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SSEZY vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSEZY vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSE PLC ADR (SSEZY) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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SSEZY vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SSEZY vs. SPYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSEZY
SSEZY Risk / Return Rank: 9393
Overall Rank
SSEZY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SSEZY Sortino Ratio Rank: 9595
Sortino Ratio Rank
SSEZY Omega Ratio Rank: 9494
Omega Ratio Rank
SSEZY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SSEZY Martin Ratio Rank: 9292
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6262
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6060
Omega Ratio Rank
SPYG Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SSEZYSPYGDifference

Sharpe ratio

Return per unit of total volatility

2.68

1.04

+1.64

Sortino ratio

Return per unit of downside risk

3.63

1.62

+2.01

Omega ratio

Gain probability vs. loss probability

1.49

1.23

+0.26

Calmar ratio

Return relative to maximum drawdown

4.38

1.75

+2.63

Martin ratio

Return relative to average drawdown

12.93

6.81

+6.12

SSEZY vs. SPYG - Sharpe Ratio Comparison

The current SSEZY Sharpe Ratio is 2.68, which is higher than the SPYG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SSEZY and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSEZYSPYGDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


SSEZYSPYGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.22%

-9.06%

+6.84%

Average Drawdown

Average peak-to-trough decline

-15.62%

-24.48%

+8.86%

Ulcer Index

Depth 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.


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Volatility by Period


SSEZYSPYGDifference

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%