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

Correlation

The correlation between TDS and SPY is 0.44, 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.


-0.50.00.51.00.4

Performance

TDS vs. SPY - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
271.02%
2,301.81%
TDS
SPY

Key characteristics

Sharpe Ratio

TDS:

1.51

SPY:

2.21

Sortino Ratio

TDS:

2.23

SPY:

2.93

Omega Ratio

TDS:

1.34

SPY:

1.41

Calmar Ratio

TDS:

1.33

SPY:

3.26

Martin Ratio

TDS:

7.35

SPY:

14.43

Ulcer Index

TDS:

12.38%

SPY:

1.90%

Daily Std Dev

TDS:

60.27%

SPY:

12.41%

Max Drawdown

TDS:

-85.84%

SPY:

-55.19%

Current Drawdown

TDS:

-22.36%

SPY:

-2.74%

Returns By Period

In the year-to-date period, TDS achieves a 88.46% return, which is significantly higher than SPY's 25.54% return. Over the past 10 years, TDS has underperformed SPY with an annualized return of 6.60%, while SPY has yielded a comparatively higher 12.97% annualized return.


TDS

YTD

88.46%

1M

3.18%

6M

80.17%

1Y

92.45%

5Y*

10.83%

10Y*

6.60%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

TDS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) 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 TDS, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.512.21
The chart of Sortino ratio for TDS, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.232.93
The chart of Omega ratio for TDS, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.41
The chart of Calmar ratio for TDS, currently valued at 1.33, compared to the broader market0.002.004.006.001.333.26
The chart of Martin ratio for TDS, currently valued at 7.35, compared to the broader market-5.000.005.0010.0015.0020.0025.007.3514.43
TDS
SPY

The current TDS Sharpe Ratio is 1.51, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TDS 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.51
2.21
TDS
SPY

Dividends

TDS vs. SPY - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 0.91%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
0.91%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.99%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

TDS vs. SPY - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.84%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TDS and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.36%
-2.74%
TDS
SPY

Volatility

TDS vs. SPY - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 9.72% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that TDS'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
9.72%
3.72%
TDS
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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