SVC vs. SPY
Compare and contrast key facts about Service Properties Trust (SVC) 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: SVC or SPY.
Key characteristics
| SVC | SPY | |
|---|---|---|
| YTD Return | -62.26% | 26.77% |
| 1Y Return | -53.02% | 37.43% |
| 3Y Return (Ann) | -30.27% | 10.15% |
| 5Y Return (Ann) | -30.77% | 15.86% |
| 10Y Return (Ann) | -15.61% | 13.33% |
| Sharpe Ratio | -1.19 | 3.06 |
| Sortino Ratio | -1.86 | 4.08 |
| Omega Ratio | 0.77 | 1.58 |
| Calmar Ratio | -0.63 | 4.44 |
| Martin Ratio | -1.72 | 20.11 |
| Ulcer Index | 31.43% | 1.85% |
| Daily Std Dev | 45.43% | 12.18% |
| Max Drawdown | -85.76% | -55.19% |
| Current Drawdown | -85.76% | -0.31% |
Correlation
The correlation between SVC and SPY is 0.47, 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
SVC vs. SPY - Performance Comparison
In the year-to-date period, SVC achieves a -62.26% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, SVC has underperformed SPY with an annualized return of -15.61%, while SPY has yielded a comparatively higher 13.33% 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
SVC vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) 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
SVC vs. SPY - Dividend Comparison
SVC's dividend yield for the trailing twelve months is around 20.82%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVC Service Properties Trust | 20.82% | 9.37% | 3.16% | 0.46% | 4.96% | 8.84% | 8.84% | 6.93% | 6.40% | 7.61% | 6.34% | 7.05% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SVC vs. SPY - Drawdown Comparison
The maximum SVC drawdown since its inception was -85.76%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SVC and SPY. For additional features, visit the drawdowns tool.
Volatility
SVC vs. SPY - Volatility Comparison
Service Properties Trust (SVC) has a higher volatility of 26.32% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that SVC'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.