S vs. SPY
Compare and contrast key facts about SentinelOne, Inc. (S) and SPDR S&P 500 ETF (SPY).
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: S or SPY.
Correlation
The correlation between S and SPY is 0.56, 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
S vs. SPY - Performance Comparison
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Key characteristics
S:
-0.18
SPY:
0.69
S:
0.15
SPY:
1.17
S:
1.02
SPY:
1.18
S:
-0.08
SPY:
0.80
S:
-0.32
SPY:
3.08
S:
20.19%
SPY:
4.88%
S:
48.92%
SPY:
20.26%
S:
-83.26%
SPY:
-55.19%
S:
-73.51%
SPY:
-2.76%
Returns By Period
In the year-to-date period, S achieves a -8.96% return, which is significantly lower than SPY's 1.69% return.
S
-8.96%
20.15%
-22.60%
-7.67%
N/A
N/A
SPY
1.69%
12.88%
2.09%
13.66%
16.78%
12.78%
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Risk-Adjusted Performance
S vs. SPY — Risk-Adjusted Performance Rank
S
SPY
S vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) 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
S vs. SPY - Dividend Comparison
S has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S SentinelOne, Inc. | 0.00% | 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 | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
S vs. SPY - Drawdown Comparison
The maximum S drawdown since its inception was -83.26%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for S and SPY. For additional features, visit the drawdowns tool.
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Volatility
S vs. SPY - Volatility Comparison
SentinelOne, Inc. (S) has a higher volatility of 10.34% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that S's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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