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TRYIY vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRYIY and SPYG is 0.27, 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.


-0.50.00.51.00.3

Performance

TRYIY vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toray Industries Inc ADR (TRYIY) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%SeptemberOctoberNovemberDecember2025February
188.44%
756.88%
TRYIY
SPYG

Key characteristics

Sharpe Ratio

TRYIY:

1.30

SPYG:

1.84

Sortino Ratio

TRYIY:

2.02

SPYG:

2.41

Omega Ratio

TRYIY:

1.27

SPYG:

1.33

Calmar Ratio

TRYIY:

0.79

SPYG:

2.61

Martin Ratio

TRYIY:

9.01

SPYG:

10.01

Ulcer Index

TRYIY:

4.79%

SPYG:

3.32%

Daily Std Dev

TRYIY:

33.35%

SPYG:

18.05%

Max Drawdown

TRYIY:

-63.89%

SPYG:

-67.79%

Current Drawdown

TRYIY:

-33.90%

SPYG:

-0.04%

Returns By Period

In the year-to-date period, TRYIY achieves a 2.86% return, which is significantly lower than SPYG's 5.04% return. Over the past 10 years, TRYIY has underperformed SPYG with an annualized return of -0.60%, while SPYG has yielded a comparatively higher 15.44% annualized return.


TRYIY

YTD

2.86%

1M

-0.69%

6M

29.53%

1Y

43.62%

5Y*

0.61%

10Y*

-0.60%

SPYG

YTD

5.04%

1M

3.61%

6M

15.50%

1Y

31.47%

5Y*

16.39%

10Y*

15.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TRYIY vs. SPYG — Risk-Adjusted Performance Rank

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

TRYIY
The Risk-Adjusted Performance Rank of TRYIY is 8181
Overall Rank
The Sharpe Ratio Rank of TRYIY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TRYIY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TRYIY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of TRYIY is 7373
Calmar Ratio Rank
The Martin Ratio Rank of TRYIY is 8989
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7373
Overall Rank
The Sharpe Ratio Rank of SPYG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7474
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.

TRYIY vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toray Industries Inc ADR (TRYIY) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 TRYIY, currently valued at 1.30, compared to the broader market-2.000.002.004.001.301.84
The chart of Sortino ratio for TRYIY, currently valued at 2.02, compared to the broader market-6.00-4.00-2.000.002.004.006.002.022.41
The chart of Omega ratio for TRYIY, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.33
The chart of Calmar ratio for TRYIY, currently valued at 0.79, compared to the broader market0.002.004.006.000.792.61
The chart of Martin ratio for TRYIY, currently valued at 9.01, compared to the broader market-10.000.0010.0020.0030.009.0110.01
TRYIY
SPYG

The current TRYIY Sharpe Ratio is 1.30, which is comparable to the SPYG Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TRYIY and SPYG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.30
1.84
TRYIY
SPYG

Dividends

TRYIY vs. SPYG - Dividend Comparison

TRYIY has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017201620152014
TRYIY
Toray Industries Inc ADR
0.00%0.00%0.00%0.00%1.88%1.98%2.19%2.02%1.32%2.38%3.33%5.90%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.58%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

TRYIY vs. SPYG - Drawdown Comparison

The maximum TRYIY drawdown since its inception was -63.89%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TRYIY and SPYG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.90%
-0.04%
TRYIY
SPYG

Volatility

TRYIY vs. SPYG - Volatility Comparison

Toray Industries Inc ADR (TRYIY) has a higher volatility of 17.23% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.55%. This indicates that TRYIY's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
17.23%
5.55%
TRYIY
SPYG
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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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