PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RYE vs. RSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYE and RSP is 0.63, 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.


-0.50.00.51.00.6

Performance

RYE vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Energy ETF (RYE) and Invesco S&P 500® Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
103.60%
406.55%
RYE
RSP

Key characteristics

Returns By Period


RYE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RSP

YTD

12.12%

1M

-3.78%

6M

6.60%

1Y

12.56%

5Y*

10.52%

10Y*

9.93%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYE vs. RSP - Expense Ratio Comparison

RYE has a 0.40% expense ratio, which is higher than RSP's 0.20% expense ratio.


RYE
Invesco S&P 500® Equal Weight Energy ETF
Expense ratio chart for RYE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

RYE vs. RSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Energy ETF (RYE) and Invesco S&P 500® Equal Weight ETF (RSP). 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.


Sharpe ratio
The chart of Sharpe ratio for RYE, currently valued at -0.22, compared to the broader market0.002.004.00-0.221.17
The chart of Sortino ratio for RYE, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.0010.00-0.251.65
The chart of Omega ratio for RYE, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.21
The chart of Calmar ratio for RYE, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.091.98
The chart of Martin ratio for RYE, currently valued at -0.35, compared to the broader market0.0020.0040.0060.0080.00100.00-0.356.45
RYE
RSP


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.17
RYE
RSP

Dividends

RYE vs. RSP - Dividend Comparison

RYE has not paid dividends to shareholders, while RSP's dividend yield for the trailing twelve months is around 1.17%.


TTM20232022202120202019201820172016201520142013
RYE
Invesco S&P 500® Equal Weight Energy ETF
1.21%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%0.98%
RSP
Invesco S&P 500® Equal Weight ETF
1.17%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.46%1.27%

Drawdowns

RYE vs. RSP - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.05%
-6.83%
RYE
RSP

Volatility

RYE vs. RSP - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Energy ETF (RYE) is 0.00%, while Invesco S&P 500® Equal Weight ETF (RSP) has a volatility of 3.79%. This indicates that RYE experiences smaller price fluctuations and is considered to be less risky than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.79%
RYE
RSP
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab