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ST vs. SPLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ST vs. SPLG

Last updated May 12, 2025

Compare and contrast key facts about Sensata Technologies Holding plc (ST) and SPDR Portfolio S&P 500 ETF (SPLG).

SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ST or SPLG.

Correlation

The correlation between ST and SPLG is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ST vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sensata Technologies Holding plc (ST) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ST:

108.66%

SPLG:

10.45%

Max Drawdown

ST:

-1.59%

SPLG:

-0.83%

Current Drawdown

ST:

0.00%

SPLG:

-0.11%

Returns By Period

ST

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPLG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ST vs. SPLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ST
The Risk-Adjusted Performance Rank of ST is 1111
Overall Rank
The Sharpe Ratio Rank of ST is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ST is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ST is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ST is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ST is 1212
Martin Ratio Rank
SPLG
The Risk-Adjusted Performance Rank of SPLG is 6464
Overall Rank
The Sharpe Ratio Rank of SPLG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ST vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) and SPDR Portfolio S&P 500 ETF (SPLG). 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

ST vs. SPLG - Dividend Comparison

ST's dividend yield for the trailing twelve months is around 1.41%, more than SPLG's 1.35% yield.

TTM20242023202220212020201920182017201620152014
ST
Sensata Technologies Holding plc		1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF		1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ST vs. SPLG - Drawdown Comparison

The maximum ST drawdown since its inception was -1.59%, which is greater than SPLG's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for ST and SPLG. For additional features, visit the drawdowns tool.

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Volatility

ST vs. SPLG - Volatility Comparison

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