Correlation
The correlation between SXI and SPY is 0.46, 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.
SXI vs. SPY
Compare and contrast key facts about Standex International Corporation (SXI) 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: SXI or SPY.
Performance
SXI vs. SPY - Performance Comparison
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Key characteristics
SXI:
-0.24
SPY:
0.70
SXI:
-0.09
SPY:
1.02
SXI:
0.99
SPY:
1.15
SXI:
-0.21
SPY:
0.68
SXI:
-0.54
SPY:
2.57
SXI:
14.89%
SPY:
4.93%
SXI:
35.21%
SPY:
20.42%
SXI:
-72.65%
SPY:
-55.19%
SXI:
-28.37%
SPY:
-3.55%
Returns By Period
In the year-to-date period, SXI achieves a -18.97% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, SXI has underperformed SPY with an annualized return of 7.45%, while SPY has yielded a comparatively higher 12.73% annualized return.
SXI
-18.97%
6.95%
-27.12%
-8.27%
18.45%
24.50%
7.45%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
SXI vs. SPY — Risk-Adjusted Performance Rank
SXI
SPY
SXI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Standex International Corporation (SXI) 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.
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Dividends
SXI vs. SPY - Dividend Comparison
SXI's dividend yield for the trailing twelve months is around 0.83%, less than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXI Standex International Corporation | 0.83% | 0.65% | 0.72% | 1.04% | 0.89% | 1.16% | 1.03% | 1.10% | 0.65% | 0.66% | 0.60% | 0.54% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SXI vs. SPY - Drawdown Comparison
The maximum SXI drawdown since its inception was -72.65%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SXI and SPY.
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Volatility
SXI vs. SPY - Volatility Comparison
Standex International Corporation (SXI) has a higher volatility of 12.39% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that SXI'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.
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