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TDC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDC and SPY is 0.57, 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.


-0.50.00.51.00.6

Performance

TDC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradata Corporation (TDC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
23.03%
425.50%
TDC
SPY

Key characteristics

Sharpe Ratio

TDC:

-0.66

SPY:

2.03

Sortino Ratio

TDC:

-0.60

SPY:

2.71

Omega Ratio

TDC:

0.88

SPY:

1.38

Calmar Ratio

TDC:

-0.41

SPY:

3.02

Martin Ratio

TDC:

-0.88

SPY:

13.49

Ulcer Index

TDC:

31.09%

SPY:

1.88%

Daily Std Dev

TDC:

41.43%

SPY:

12.48%

Max Drawdown

TDC:

-75.50%

SPY:

-55.19%

Current Drawdown

TDC:

-57.30%

SPY:

-3.54%

Returns By Period

In the year-to-date period, TDC achieves a -27.30% return, which is significantly lower than SPY's 24.51% return. Over the past 10 years, TDC has underperformed SPY with an annualized return of -3.32%, while SPY has yielded a comparatively higher 12.94% annualized return.


TDC

YTD

-27.30%

1M

8.28%

6M

-3.95%

1Y

-27.70%

5Y*

3.43%

10Y*

-3.32%

SPY

YTD

24.51%

1M

-0.32%

6M

7.56%

1Y

24.63%

5Y*

14.51%

10Y*

12.94%

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Risk-Adjusted Performance

TDC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradata Corporation (TDC) 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.


Sharpe ratio
The chart of Sharpe ratio for TDC, currently valued at -0.66, compared to the broader market-4.00-2.000.002.00-0.662.03
The chart of Sortino ratio for TDC, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.602.71
The chart of Omega ratio for TDC, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.38
The chart of Calmar ratio for TDC, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.413.02
The chart of Martin ratio for TDC, currently valued at -0.88, compared to the broader market0.0010.0020.00-0.8813.49
TDC
SPY

The current TDC Sharpe Ratio is -0.66, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TDC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
2.03
TDC
SPY

Dividends

TDC vs. SPY - Dividend Comparison

TDC has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
TDC
Teradata Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.47%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

TDC vs. SPY - Drawdown Comparison

The maximum TDC drawdown since its inception was -75.50%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TDC and SPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.30%
-3.54%
TDC
SPY

Volatility

TDC vs. SPY - Volatility Comparison

Teradata Corporation (TDC) has a higher volatility of 6.33% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that TDC'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.33%
3.64%
TDC
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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