TAK vs. SPY
Compare and contrast key facts about Takeda Pharmaceutical Company Limited (TAK) 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: TAK or SPY.
Key characteristics
TAK | SPY | |
---|---|---|
YTD Return | -0.66% | 26.01% |
1Y Return | 3.62% | 33.73% |
3Y Return (Ann) | 2.32% | 9.91% |
5Y Return (Ann) | -3.63% | 15.54% |
10Y Return (Ann) | 0.83% | 13.25% |
Sharpe Ratio | 0.16 | 2.82 |
Sortino Ratio | 0.34 | 3.76 |
Omega Ratio | 1.04 | 1.53 |
Calmar Ratio | 0.06 | 4.05 |
Martin Ratio | 0.41 | 18.33 |
Ulcer Index | 6.49% | 1.86% |
Daily Std Dev | 16.67% | 12.07% |
Max Drawdown | -52.14% | -55.19% |
Current Drawdown | -37.72% | -0.90% |
Correlation
The correlation between TAK and SPY is 0.08, 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.
Performance
TAK vs. SPY - Performance Comparison
In the year-to-date period, TAK achieves a -0.66% return, which is significantly lower than SPY's 26.01% return. Over the past 10 years, TAK has underperformed SPY with an annualized return of 0.83%, while SPY has yielded a comparatively higher 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TAK vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Takeda Pharmaceutical Company Limited (TAK) 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
TAK vs. SPY - Dividend Comparison
TAK's dividend yield for the trailing twelve months is around 4.67%, more than SPY's 1.18% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Takeda Pharmaceutical Company Limited | 4.67% | 4.41% | 4.05% | 5.80% | 4.34% | 5.74% | 8.33% | 5.15% | 6.93% | 5.31% | 5.00% | 3.85% |
SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
TAK vs. SPY - Drawdown Comparison
The maximum TAK drawdown since its inception was -52.14%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TAK and SPY. For additional features, visit the drawdowns tool.
Volatility
TAK vs. SPY - Volatility Comparison
Takeda Pharmaceutical Company Limited (TAK) has a higher volatility of 5.29% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that TAK'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.