STPZ vs. SPIR
Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Spire Global, Inc. (SPIR).
STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STPZ or SPIR.
Key characteristics
| STPZ | SPIR | |
|---|---|---|
| YTD Return | 4.19% | 47.06% |
| 1Y Return | 6.39% | 150.00% |
| 3Y Return (Ann) | 1.25% | -35.42% |
| Sharpe Ratio | 2.60 | 1.52 |
| Sortino Ratio | 4.29 | 2.11 |
| Omega Ratio | 1.55 | 1.31 |
| Calmar Ratio | 1.76 | 1.51 |
| Martin Ratio | 17.68 | 4.31 |
| Ulcer Index | 0.36% | 33.90% |
| Daily Std Dev | 2.44% | 96.64% |
| Max Drawdown | -6.76% | -97.74% |
| Current Drawdown | -0.89% | -92.21% |
Correlation
The correlation between STPZ and SPIR is 0.06, 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.
Performance
STPZ vs. SPIR - Performance Comparison
In the year-to-date period, STPZ achieves a 4.19% return, which is significantly lower than SPIR's 47.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STPZ vs. SPIR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Spire Global, Inc. (SPIR). 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
STPZ vs. SPIR - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 1.83%, while SPIR has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.83% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.39% | 1.51% | 0.65% | 0.49% | 0.86% | 0.09% |
SPIR Spire Global, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STPZ vs. SPIR - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.76%, smaller than the maximum SPIR drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for STPZ and SPIR. For additional features, visit the drawdowns tool.
Volatility
STPZ vs. SPIR - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.55%, while Spire Global, Inc. (SPIR) has a volatility of 17.30%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than SPIR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.