SPR vs. ROKT
Compare and contrast key facts about Spirit AeroSystems Holdings, Inc. (SPR) and SPDR S&P Kensho Final Frontiers ETF (ROKT).
ROKT is a passively managed fund by State Street that tracks the performance of the S&P Kensho Final Frontiers Index. It was launched on Oct 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPR or ROKT.
Key characteristics
| SPR | ROKT | |
|---|---|---|
| YTD Return | -4.31% | 27.24% |
| 1Y Return | 20.91% | 38.51% |
| 3Y Return (Ann) | -12.09% | 11.78% |
| 5Y Return (Ann) | -19.84% | 10.61% |
| Sharpe Ratio | 0.57 | 2.48 |
| Sortino Ratio | 1.08 | 3.44 |
| Omega Ratio | 1.14 | 1.44 |
| Calmar Ratio | 0.30 | 4.82 |
| Martin Ratio | 2.39 | 13.90 |
| Ulcer Index | 9.63% | 2.98% |
| Daily Std Dev | 40.66% | 16.66% |
| Max Drawdown | -85.37% | -43.16% |
| Current Drawdown | -70.02% | 0.00% |
Correlation
The correlation between SPR and ROKT 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.
Performance
SPR vs. ROKT - Performance Comparison
In the year-to-date period, SPR achieves a -4.31% return, which is significantly lower than ROKT's 27.24% 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
SPR vs. ROKT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Spirit AeroSystems Holdings, Inc. (SPR) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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
SPR vs. ROKT - Dividend Comparison
SPR has not paid dividends to shareholders, while ROKT's dividend yield for the trailing twelve months is around 0.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
SPR Spirit AeroSystems Holdings, Inc. | 0.00% | 0.00% | 0.10% | 0.09% | 0.10% | 0.66% | 0.64% | 0.46% | 0.17% |
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.54% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% | 0.00% | 0.00% |
Drawdowns
SPR vs. ROKT - Drawdown Comparison
The maximum SPR drawdown since its inception was -85.37%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for SPR and ROKT. For additional features, visit the drawdowns tool.
Volatility
SPR vs. ROKT - Volatility Comparison
Spirit AeroSystems Holdings, Inc. (SPR) has a higher volatility of 9.57% compared to SPDR S&P Kensho Final Frontiers ETF (ROKT) at 6.68%. This indicates that SPR's price experiences larger fluctuations and is considered to be riskier than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.