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

Correlation

The correlation between TPR and SPY is 0.54, 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.


-0.50.00.51.00.5

Performance

TPR vs. SPY - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,741.78%
536.30%
TPR
SPY

Key characteristics

Sharpe Ratio

TPR:

2.33

SPY:

2.21

Sortino Ratio

TPR:

3.52

SPY:

2.93

Omega Ratio

TPR:

1.39

SPY:

1.41

Calmar Ratio

TPR:

2.27

SPY:

3.26

Martin Ratio

TPR:

7.90

SPY:

14.43

Ulcer Index

TPR:

10.22%

SPY:

1.90%

Daily Std Dev

TPR:

34.65%

SPY:

12.41%

Max Drawdown

TPR:

-82.39%

SPY:

-55.19%

Current Drawdown

TPR:

-0.12%

SPY:

-2.74%

Returns By Period

In the year-to-date period, TPR achieves a 79.50% return, which is significantly higher than SPY's 25.54% return. Over the past 10 years, TPR has underperformed SPY with an annualized return of 9.01%, while SPY has yielded a comparatively higher 12.97% annualized return.


TPR

YTD

79.50%

1M

14.35%

6M

56.23%

1Y

78.34%

5Y*

21.81%

10Y*

9.01%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TPR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tapestry, Inc. (TPR) 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 TPR, currently valued at 2.33, compared to the broader market-4.00-2.000.002.002.332.21
The chart of Sortino ratio for TPR, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.003.522.93
The chart of Omega ratio for TPR, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.41
The chart of Calmar ratio for TPR, currently valued at 2.27, compared to the broader market0.002.004.006.002.273.26
The chart of Martin ratio for TPR, currently valued at 7.90, compared to the broader market-5.000.005.0010.0015.0020.0025.007.9014.43
TPR
SPY

The current TPR Sharpe Ratio is 2.33, which is comparable to the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TPR 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
2.33
2.21
TPR
SPY

Dividends

TPR vs. SPY - Dividend Comparison

TPR's dividend yield for the trailing twelve months is around 2.18%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
TPR
Tapestry, Inc.
2.18%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
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

TPR vs. SPY - Drawdown Comparison

The maximum TPR drawdown since its inception was -82.39%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TPR and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.12%
-2.74%
TPR
SPY

Volatility

TPR vs. SPY - Volatility Comparison

Tapestry, Inc. (TPR) has a higher volatility of 8.80% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that TPR'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
8.80%
3.72%
TPR
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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