SPIR vs. STPZ
Compare and contrast key facts about Spire Global, Inc. (SPIR) and PIMCO 1-5 Year US TIPS Index ETF (STPZ).
STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPIR or STPZ.
Key characteristics
| SPIR | STPZ | |
|---|---|---|
| YTD Return | 50.77% | 4.05% |
| 1Y Return | 151.39% | 6.16% |
| 3Y Return (Ann) | -34.84% | 1.20% |
| Sharpe Ratio | 1.62 | 2.56 |
| Sortino Ratio | 2.17 | 4.21 |
| Omega Ratio | 1.32 | 1.53 |
| Calmar Ratio | 1.61 | 1.77 |
| Martin Ratio | 4.60 | 17.13 |
| Ulcer Index | 33.97% | 0.36% |
| Daily Std Dev | 96.47% | 2.44% |
| Max Drawdown | -97.74% | -6.76% |
| Current Drawdown | -92.01% | -1.02% |
Correlation
The correlation between SPIR and STPZ is 0.06, 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.
Performance
SPIR vs. STPZ - Performance Comparison
In the year-to-date period, SPIR achieves a 50.77% return, which is significantly higher than STPZ's 4.05% 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
SPIR vs. STPZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spire Global, Inc. (SPIR) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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
SPIR vs. STPZ - Dividend Comparison
SPIR has not paid dividends to shareholders, while STPZ's dividend yield for the trailing twelve months is around 1.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIR Spire Global, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.83% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.39% | 1.51% | 0.65% | 0.49% | 0.86% | 0.09% |
Drawdowns
SPIR vs. STPZ - Drawdown Comparison
The maximum SPIR drawdown since its inception was -97.74%, which is greater than STPZ's maximum drawdown of -6.76%. Use the drawdown chart below to compare losses from any high point for SPIR and STPZ. For additional features, visit the drawdowns tool.
Volatility
SPIR vs. STPZ - Volatility Comparison
Spire Global, Inc. (SPIR) has a higher volatility of 17.29% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.56%. This indicates that SPIR's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.