STRL vs. SPY
Compare and contrast key facts about Sterling Construction Company, Inc. (STRL) 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: STRL or SPY.
Key characteristics
| STRL | SPY | |
|---|---|---|
| YTD Return | 21.76% | 16.89% |
| 1Y Return | 28.79% | 24.07% |
| 3Y Return (Ann) | 67.16% | 8.44% |
| 5Y Return (Ann) | 56.49% | 14.99% |
| 10Y Return (Ann) | 29.20% | 12.64% |
| Sharpe Ratio | 0.56 | 1.94 |
| Daily Std Dev | 52.47% | 12.53% |
| Max Drawdown | -92.51% | -55.19% |
| Current Drawdown | -21.02% | -2.26% |
Correlation
The correlation between STRL and SPY is 0.28, 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
STRL vs. SPY - Performance Comparison
In the year-to-date period, STRL achieves a 21.76% return, which is significantly higher than SPY's 16.89% return. Over the past 10 years, STRL has outperformed SPY with an annualized return of 29.20%, while SPY has yielded a comparatively lower 12.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
STRL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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
STRL vs. SPY - Dividend Comparison
STRL has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRL Sterling Construction Company, 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% |
SPY SPDR S&P 500 ETF | 1.24% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
STRL vs. SPY - Drawdown Comparison
The maximum STRL drawdown since its inception was -92.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for STRL and SPY. For additional features, visit the drawdowns tool.
Volatility
STRL vs. SPY - Volatility Comparison
Sterling Construction Company, Inc. (STRL) has a higher volatility of 15.72% compared to SPDR S&P 500 ETF (SPY) at 5.52%. This indicates that STRL'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.