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SPH vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPH and SPLG is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SPH vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suburban Propane Partners, L.P. (SPH) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
323.76%
524.95%
SPH
SPLG

Key characteristics

Sharpe Ratio

SPH:

0.68

SPLG:

0.32

Sortino Ratio

SPH:

1.04

SPLG:

0.57

Omega Ratio

SPH:

1.14

SPLG:

1.08

Calmar Ratio

SPH:

0.98

SPLG:

0.32

Martin Ratio

SPH:

1.91

SPLG:

1.42

Ulcer Index

SPH:

10.30%

SPLG:

4.19%

Daily Std Dev

SPH:

28.81%

SPLG:

18.83%

Max Drawdown

SPH:

-60.59%

SPLG:

-54.52%

Current Drawdown

SPH:

-6.67%

SPLG:

-13.84%

Returns By Period

In the year-to-date period, SPH achieves a 22.30% return, which is significantly higher than SPLG's -9.89% return. Over the past 10 years, SPH has underperformed SPLG with an annualized return of 2.20%, while SPLG has yielded a comparatively higher 11.61% annualized return.


SPH

YTD

22.30%

1M

-2.03%

6M

14.57%

1Y

16.61%

5Y*

17.69%

10Y*

2.20%

SPLG

YTD

-9.89%

1M

-6.86%

6M

-9.34%

1Y

6.79%

5Y*

14.72%

10Y*

11.61%

*Annualized

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Risk-Adjusted Performance

SPH vs. SPLG — Risk-Adjusted Performance Rank

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

SPH
The Risk-Adjusted Performance Rank of SPH is 7575
Overall Rank
The Sharpe Ratio Rank of SPH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPH is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPH is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPH is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPH is 7474
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 5757
Overall Rank
The Sharpe Ratio Rank of SPLG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SPLG 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.

SPH vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Suburban Propane Partners, L.P. (SPH) and SPDR Portfolio S&P 500 ETF (SPLG). 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 SPH, currently valued at 0.68, compared to the broader market-2.00-1.000.001.002.003.00
SPH: 0.68
SPLG: 0.32
The chart of Sortino ratio for SPH, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
SPH: 1.04
SPLG: 0.57
The chart of Omega ratio for SPH, currently valued at 1.14, compared to the broader market0.501.001.502.00
SPH: 1.14
SPLG: 1.08
The chart of Calmar ratio for SPH, currently valued at 0.98, compared to the broader market0.001.002.003.004.00
SPH: 0.98
SPLG: 0.32
The chart of Martin ratio for SPH, currently valued at 1.91, compared to the broader market-5.000.005.0010.0015.0020.00
SPH: 1.91
SPLG: 1.42

The current SPH Sharpe Ratio is 0.68, which is higher than the SPLG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of SPH and SPLG, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.68
0.32
SPH
SPLG

Dividends

SPH vs. SPLG - Dividend Comparison

SPH's dividend yield for the trailing twelve months is around 6.27%, more than SPLG's 1.45% yield.


TTM20242023202220212020201920182017201620152014
SPH
Suburban Propane Partners, L.P.
6.27%7.56%7.32%8.56%8.53%12.11%10.98%12.45%13.47%11.81%14.55%8.10%
SPLG
SPDR Portfolio S&P 500 ETF
1.45%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

SPH vs. SPLG - Drawdown Comparison

The maximum SPH drawdown since its inception was -60.59%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for SPH and SPLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.67%
-13.84%
SPH
SPLG

Volatility

SPH vs. SPLG - Volatility Comparison

The current volatility for Suburban Propane Partners, L.P. (SPH) is 10.50%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 13.53%. This indicates that SPH experiences smaller price fluctuations and is considered to be less risky than SPLG 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%NovemberDecember2025FebruaryMarchApril
10.50%
13.53%
SPH
SPLG
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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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