SSEZY vs. SPYG
Compare and contrast key facts about SSE PLC ADR (SSEZY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
SSEZY vs. SPYG - Performance Comparison
Loading graphics...
SSEZY vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 21.59% | 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 | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, SSEZY achieves a 21.59% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, SSEZY has underperformed SPYG with an annualized return of 12.33%, while SPYG has yielded a comparatively higher 15.90% annualized return.
SSEZY
- 1D
- 2.53%
- 1M
- -1.18%
- YTD
- 21.59%
- 6M
- 52.97%
- 1Y
- 79.19%
- 3Y*
- 21.98%
- 5Y*
- 17.22%
- 10Y*
- 12.33%
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| SSEZY | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.68 | 1.04 | +1.64 |
Sortino ratioReturn per unit of downside risk | 3.63 | 1.62 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.23 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 1.75 | +2.63 |
Martin ratioReturn relative to average drawdown | 12.93 | 6.81 | +6.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SSEZY | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 1.04 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.32 | -0.07 |
Correlation
The correlation between SSEZY and SPYG is 0.34, 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.
Dividends
SSEZY vs. SPYG - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.38%, more than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 2.38% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
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.
Loading graphics...
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 | -17.81% | -13.76% | -4.05% |
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 | -2.22% | -9.06% | +6.84% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -24.48% | +8.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 3.55% | +2.48% |
Volatility
SSEZY vs. SPYG - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 9.30% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. This indicates that SSEZY's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SSEZY | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 7.32% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 12.90% | +9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.75% | 22.42% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.37% | 21.13% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 20.57% | +7.48% |