SR vs. FTSL
SR (Spire Inc.) is a stock, while FTSL (First Trust Senior Loan Fund) is High Yield Bonds fund actively managed by First Trust. Over the past 10 years, SR returned 6.11%/yr vs 4.45%/yr for FTSL. At a 0.12 correlation, their price movements are largely independent.
Performance
SR vs. FTSL - Performance Comparison
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Returns By Period
In the year-to-date period, SR achieves a -1.04% return, which is significantly lower than FTSL's 0.62% return. Over the past 10 years, SR has outperformed FTSL with an annualized return of 6.11%, while FTSL has yielded a comparatively lower 4.45% annualized return.
SR
- 1D
- -1.19%
- 1M
- -10.25%
- YTD
- -1.04%
- 6M
- -1.39%
- 1Y
- 12.25%
- 3Y*
- 12.24%
- 5Y*
- 6.84%
- 10Y*
- 6.11%
FTSL
- 1D
- -0.02%
- 1M
- 0.20%
- YTD
- 0.62%
- 6M
- 0.99%
- 1Y
- 4.53%
- 3Y*
- 7.34%
- 5Y*
- 5.02%
- 10Y*
- 4.45%
SR vs. FTSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SR Spire Inc. | -1.04% | 27.08% | 14.12% | -5.26% | 9.81% | 5.86% | -20.18% | 15.81% | 1.74% | 19.88% |
FTSL First Trust Senior Loan Fund | 0.62% | 5.98% | 8.27% | 11.58% | -2.50% | 3.94% | 2.99% | 10.11% | -1.30% | 2.59% |
Correlation
The correlation between SR and FTSL is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 3, 2013 | 0.12 |
The correlation between SR and FTSL shifts across timeframes, from -0.03 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SR vs. FTSL — Risk / Return Rank
SR
FTSL
SR vs. FTSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spire Inc. (SR) and First Trust Senior Loan Fund (FTSL). 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.
| SR | FTSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.51 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.95 | -1.14 |
| Martin ratioReturn relative to average drawdown | 2.52 | 7.25 | -4.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SR | FTSL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.15 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.50 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.86 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.85 | -0.41 |
Drawdowns
SR vs. FTSL - Drawdown Comparison
The maximum SR drawdown since its inception was -45.00%, which is greater than FTSL's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for SR and FTSL.
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Drawdown Indicators
| SR | FTSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -22.67% | -22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.20% | -2.33% | -12.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.63% | -2.66% | -14.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -6.96% | -19.09% |
Max Drawdown (10Y)Largest decline over 10 years | -39.53% | -22.67% | -16.86% |
Current DrawdownCurrent decline from peak | -14.80% | -0.03% | -14.77% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -0.76% | -8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 0.63% | +4.25% |
Volatility
SR vs. FTSL - Volatility Comparison
Spire Inc. (SR) has a higher volatility of 6.05% compared to First Trust Senior Loan Fund (FTSL) at 0.36%. This indicates that SR's price experiences larger fluctuations and is considered to be riskier than FTSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SR | FTSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 0.36% | +5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 1.95% | +11.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 2.11% | +16.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 3.35% | +18.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.34% | 5.19% | +19.15% |
Dividends
SR vs. FTSL - Dividend Comparison
SR's dividend yield for the trailing twelve months is around 3.97%, less than FTSL's 6.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSL First Trust Senior Loan Fund | 6.46% | 6.59% | 7.56% | 7.59% | 4.77% | 3.17% | 3.48% | 4.44% | 4.29% | 3.64% | 3.70% | 3.95% |
SR Spire Inc. | 3.97% | 3.85% | 4.50% | 4.68% | 4.03% | 4.04% | 3.93% | 2.88% | 3.08% | 2.84% | 3.09% | 3.15% |
Frequently Asked Questions
SR and FTSL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SR has higher volatility (6.05%) compared to FTSL (0.36%). In terms of maximum drawdown, SR dropped -45.00% vs FTSL's -22.67%.
FTSL currently has the higher Sharpe Ratio (2.15 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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