SBAC vs. SPY

In the year-to-date period, SBAC achieves a 9.54% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SBAC has underperformed SPY with an annualized return of 7.23%, while SPY has yielded a comparatively higher 11.99% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SBA Communications Corporation (SBAC) 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.

The current SBAC Sharpe Ratio is 0.52, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SBAC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SBAC's dividend yield for the trailing twelve months is around 1.82%, more than SPY's 1.30% yield.

The maximum SBAC drawdown since its inception was -99.65%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SBAC and SPY. For additional features, visit the drawdowns tool.

The current volatility for SBA Communications Corporation (SBAC) is 10.68%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that SBAC experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.