SPXC vs. SPLG

In the year-to-date period, SPXC achieves a -8.04% return, which is significantly lower than SPLG's -5.79% return. Over the past 10 years, SPXC has outperformed SPLG with an annualized return of 20.19%, while SPLG has yielded a comparatively lower 12.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) 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.

The current SPXC Sharpe Ratio is 0.27, which is lower than the SPLG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPXC 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.

SPXC has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.38%.

The maximum SPXC drawdown since its inception was -81.12%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for SPXC and SPLG. For additional features, visit the drawdowns tool.

SPX Corporation (SPXC) has a higher volatility of 17.02% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 14.16%. This indicates that SPXC's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.