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.
Key characteristics
| RVTY | SLYV | |
|---|---|---|
| YTD Return | 12.57% | 4.08% |
| 1Y Return | 8.54% | 16.80% |
| 3Y Return (Ann) | -13.04% | 4.10% |
| 5Y Return (Ann) | 7.64% | 8.62% |
| 10Y Return (Ann) | 11.22% | 8.44% |
| Sharpe Ratio | 0.28 | 0.73 |
| Daily Std Dev | 33.09% | 21.71% |
| Max Drawdown | -92.39% | -61.32% |
| Current Drawdown | -38.55% | -2.27% |
Correlation
The correlation between RVTY and SLYV is 0.52, 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
RVTY vs. SLYV - Performance Comparison
In the year-to-date period, RVTY achieves a 12.57% return, which is significantly higher than SLYV's 4.08% return. Over the past 10 years, RVTY has outperformed SLYV with an annualized return of 11.22%, while SLYV has yielded a comparatively lower 8.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
RVTY vs. SLYV - Dividend Comparison
RVTY's dividend yield for the trailing twelve months is around 0.23%, less than SLYV's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVTY Revvity Inc. | 0.23% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% | 0.68% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.19% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
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. For additional features, visit the drawdowns tool.
Volatility
RVTY vs. SLYV - Volatility Comparison
Revvity Inc. (RVTY) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 5.96% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.