SYPR vs. AGG
SYPR (Sypris Solutions, Inc.) is a stock, while AGG (iShares Core U.S. Aggregate Bond ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, SYPR returned 12.24%/yr vs 1.57%/yr for AGG. At a 0.00 correlation, their price movements are largely independent.
Performance
SYPR vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, SYPR achieves a 27.46% return, which is significantly higher than AGG's 0.25% return. Over the past 10 years, SYPR has outperformed AGG with an annualized return of 12.24%, while AGG has yielded a comparatively lower 1.57% annualized return.
SYPR
- 1D
- -6.89%
- 1M
- -15.49%
- YTD
- 27.46%
- 6M
- 50.97%
- 1Y
- 59.49%
- 3Y*
- 17.01%
- 5Y*
- -0.82%
- 10Y*
- 12.24%
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
SYPR vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYPR Sypris Solutions, Inc. | 27.46% | 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 | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between SYPR and AGG is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2003 | 0.00 |
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Return for Risk
SYPR vs. AGG — Risk / Return Rank
SYPR
AGG
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.
| SYPR | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.87 | -0.23 |
| Martin ratioReturn relative to average drawdown | 3.70 | 5.73 | -2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYPR | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.34 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.02 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.29 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.59 | -0.67 |
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
| SYPR | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -18.43% | -80.50% |
Max Drawdown (1Y)Largest decline over 1 year | -36.60% | -2.76% | -33.84% |
Max Drawdown (3Y)Largest decline over 3 years | -51.15% | -6.11% | -45.04% |
Max Drawdown (5Y)Largest decline over 5 years | -69.72% | -17.82% | -51.90% |
Max Drawdown (10Y)Largest decline over 10 years | -74.51% | -18.43% | -56.08% |
Current DrawdownCurrent decline from peak | -90.93% | -2.14% | -88.79% |
Average DrawdownAverage peak-to-trough decline | -83.66% | -2.71% | -80.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 0.90% | +15.23% |
Volatility
SYPR vs. AGG - Volatility Comparison
Sypris Solutions, Inc. (SYPR) has a higher volatility of 21.71% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.30%. 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
| SYPR | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.71% | 1.30% | +20.41% |
Volatility (6M)Calculated over the trailing 6-month period | 68.32% | 2.74% | +65.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.38% | 3.85% | +77.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.05% | 6.09% | +63.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.26% | 5.40% | +87.86% |
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 3.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
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% |
Frequently Asked Questions
SYPR and AGG have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYPR has higher volatility (21.71%) compared to AGG (1.30%). In terms of maximum drawdown, SYPR dropped -98.93% vs AGG's -18.43%.
AGG currently has the higher Sharpe Ratio (1.34 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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