SIG vs. SPY
Compare and contrast key facts about Signet Jewelers Limited (SIG) 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: SIG or SPY.
Correlation
The correlation between SIG and SPY is 0.33, 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
SIG vs. SPY - Performance Comparison
Key characteristics
SIG:
-0.71
SPY:
0.35
SIG:
-0.83
SPY:
0.63
SIG:
0.89
SPY:
1.09
SIG:
-0.63
SPY:
0.37
SIG:
-1.31
SPY:
1.57
SIG:
30.04%
SPY:
4.39%
SIG:
55.51%
SPY:
19.96%
SIG:
-95.53%
SPY:
-55.19%
SIG:
-54.97%
SPY:
-13.72%
Returns By Period
In the year-to-date period, SIG achieves a -30.05% return, which is significantly lower than SPY's -9.77% return. Over the past 10 years, SIG has underperformed SPY with an annualized return of -6.81%, while SPY has yielded a comparatively higher 11.50% annualized return.
SIG
-30.05%
-3.22%
-40.79%
-43.06%
51.44%
-6.81%
SPY
-9.77%
-6.51%
-9.04%
6.85%
15.30%
11.50%
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Risk-Adjusted Performance
SIG vs. SPY — Risk-Adjusted Performance Rank
SIG
SPY
SIG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) 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
SIG vs. SPY - Dividend Comparison
SIG's dividend yield for the trailing twelve months is around 2.06%, more than SPY's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIG Signet Jewelers Limited | 2.06% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% | 0.52% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SIG vs. SPY - Drawdown Comparison
The maximum SIG drawdown since its inception was -95.53%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SIG and SPY. For additional features, visit the drawdowns tool.
Volatility
SIG vs. SPY - Volatility Comparison
Signet Jewelers Limited (SIG) has a higher volatility of 23.73% compared to SPDR S&P 500 ETF (SPY) at 14.97%. This indicates that SIG'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.