TAK vs. SPY
Compare and contrast key facts about Takeda Pharmaceutical Company Limited (TAK) and State Street 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.
Performance
TAK vs. SPY - Performance Comparison
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TAK vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 20.40% | 23.18% | -3.12% | -4.87% | 20.08% | -23.45% | -5.18% | 22.48% | -38.84% | 41.29% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TAK achieves a 20.40% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, TAK has underperformed SPY with an annualized return of 1.78%, while SPY has yielded a comparatively higher 14.06% annualized return.
TAK
- 1D
- 1.35%
- 1M
- 1.79%
- YTD
- 20.40%
- 6M
- 27.34%
- 1Y
- 28.81%
- 3Y*
- 8.28%
- 5Y*
- 3.72%
- 10Y*
- 1.78%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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Return for Risk
TAK vs. SPY — Risk / Return Rank
TAK
SPY
TAK vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Takeda Pharmaceutical Company Limited (TAK) and State Street 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.
| TAK | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.96 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.49 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.53 | +0.73 |
Martin ratioReturn relative to average drawdown | 5.89 | 7.27 | -1.38 |
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
| TAK | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.96 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.70 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.79 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.56 | -0.44 |
Correlation
The correlation between TAK and SPY is 0.30, 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
TAK vs. SPY - Dividend Comparison
TAK's dividend yield for the trailing twelve months is around 1.72%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TAK Takeda Pharmaceutical Company Limited | 1.72% | 4.24% | 4.67% | 4.41% | 4.23% | 2.98% | 2.30% | 4.20% | 4.77% | 2.81% | 3.99% | 2.92% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TAK vs. SPY - Drawdown Comparison
The maximum TAK drawdown since its inception was -54.25%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TAK and SPY.
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Drawdown Indicators
| TAK | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -55.19% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -12.05% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -24.50% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -54.25% | -33.72% | -20.53% |
Current DrawdownCurrent decline from peak | -17.41% | -5.53% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -23.22% | -9.09% | -14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.54% | +2.40% |
Volatility
TAK vs. SPY - Volatility Comparison
Takeda Pharmaceutical Company Limited (TAK) has a higher volatility of 6.41% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. 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.
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Volatility by Period
| TAK | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 5.35% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 9.50% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.19% | 19.06% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 17.06% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 17.92% | +5.10% |