SSEZY vs. SPYG
SSEZY (SSE PLC ADR) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, SSEZY returned 11.81%/yr vs 18.23%/yr for SPYG. At a 0.34 correlation, their price movements are largely independent.
Performance
SSEZY vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, SSEZY achieves a 4.72% return, which is significantly lower than SPYG's 8.55% return. Over the past 10 years, SSEZY has underperformed SPYG with an annualized return of 11.81%, while SPYG has yielded a comparatively higher 18.23% annualized return.
SSEZY
- 1D
- 0.88%
- 1M
- -4.90%
- YTD
- 4.72%
- 6M
- 5.79%
- 1Y
- 23.27%
- 3Y*
- 14.57%
- 5Y*
- 12.89%
- 10Y*
- 11.81%
SPYG
- 1D
- 0.06%
- 1M
- -3.41%
- YTD
- 8.55%
- 6M
- 7.04%
- 1Y
- 24.40%
- 3Y*
- 25.78%
- 5Y*
- 14.08%
- 10Y*
- 18.23%
SSEZY vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 4.72% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | 1.53% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 8.55% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between SSEZY and SPYG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.34 |
Over the past year, the correlation between SSEZY and SPYG has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
SSEZY vs. SPYG — Risk / Return Rank
SSEZY
SPYG
SSEZY vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SSEZY | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.78 | -0.48 |
| Martin ratioReturn relative to average drawdown | 2.95 | 7.00 | -4.05 |
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Drawdowns
SSEZY vs. SPYG - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.69%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for SSEZY and SPYG.
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Drawdown Indicators
| SSEZY | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -67.63% | +12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -13.76% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -22.14% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -32.67% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -42.77% | -32.67% | -10.10% |
Current DrawdownCurrent decline from peak | -16.72% | -5.65% | -11.07% |
Average DrawdownAverage peak-to-trough decline | -15.55% | -24.28% | +8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 3.49% | +4.42% |
Volatility
SSEZY vs. SPYG - Volatility Comparison
SSE PLC ADR (SSEZY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 6.90% and 7.12%, 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.
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Volatility by Period
| SSEZY | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 7.12% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 20.70% | 13.84% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.92% | 17.17% | +13.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 21.36% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 20.72% | +7.00% |
Dividends
SSEZY vs. SPYG - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.77%, more than SPYG's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.50% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
SSEZY SSE PLC ADR | 2.77% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
Frequently Asked Questions
SSEZY and SPYG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPYG has higher volatility (7.12%) compared to SSEZY (6.90%). In terms of maximum drawdown, SSEZY dropped -54.69% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.43 vs 0.76), 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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