SHOO vs. SPYD
Compare and contrast key facts about Steven Madden, Ltd. (SHOO) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Performance
SHOO vs. SPYD - Performance Comparison
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SHOO vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHOO Steven Madden, Ltd. | -18.04% | 0.63% | 3.21% | 34.62% | -29.52% | 33.46% | -17.43% | 44.42% | -1.19% | 30.63% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 6.32% | 4.65% | 15.34% | 3.91% | -1.17% | 32.73% | -11.64% | 21.20% | -4.89% | 12.67% |
Returns By Period
In the year-to-date period, SHOO achieves a -18.04% return, which is significantly lower than SPYD's 6.32% return. Over the past 10 years, SHOO has underperformed SPYD with an annualized return of 4.83%, while SPYD has yielded a comparatively higher 8.49% annualized return.
SHOO
- 1D
- 4.08%
- 1M
- -5.46%
- YTD
- -18.04%
- 6M
- 2.43%
- 1Y
- 30.68%
- 3Y*
- 0.38%
- 5Y*
- 0.41%
- 10Y*
- 4.83%
SPYD
- 1D
- 0.91%
- 1M
- -4.18%
- YTD
- 6.32%
- 6M
- 5.84%
- 1Y
- 7.66%
- 3Y*
- 11.19%
- 5Y*
- 7.79%
- 10Y*
- 8.49%
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Return for Risk
SHOO vs. SPYD — Risk / Return Rank
SHOO
SPYD
SHOO vs. SPYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Steven Madden, Ltd. (SHOO) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
| SHOO | SPYD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.49 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.15 | 0.79 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.73 | +0.24 |
Martin ratioReturn relative to average drawdown | 2.24 | 2.60 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHOO | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.48 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.43 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.45 | -0.27 |
Correlation
The correlation between SHOO and SPYD is 0.52, 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.
Dividends
SHOO vs. SPYD - Dividend Comparison
SHOO's dividend yield for the trailing twelve months is around 2.48%, less than SPYD's 4.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHOO Steven Madden, Ltd. | 2.48% | 2.02% | 1.98% | 2.00% | 2.63% | 1.29% | 0.42% | 1.33% | 1.78% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.37% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Drawdowns
SHOO vs. SPYD - Drawdown Comparison
The maximum SHOO drawdown since its inception was -77.06%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SHOO and SPYD.
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Drawdown Indicators
| SHOO | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.06% | -46.42% | -30.64% |
Max Drawdown (1Y)Largest decline over 1 year | -31.73% | -12.35% | -19.38% |
Max Drawdown (5Y)Largest decline over 5 years | -60.21% | -22.25% | -37.96% |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | -46.42% | -13.79% |
Current DrawdownCurrent decline from peak | -29.10% | -4.34% | -24.76% |
Average DrawdownAverage peak-to-trough decline | -22.88% | -6.24% | -16.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.70% | 3.46% | +10.24% |
Volatility
SHOO vs. SPYD - Volatility Comparison
Steven Madden, Ltd. (SHOO) has a higher volatility of 12.86% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.08%. This indicates that SHOO's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHOO | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.86% | 3.08% | +9.78% |
Volatility (6M)Calculated over the trailing 6-month period | 32.72% | 8.62% | +24.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.19% | 15.71% | +39.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.09% | 16.25% | +22.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.19% | 19.80% | +20.39% |