SRPT vs. SPY
Compare and contrast key facts about Sarepta Therapeutics, Inc. (SRPT) 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: SRPT or SPY.
Correlation
The correlation between SRPT and SPY is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SRPT vs. SPY - Performance Comparison
Key characteristics
SRPT:
0.50
SPY:
2.12
SRPT:
1.39
SPY:
2.83
SRPT:
1.17
SPY:
1.40
SRPT:
0.54
SPY:
3.15
SRPT:
1.53
SPY:
13.87
SRPT:
16.66%
SPY:
1.91%
SRPT:
50.93%
SPY:
12.51%
SRPT:
-98.17%
SPY:
-55.19%
SRPT:
-32.02%
SPY:
-1.78%
Returns By Period
The year-to-date returns for both investments are quite close, with SRPT having a 26.00% return and SPY slightly higher at 26.79%. Over the past 10 years, SRPT has outperformed SPY with an annualized return of 23.73%, while SPY has yielded a comparatively lower 13.08% annualized return.
SRPT
26.00%
-11.92%
-23.10%
24.26%
-1.31%
23.73%
SPY
26.79%
-0.30%
10.04%
26.42%
14.75%
13.08%
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Risk-Adjusted Performance
SRPT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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.
Dividends
SRPT vs. SPY - Dividend Comparison
SRPT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SRPT vs. SPY - Drawdown Comparison
The maximum SRPT drawdown since its inception was -98.17%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRPT and SPY. For additional features, visit the drawdowns tool.
Volatility
SRPT vs. SPY - Volatility Comparison
Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 10.32% compared to SPDR S&P 500 ETF (SPY) at 4.07%. This indicates that SRPT'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.