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.
Performance
SJW vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SJW achieves a -13.31% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, SJW has underperformed SPY with an annualized return of 8.48%, while SPY has yielded a comparatively higher 13.10% annualized return.
SJW
-13.31%
-5.56%
-1.12%
-12.66%
-2.41%
8.48%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| SJW | SPY | |
|---|---|---|
| Sharpe Ratio | -0.54 | 2.70 |
| Sortino Ratio | -0.64 | 3.60 |
| Omega Ratio | 0.93 | 1.50 |
| Calmar Ratio | -0.34 | 3.90 |
| Martin Ratio | -0.79 | 17.52 |
| Ulcer Index | 15.59% | 1.87% |
| Daily Std Dev | 22.62% | 12.14% |
| Max Drawdown | -63.01% | -55.19% |
| Current Drawdown | -30.74% | -0.85% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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 2.90%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SJW SJW Group | 2.90% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% | 2.45% |
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
SJW vs. SPY - Drawdown Comparison
The maximum SJW drawdown since its inception was -63.01%, which is greater than SPY's maximum 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
SJW Group (SJW) has a higher volatility of 7.38% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that SJW'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.