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SYPR vs. AGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYPR vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sypris Solutions, Inc. (SYPR) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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SYPR vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SYPR
Sypris Solutions, Inc.
16.80%37.08%-12.32%-0.89%-16.74%61.84%94.85%0.01%-43.47%56.81%
AGG
iShares Core U.S. Aggregate Bond ETF
0.02%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Returns By Period

In the year-to-date period, SYPR achieves a 16.80% return, which is significantly higher than AGG's 0.02% return. Over the past 10 years, SYPR has outperformed AGG with an annualized return of 11.04%, while AGG has yielded a comparatively lower 1.66% annualized return.


SYPR

1D
7.55%
1M
-3.72%
YTD
16.80%
6M
33.80%
1Y
77.02%
3Y*
13.10%
5Y*
-3.75%
10Y*
11.04%

AGG

1D
0.23%
1M
-1.79%
YTD
0.02%
6M
0.97%
1Y
4.36%
3Y*
3.59%
5Y*
0.23%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SYPR vs. AGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYPR
SYPR Risk / Return Rank: 7676
Overall Rank
SYPR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SYPR Sortino Ratio Rank: 7878
Sortino Ratio Rank
SYPR Omega Ratio Rank: 7272
Omega Ratio Rank
SYPR Calmar Ratio Rank: 7878
Calmar Ratio Rank
SYPR Martin Ratio Rank: 7979
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 6060
Overall Rank
AGG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 5858
Sortino Ratio Rank
AGG Omega Ratio Rank: 5050
Omega Ratio Rank
AGG Calmar Ratio Rank: 7474
Calmar Ratio Rank
AGG Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SYPR vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sypris Solutions, Inc. (SYPR) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


SYPRAGGDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.00

-0.04

Sortino ratio

Return per unit of downside risk

2.01

1.42

+0.59

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

2.10

1.81

+0.29

Martin ratio

Return relative to average drawdown

5.69

5.07

+0.62

SYPR vs. AGG - Sharpe Ratio Comparison

The current SYPR Sharpe Ratio is 0.97, which is comparable to the AGG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SYPR and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYPRAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.00

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.04

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.31

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.59

-0.68

Correlation

The correlation between SYPR and AGG is 0.00, 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.


Dividends

SYPR vs. AGG - Dividend Comparison

SYPR has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 3.93%.


TTM20252024202320222021202020192018201720162015
SYPR
Sypris Solutions, 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%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%

Drawdowns

SYPR vs. AGG - Drawdown Comparison

The maximum SYPR drawdown since its inception was -98.93%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SYPR and AGG.


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Drawdown Indicators


SYPRAGGDifference

Max Drawdown

Largest peak-to-trough decline

-98.93%

-18.43%

-80.50%

Max Drawdown (1Y)

Largest decline over 1 year

-36.60%

-2.52%

-34.08%

Max Drawdown (5Y)

Largest decline over 5 years

-71.14%

-17.82%

-53.32%

Max Drawdown (10Y)

Largest decline over 10 years

-74.51%

-18.43%

-56.08%

Current Drawdown

Current decline from peak

-91.69%

-2.36%

-89.33%

Average Drawdown

Average peak-to-trough decline

-83.62%

-2.71%

-80.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.54%

0.90%

+12.64%

Volatility

SYPR vs. AGG - Volatility Comparison

Sypris Solutions, Inc. (SYPR) has a higher volatility of 23.30% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.66%. This indicates that SYPR's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYPRAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.30%

1.66%

+21.64%

Volatility (6M)

Calculated over the trailing 6-month period

62.90%

2.55%

+60.35%

Volatility (1Y)

Calculated over the trailing 1-year period

80.18%

4.37%

+75.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.41%

6.07%

+68.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.89%

5.39%

+87.50%