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SBT vs. SPDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBT and SPDW is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Returns By Period


SBT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SPDW

YTD

16.64%

1M

5.51%

6M

12.68%

1Y

13.19%

3Y*

10.34%

5Y*

11.24%

10Y*

6.01%

*Annualized

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SPDR Portfolio World ex-US ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SBT vs. SPDW — Risk-Adjusted Performance Rank

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

SBT
The Risk-Adjusted Performance Rank of SBT is 4141
Overall Rank
The Sharpe Ratio Rank of SBT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SBT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SBT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SBT is 4646
Calmar Ratio Rank
The Martin Ratio Rank of SBT is 4444
Martin Ratio Rank

SPDW
The Risk-Adjusted Performance Rank of SPDW is 7070
Overall Rank
The Sharpe Ratio Rank of SPDW is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPDW is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPDW is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPDW is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPDW is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBT vs. SPDW - Risk-Adjusted Performance 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 2.74%.


TTM20242023202220212020201920182017201620152014
SBT
Sterling Bancorp, Inc. (Southfield, MI)
100.21%0.00%0.00%0.00%0.00%0.22%0.49%0.58%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
2.74%3.19%2.75%3.12%3.04%1.87%3.13%3.07%1.86%3.11%2.79%3.51%

Drawdowns

SBT vs. SPDW - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SBT vs. SPDW - Volatility Comparison


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