SPGI vs. SPYG
Compare and contrast key facts about S&P Global Inc. (SPGI) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGI or SPYG.
Performance
SPGI vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, SPGI achieves a 14.94% return, which is significantly lower than SPYG's 31.50% return. Over the past 10 years, SPGI has outperformed SPYG with an annualized return of 19.74%, while SPYG has yielded a comparatively lower 14.87% annualized return.
SPGI
14.94%
-4.86%
14.35%
25.61%
14.88%
19.74%
SPYG
31.50%
1.51%
14.28%
37.56%
17.26%
14.87%
Key characteristics
| SPGI | SPYG | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.22 |
| Sortino Ratio | 2.13 | 2.90 |
| Omega Ratio | 1.29 | 1.41 |
| Calmar Ratio | 1.84 | 2.81 |
| Martin Ratio | 5.47 | 11.80 |
| Ulcer Index | 4.79% | 3.21% |
| Daily Std Dev | 15.90% | 17.04% |
| Max Drawdown | -74.68% | -67.79% |
| Current Drawdown | -4.86% | -2.77% |
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Correlation
The correlation between SPGI and SPYG is 0.59, 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
SPGI vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
SPGI vs. SPYG - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.72%, more than SPYG's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.66% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
SPGI vs. SPYG - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.68%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for SPGI and SPYG. For additional features, visit the drawdowns tool.
Volatility
SPGI vs. SPYG - Volatility Comparison
S&P Global Inc. (SPGI) and SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 5.53% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.