Correlation
The correlation between SAFRY and SPY is 0.46, 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.
SAFRY vs. SPY
Compare and contrast key facts about Safran SA (SAFRY) 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: SAFRY or SPY.
Performance
SAFRY vs. SPY - Performance Comparison
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Key characteristics
SAFRY:
0.95
SPY:
0.57
SAFRY:
1.36
SPY:
0.87
SAFRY:
1.20
SPY:
1.13
SAFRY:
1.15
SPY:
0.55
SAFRY:
3.79
SPY:
2.11
SAFRY:
7.13%
SPY:
4.91%
SAFRY:
27.26%
SPY:
20.35%
SAFRY:
-65.58%
SPY:
-55.19%
SAFRY:
-1.94%
SPY:
-5.23%
Returns By Period
In the year-to-date period, SAFRY achieves a 33.21% return, which is significantly higher than SPY's -0.89% return. Over the past 10 years, SAFRY has outperformed SPY with an annualized return of 16.24%, while SPY has yielded a comparatively lower 12.57% annualized return.
SAFRY
33.21%
14.66%
26.64%
24.62%
44.07%
29.32%
16.24%
SPY
-0.89%
5.93%
-2.13%
10.77%
15.38%
16.09%
12.57%
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Risk-Adjusted Performance
SAFRY vs. SPY — Risk-Adjusted Performance Rank
SAFRY
SPY
SAFRY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAFRY) 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
SAFRY vs. SPY - Dividend Comparison
SAFRY's dividend yield for the trailing twelve months is around 0.82%, less than SPY's 1.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAFRY Safran SA | 0.82% | 1.09% | 0.83% | 0.42% | 0.42% | 0.00% | 1.32% | 1.60% | 0.90% | 2.25% | 1.94% | 2.56% |
SPY SPDR S&P 500 ETF | 1.24% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SAFRY vs. SPY - Drawdown Comparison
The maximum SAFRY drawdown since its inception was -65.58%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SAFRY and SPY.
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Volatility
SAFRY vs. SPY - Volatility Comparison
Safran SA (SAFRY) has a higher volatility of 6.04% compared to SPDR S&P 500 ETF (SPY) at 4.45%. This indicates that SAFRY'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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