The correlation between RUNN and SPY is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
RUNN vs. SPY
Compare and contrast key facts about Running Oak Efficient Growth ETF (RUNN) and SPDR S&P 500 ETF (SPY).
RUNN and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RUNN is an actively managed fund by ROC. It was launched on Jun 7, 2023. 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: RUNN or SPY.
Performance
RUNN vs. SPY - Performance Comparison
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Key characteristics
RUNN:
0.58
SPY:
0.67
RUNN:
0.74
SPY:
1.03
RUNN:
1.10
SPY:
1.15
RUNN:
0.43
SPY:
0.69
RUNN:
1.38
SPY:
2.61
RUNN:
5.32%
SPY:
4.92%
RUNN:
17.02%
SPY:
20.44%
RUNN:
-16.83%
SPY:
-55.19%
RUNN:
-6.30%
SPY:
-3.44%
Returns By Period
The year-to-date returns for both investments are quite close, with RUNN having a 0.94% return and SPY slightly higher at 0.98%.
RUNN
0.94%
4.37%
-5.98%
9.81%
N/A
N/A
N/A
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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RUNN vs. SPY - Expense Ratio Comparison
RUNN has a 0.58% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
RUNN vs. SPY — Risk-Adjusted Performance Rank
RUNN
SPY
RUNN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Running Oak Efficient Growth ETF (RUNN) 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
RUNN vs. SPY - Dividend Comparison
RUNN's dividend yield for the trailing twelve months is around 0.39%, less than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUNN Running Oak Efficient Growth ETF | 0.39% | 0.39% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
RUNN vs. SPY - Drawdown Comparison
The maximum RUNN drawdown since its inception was -16.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RUNN and SPY.
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Volatility
RUNN vs. SPY - Volatility Comparison
The current volatility for Running Oak Efficient Growth ETF (RUNN) is 4.53%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that RUNN 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.
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