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

Correlation

The correlation between TR and SPY is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TR vs. SPY - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
367.70%
2,152.01%
TR
SPY

Key characteristics

Sharpe Ratio

TR:

0.37

SPY:

0.51

Sortino Ratio

TR:

0.70

SPY:

0.86

Omega Ratio

TR:

1.08

SPY:

1.13

Calmar Ratio

TR:

0.25

SPY:

0.55

Martin Ratio

TR:

1.44

SPY:

2.26

Ulcer Index

TR:

6.25%

SPY:

4.55%

Daily Std Dev

TR:

24.46%

SPY:

20.08%

Max Drawdown

TR:

-47.58%

SPY:

-55.19%

Current Drawdown

TR:

-24.85%

SPY:

-9.89%

Returns By Period

In the year-to-date period, TR achieves a 1.31% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, TR has underperformed SPY with an annualized return of 3.77%, while SPY has yielded a comparatively higher 12.16% annualized return.


TR

YTD

1.31%

1M

1.28%

6M

8.86%

1Y

10.83%

5Y*

1.84%

10Y*

3.77%

SPY

YTD

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

TR vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TR
The Risk-Adjusted Performance Rank of TR is 6363
Overall Rank
The Sharpe Ratio Rank of TR is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TR is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TR is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TR is 6969
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tootsie Roll Industries, Inc. (TR) 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.


The chart of Sharpe ratio for TR, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
TR: 0.37
SPY: 0.51
The chart of Sortino ratio for TR, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
TR: 0.70
SPY: 0.86
The chart of Omega ratio for TR, currently valued at 1.08, compared to the broader market0.501.001.502.00
TR: 1.08
SPY: 1.13
The chart of Calmar ratio for TR, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
TR: 0.25
SPY: 0.55
The chart of Martin ratio for TR, currently valued at 1.44, compared to the broader market-5.000.005.0010.0015.0020.00
TR: 1.44
SPY: 2.26

The current TR Sharpe Ratio is 0.37, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TR 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.51
TR
SPY

Dividends

TR vs. SPY - Dividend Comparison

TR's dividend yield for the trailing twelve months is around 1.10%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
TR
Tootsie Roll Industries, Inc.
1.10%1.11%1.08%0.84%1.27%1.21%1.05%1.06%0.99%0.88%1.09%1.02%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TR vs. SPY - Drawdown Comparison

The maximum TR drawdown since its inception was -47.58%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TR 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%NovemberDecember2025FebruaryMarchApril
-24.85%
-9.89%
TR
SPY

Volatility

TR vs. SPY - Volatility Comparison

The current volatility for Tootsie Roll Industries, Inc. (TR) is 6.71%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that TR experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
6.71%
15.12%
TR
SPY