SPY vs. ^SP500TR

In the year-to-date period, SPY achieves a 1.69% return, which is significantly lower than ^SP500TR's 1.81% return. Both investments have delivered pretty close results over the past 10 years, with SPY having a 12.78% annualized return and ^SP500TR not far ahead at 12.89%.

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This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and S&P 500 Total Return (^SP500TR). 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 0.69, which is comparable to the ^SP500TR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SPY and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SPY drawdown since its inception was -55.19%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SPY and ^SP500TR. For additional features, visit the drawdowns tool.

SPDR S&P 500 ETF (SPY) and S&P 500 Total Return (^SP500TR) have volatilities of 5.51% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.