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SBT vs. SPDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBT vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Bancorp, Inc. (Southfield, MI) (SBT) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

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SBT vs. SPDW - Yearly Performance Comparison


Returns By Period


SBT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SPDW

1D
1.66%
1M
-5.40%
YTD
4.50%
6M
9.57%
1Y
31.56%
3Y*
16.67%
5Y*
8.64%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SBT vs. SPDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBT

SPDW
SPDW Risk / Return Rank: 8787
Overall Rank
SPDW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 8787
Sortino Ratio Rank
SPDW Omega Ratio Rank: 8787
Omega Ratio Rank
SPDW Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPDW Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBT vs. SPDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Bancorp, Inc. (Southfield, MI) (SBT) and SPDR Portfolio World ex-US ETF (SPDW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SBT vs. SPDW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBTSPDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

Dividends

SBT vs. SPDW - Dividend Comparison

SBT has not paid dividends to shareholders, while SPDW's dividend yield for the trailing twelve months is around 3.16%.


TTM20252024202320222021202020192018201720162015
SBT
Sterling Bancorp, Inc. (Southfield, MI)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
3.16%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%

Drawdowns

SBT vs. SPDW - Drawdown Comparison

The maximum SBT drawdown since its inception was 0.00%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SBT and SPDW.


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Drawdown Indicators


SBTSPDWDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-60.02%

+60.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

0.00%

-7.11%

+7.11%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.01%

+13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

Volatility

SBT vs. SPDW - Volatility Comparison


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Volatility by Period


SBTSPDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

17.61%

-17.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.27%

-16.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.16%

-17.16%