SPY vs. SPLP

In the year-to-date period, SPY achieves a -5.10% return, which is significantly higher than SPLP's -18.83% return. Over the past 10 years, SPY has outperformed SPLP with an annualized return of 12.11%, while SPLP has yielded a comparatively lower 6.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Steel Partners Holdings L.P. (SPLP). 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.

The current SPY Sharpe Ratio is 0.52, which is higher than the SPLP Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of SPY and SPLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPY's dividend yield for the trailing twelve months is around 1.29%, while SPLP has not paid dividends to shareholders.

The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum SPLP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for SPY and SPLP. For additional features, visit the drawdowns tool.

The current volatility for SPDR S&P 500 ETF (SPY) is 14.99%, while Steel Partners Holdings L.P. (SPLP) has a volatility of 24.67%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than SPLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.