SPGP vs. PFE
Compare and contrast key facts about Invesco S&P 500 GARP ETF (SPGP) and Pfizer Inc. (PFE).
SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPGP or PFE.
Key characteristics
| SPGP | PFE | |
|---|---|---|
| YTD Return | 1.68% | -4.17% |
| 1Y Return | 18.56% | -26.83% |
| 3Y Return (Ann) | 6.38% | -7.49% |
| 5Y Return (Ann) | 13.75% | -3.40% |
| 10Y Return (Ann) | 14.22% | 2.99% |
| Sharpe Ratio | 1.24 | -1.10 |
| Daily Std Dev | 13.63% | 24.59% |
| Max Drawdown | -42.08% | -69.72% |
| Current Drawdown | -6.93% | -51.38% |
Correlation
The correlation between SPGP and PFE is 0.41, 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
SPGP vs. PFE - Performance Comparison
In the year-to-date period, SPGP achieves a 1.68% return, which is significantly higher than PFE's -4.17% return. Over the past 10 years, SPGP has outperformed PFE with an annualized return of 14.22%, while PFE has yielded a comparatively lower 2.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPGP vs. PFE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) and Pfizer Inc. (PFE). 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
SPGP vs. PFE - Dividend Comparison
SPGP's dividend yield for the trailing twelve months is around 1.35%, less than PFE's 6.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGP Invesco S&P 500 GARP ETF | 1.35% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
PFE Pfizer Inc. | 6.07% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.47% | 3.34% | 3.14% |
Drawdowns
SPGP vs. PFE - Drawdown Comparison
The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum PFE drawdown of -69.72%. Use the drawdown chart below to compare losses from any high point for SPGP and PFE. For additional features, visit the drawdowns tool.
Volatility
SPGP vs. PFE - Volatility Comparison
The current volatility for Invesco S&P 500 GARP ETF (SPGP) is 4.30%, while Pfizer Inc. (PFE) has a volatility of 8.76%. This indicates that SPGP experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.