SFBS vs. SPY
Compare and contrast key facts about ServisFirst Bancshares, Inc. (SFBS) 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: SFBS or SPY.
Performance
SFBS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SFBS achieves a 46.94% return, which is significantly higher than SPY's 26.47% return. Over the past 10 years, SFBS has outperformed SPY with an annualized return of 21.49%, while SPY has yielded a comparatively lower 13.14% annualized return.
SFBS
46.94%
14.80%
55.47%
94.03%
23.60%
21.49%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| SFBS | SPY | |
|---|---|---|
| Sharpe Ratio | 2.32 | 2.69 |
| Sortino Ratio | 3.20 | 3.59 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 2.07 | 3.88 |
| Martin Ratio | 11.57 | 17.47 |
| Ulcer Index | 8.13% | 1.87% |
| Daily Std Dev | 40.47% | 12.14% |
| Max Drawdown | -57.15% | -55.19% |
| Current Drawdown | -2.13% | -0.54% |
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Correlation
The correlation between SFBS and SPY is 0.49, 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.
Risk-Adjusted Performance
SFBS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ServisFirst Bancshares, Inc. (SFBS) 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.
Dividends
SFBS vs. SPY - Dividend Comparison
SFBS's dividend yield for the trailing twelve months is around 1.24%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFBS ServisFirst Bancshares, Inc. | 1.24% | 1.71% | 1.41% | 0.98% | 1.80% | 1.66% | 1.51% | 0.48% | 0.51% | 0.48% | 0.30% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SFBS vs. SPY - Drawdown Comparison
The maximum SFBS drawdown since its inception was -57.15%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SFBS and SPY. For additional features, visit the drawdowns tool.
Volatility
SFBS vs. SPY - Volatility Comparison
ServisFirst Bancshares, Inc. (SFBS) has a higher volatility of 14.02% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that SFBS'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.