SPG vs. SPY
Compare and contrast key facts about Simon Property Group, Inc. (SPG) 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: SPG or SPY.
Performance
SPG vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, SPG achieves a 31.34% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, SPG has underperformed SPY with an annualized return of 5.00%, while SPY has yielded a comparatively higher 13.04% annualized return.
SPG
31.34%
2.99%
24.30%
57.86%
9.03%
5.00%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| SPG | SPY | |
|---|---|---|
| Sharpe Ratio | 2.66 | 2.64 |
| Sortino Ratio | 3.59 | 3.53 |
| Omega Ratio | 1.45 | 1.49 |
| Calmar Ratio | 2.54 | 3.81 |
| Martin Ratio | 15.76 | 17.21 |
| Ulcer Index | 3.66% | 1.86% |
| Daily Std Dev | 21.68% | 12.15% |
| Max Drawdown | -77.00% | -55.19% |
| Current Drawdown | -0.59% | -2.17% |
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Correlation
The correlation between SPG and SPY is 0.45, 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.
Risk-Adjusted Performance
SPG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) 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
SPG vs. SPY - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 4.38%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 4.38% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SPG vs. SPY - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SPG and SPY. For additional features, visit the drawdowns tool.
Volatility
SPG vs. SPY - Volatility Comparison
Simon Property Group, Inc. (SPG) has a higher volatility of 5.85% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that SPG'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.