Correlation
The correlation between RVTY and SLYV is 0.59, 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.
RVTY vs. SLYV
Compare and contrast key facts about Revvity Inc. (RVTY) and SPDR S&P 600 Small Cap Value ETF (SLYV).
SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RVTY or SLYV.
Performance
RVTY vs. SLYV - Performance Comparison
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Key characteristics
RVTY:
-0.48
SLYV:
-0.06
RVTY:
-0.65
SLYV:
0.08
RVTY:
0.92
SLYV:
1.01
RVTY:
-0.34
SLYV:
-0.06
RVTY:
-1.45
SLYV:
-0.16
RVTY:
13.05%
SLYV:
10.51%
RVTY:
34.45%
SLYV:
24.61%
RVTY:
-92.39%
SLYV:
-61.32%
RVTY:
-54.66%
SLYV:
-18.15%
Returns By Period
In the year-to-date period, RVTY achieves a -18.88% return, which is significantly lower than SLYV's -11.44% return. Over the past 10 years, RVTY has underperformed SLYV with an annualized return of 5.90%, while SLYV has yielded a comparatively higher 6.67% annualized return.
RVTY
-18.88%
-2.67%
-22.04%
-17.03%
-15.26%
-1.87%
5.90%
SLYV
-11.44%
4.02%
-17.55%
-3.00%
0.95%
12.23%
6.67%
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Risk-Adjusted Performance
RVTY vs. SLYV — Risk-Adjusted Performance Rank
RVTY
SLYV
RVTY vs. SLYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Revvity Inc. (RVTY) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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
RVTY vs. SLYV - Dividend Comparison
RVTY's dividend yield for the trailing twelve months is around 0.31%, less than SLYV's 2.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVTY Revvity Inc. | 0.31% | 0.25% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.62% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% |
Drawdowns
RVTY vs. SLYV - Drawdown Comparison
The maximum RVTY drawdown since its inception was -92.39%, which is greater than SLYV's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for RVTY and SLYV.
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Volatility
RVTY vs. SLYV - Volatility Comparison
Revvity Inc. (RVTY) has a higher volatility of 12.97% compared to SPDR S&P 600 Small Cap Value ETF (SLYV) at 7.29%. This indicates that RVTY's price experiences larger fluctuations and is considered to be riskier than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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