Correlation
The correlation between SRG and SPY is 0.41, 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.
SRG vs. SPY
Compare and contrast key facts about Seritage Growth Properties (SRG) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRG or SPY.
Performance
SRG vs. SPY - Performance Comparison
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Key characteristics
SRG:
-1.00
SPY:
0.70
SRG:
-1.72
SPY:
1.02
SRG:
0.80
SPY:
1.15
SRG:
-0.50
SPY:
0.68
SRG:
-1.66
SPY:
2.57
SRG:
28.63%
SPY:
4.93%
SRG:
46.46%
SPY:
20.42%
SRG:
-95.30%
SPY:
-55.19%
SRG:
-94.64%
SPY:
-3.55%
Returns By Period
In the year-to-date period, SRG achieves a -31.55% return, which is significantly lower than SPY's 0.87% return.
SRG
-31.55%
-5.69%
-38.16%
-46.39%
-29.45%
-18.56%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
SRG vs. SPY — Risk-Adjusted Performance Rank
SRG
SPY
SRG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Seritage Growth Properties (SRG) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
SRG vs. SPY - Dividend Comparison
SRG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRG Seritage Growth Properties | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.62% | 3.09% | 2.47% | 2.34% | 1.24% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SRG vs. SPY - Drawdown Comparison
The maximum SRG drawdown since its inception was -95.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRG and SPY.
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Volatility
SRG vs. SPY - Volatility Comparison
Seritage Growth Properties (SRG) has a higher volatility of 7.25% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that SRG's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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