SJW vs. SPY
Compare and contrast key facts about SJW Group (SJW) 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: SJW or SPY.
Correlation
The correlation between SJW and SPY is 0.34, 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
SJW vs. SPY - Performance Comparison
Key characteristics
SJW:
0.02
SPY:
0.51
SJW:
0.21
SPY:
0.86
SJW:
1.02
SPY:
1.13
SJW:
0.01
SPY:
0.55
SJW:
0.05
SPY:
2.26
SJW:
10.89%
SPY:
4.55%
SJW:
25.28%
SPY:
20.08%
SJW:
-54.53%
SPY:
-55.19%
SJW:
-31.85%
SPY:
-9.89%
Returns By Period
In the year-to-date period, SJW achieves a 10.15% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SJW has underperformed SPY with an annualized return of 8.18%, while SPY has yielded a comparatively higher 11.99% annualized return.
SJW
10.15%
3.52%
-3.20%
1.03%
0.24%
8.18%
SPY
-5.76%
-3.16%
-4.30%
10.76%
15.96%
11.99%
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Risk-Adjusted Performance
SJW vs. SPY — Risk-Adjusted Performance Rank
SJW
SPY
SJW vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SJW Group (SJW) 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
SJW vs. SPY - Dividend Comparison
SJW's dividend yield for the trailing twelve months is around 3.01%, more than SPY's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJW SJW Group | 3.01% | 3.25% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SJW vs. SPY - Drawdown Comparison
The maximum SJW drawdown since its inception was -54.53%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SJW and SPY. For additional features, visit the drawdowns tool.
Volatility
SJW vs. SPY - Volatility Comparison
The current volatility for SJW Group (SJW) is 8.77%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that SJW experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.