SPG vs. STEW
SPG (Simon Property Group, Inc.) is a stock, while STEW (SRH Total Return Fund Inc.) is Diversified Portfolio fund managed by SRH. Over the past 3 years, SPG returned 32.01%/yr vs 14.95%/yr for STEW. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
SPG vs. STEW - Performance Comparison
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Returns By Period
In the year-to-date period, SPG achieves a 21.01% return, which is significantly higher than STEW's -2.05% return.
SPG
- 1D
- 1.95%
- 1M
- 10.71%
- YTD
- 21.01%
- 6M
- 23.06%
- 1Y
- 46.24%
- 3Y*
- 32.01%
- 5Y*
- 16.57%
- 10Y*
- 6.11%
STEW
- 1D
- 0.23%
- 1M
- 1.02%
- YTD
- -2.05%
- 6M
- -0.22%
- 1Y
- 7.81%
- 3Y*
- 14.95%
- 5Y*
- —
- 10Y*
- —
SPG vs. STEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 21.01% | 12.94% | 26.92% | 29.24% | -7.37% |
STEW SRH Total Return Fund Inc. | -2.05% | 20.28% | 19.90% | 13.54% | -10.14% |
Correlation
The correlation between SPG and STEW is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2022 | 0.58 |
The correlation between SPG and STEW shifts across timeframes, from 0.48 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPG vs. STEW — Risk / Return Rank
SPG
STEW
SPG vs. STEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) and SRH Total Return Fund Inc. (STEW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPG | STEW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.12 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 0.73 | +3.15 |
| Martin ratioReturn relative to average drawdown | 14.03 | 2.24 | +11.79 |
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Drawdowns
SPG vs. STEW - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, which is greater than STEW's maximum drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for SPG and STEW.
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Drawdown Indicators
| SPG | STEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -25.25% | -51.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -9.68% | -1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -11.30% | -13.02% |
Max Drawdown (5Y)Largest decline over 5 years | -45.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.29% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -5.32% | -8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.14% | +0.04% |
Volatility
SPG vs. STEW - Volatility Comparison
Simon Property Group, Inc. (SPG) has a higher volatility of 5.43% compared to SRH Total Return Fund Inc. (STEW) at 2.82%. This indicates that SPG's price experiences larger fluctuations and is considered to be riskier than STEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPG | STEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 2.82% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 8.28% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 11.08% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 15.44% | +11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.08% | 15.44% | +21.64% |
Dividends
SPG vs. STEW - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 4.02%, less than STEW's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 4.02% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
STEW SRH Total Return Fund Inc. | 4.11% | 3.56% | 3.43% | 3.60% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPG and STEW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPG has higher volatility (5.43%) compared to STEW (2.82%). In terms of maximum drawdown, SPG dropped -77.00% vs STEW's -25.25%.
SPG currently has the higher Sharpe Ratio (2.38 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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