STN vs. SPY
Compare and contrast key facts about Stantec Inc (STN) 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: STN or SPY.
Correlation
The correlation between STN and SPY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STN vs. SPY - Performance Comparison
Key characteristics
STN:
0.21
SPY:
2.21
STN:
0.46
SPY:
2.93
STN:
1.05
SPY:
1.41
STN:
0.34
SPY:
3.26
STN:
0.82
SPY:
14.43
STN:
5.27%
SPY:
1.90%
STN:
20.44%
SPY:
12.41%
STN:
-67.42%
SPY:
-55.19%
STN:
-9.47%
SPY:
-2.74%
Returns By Period
In the year-to-date period, STN achieves a -0.31% return, which is significantly lower than SPY's 25.54% return. Both investments have delivered pretty close results over the past 10 years, with STN having a 12.77% annualized return and SPY not far ahead at 12.97%.
STN
-0.31%
-7.59%
-2.51%
1.60%
24.65%
12.77%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
STN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) 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
STN vs. SPY - Dividend Comparison
STN's dividend yield for the trailing twelve months is around 0.77%, less than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STN Stantec Inc | 0.77% | 0.73% | 1.14% | 1.23% | 1.42% | 2.06% | 1.91% | 1.38% | 1.34% | 1.31% | 1.21% | 1.02% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
STN vs. SPY - Drawdown Comparison
The maximum STN drawdown since its inception was -67.42%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for STN and SPY. For additional features, visit the drawdowns tool.
Volatility
STN vs. SPY - Volatility Comparison
Stantec Inc (STN) has a higher volatility of 5.20% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that STN'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.