SLF vs. SPY
Compare and contrast key facts about Sun Life Financial Inc. (SLF) 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: SLF or SPY.
Correlation
The correlation between SLF and SPY is 0.56, 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.
Performance
SLF vs. SPY - Performance Comparison
Key characteristics
SLF:
1.14
SPY:
0.72
SLF:
1.54
SPY:
1.13
SLF:
1.23
SPY:
1.17
SLF:
1.65
SPY:
0.76
SLF:
3.53
SPY:
3.04
SLF:
6.49%
SPY:
4.72%
SLF:
20.07%
SPY:
20.06%
SLF:
-78.78%
SPY:
-55.19%
SLF:
-3.13%
SPY:
-7.25%
Returns By Period
In the year-to-date period, SLF achieves a 2.33% return, which is significantly higher than SPY's -3.01% return. Over the past 10 years, SLF has underperformed SPY with an annualized return of 10.56%, while SPY has yielded a comparatively higher 12.45% annualized return.
SLF
2.33%
2.23%
10.29%
20.51%
17.51%
10.56%
SPY
-3.01%
0.40%
-0.12%
13.65%
16.65%
12.45%
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Risk-Adjusted Performance
SLF vs. SPY — Risk-Adjusted Performance Rank
SLF
SPY
SLF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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
SLF vs. SPY - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.96%, more than SPY's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.96% | 3.99% | 4.26% | 4.59% | 3.19% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.77% | 3.61% |
SPY SPDR S&P 500 ETF | 1.26% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SLF vs. SPY - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.78%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SLF and SPY. For additional features, visit the drawdowns tool.
Volatility
SLF vs. SPY - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 9.70%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.07%. This indicates that SLF 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.