SWBI vs. SPYG
Compare and contrast key facts about Smith & Wesson Brands, Inc. (SWBI) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBI or SPYG.
Performance
SWBI vs. SPYG - Performance Comparison
Returns By Period
In the year-to-date period, SWBI achieves a 0.27% return, which is significantly lower than SPYG's 33.26% return. Over the past 10 years, SWBI has underperformed SPYG with an annualized return of 7.46%, while SPYG has yielded a comparatively higher 14.92% annualized return.
SWBI
0.27%
1.92%
-16.32%
-2.29%
18.14%
7.46%
SPYG
33.26%
1.72%
15.23%
37.95%
17.62%
14.92%
Key characteristics
| SWBI | SPYG | |
|---|---|---|
| Sharpe Ratio | -0.04 | 2.25 |
| Sortino Ratio | 0.29 | 2.93 |
| Omega Ratio | 1.04 | 1.41 |
| Calmar Ratio | -0.03 | 2.88 |
| Martin Ratio | -0.11 | 11.92 |
| Ulcer Index | 15.10% | 3.21% |
| Daily Std Dev | 43.90% | 17.04% |
| Max Drawdown | -99.49% | -67.79% |
| Current Drawdown | -58.43% | -1.47% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SWBI and SPYG is 0.27, 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.
Risk-Adjusted Performance
SWBI vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
SWBI vs. SPYG - Dividend Comparison
SWBI's dividend yield for the trailing twelve months is around 3.77%, more than SPYG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBI Smith & Wesson Brands, Inc. | 3.77% | 3.39% | 4.38% | 1.63% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
SWBI vs. SPYG - Drawdown Comparison
The maximum SWBI drawdown since its inception was -99.49%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for SWBI and SPYG. For additional features, visit the drawdowns tool.
Volatility
SWBI vs. SPYG - Volatility Comparison
Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 9.89% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.32%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.