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SLG vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLG and SPYD is 0.65, 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.


-0.50.00.51.00.7

Performance

SLG vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SL Green Realty Corp. (SLG) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.63%
5.36%
SLG
SPYD

Key characteristics

Sharpe Ratio

SLG:

1.65

SPYD:

1.59

Sortino Ratio

SLG:

2.24

SPYD:

2.19

Omega Ratio

SLG:

1.27

SPYD:

1.28

Calmar Ratio

SLG:

1.21

SPYD:

2.02

Martin Ratio

SLG:

8.96

SPYD:

7.03

Ulcer Index

SLG:

6.83%

SPYD:

2.85%

Daily Std Dev

SLG:

37.10%

SPYD:

12.61%

Max Drawdown

SLG:

-94.02%

SPYD:

-46.42%

Current Drawdown

SLG:

-19.03%

SPYD:

-6.01%

Returns By Period

In the year-to-date period, SLG achieves a -3.08% return, which is significantly lower than SPYD's 1.55% return.


SLG

YTD

-3.08%

1M

-4.29%

6M

10.67%

1Y

63.22%

5Y*

0.32%

10Y*

-1.62%

SPYD

YTD

1.55%

1M

2.74%

6M

5.90%

1Y

20.77%

5Y*

6.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SLG vs. SPYD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLG
The Risk-Adjusted Performance Rank of SLG is 8585
Overall Rank
The Sharpe Ratio Rank of SLG is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 9090
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 6161
Overall Rank
The Sharpe Ratio Rank of SPYD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLG vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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.


Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 1.65, compared to the broader market-2.000.002.004.001.651.59
The chart of Sortino ratio for SLG, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.006.002.242.19
The chart of Omega ratio for SLG, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.28
The chart of Calmar ratio for SLG, currently valued at 1.32, compared to the broader market0.002.004.006.001.322.02
The chart of Martin ratio for SLG, currently valued at 8.96, compared to the broader market-10.000.0010.0020.0030.008.967.03
SLG
SPYD

The current SLG Sharpe Ratio is 1.65, which is comparable to the SPYD Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SLG and SPYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.65
1.59
SLG
SPYD

Dividends

SLG vs. SPYD - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.57%, more than SPYD's 4.25% yield.


TTM20242023202220212020201920182017201620152014
SLG
SL Green Realty Corp.
4.57%4.43%7.15%10.94%8.49%7.81%3.74%4.16%3.11%2.73%2.23%1.77%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.25%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%0.00%

Drawdowns

SLG vs. SPYD - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for SLG and SPYD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.28%
-6.01%
SLG
SPYD

Volatility

SLG vs. SPYD - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 11.24% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.84%. This indicates that SLG'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
11.24%
4.84%
SLG
SPYD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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