Correlation
The correlation between TSE and SPY is 0.49, 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.
TSE vs. SPY
Compare and contrast key facts about Trinseo PLC (TSE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSE or SPY.
Performance
TSE vs. SPY - Performance Comparison
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Key characteristics
TSE:
-0.11
SPY:
0.70
TSE:
0.63
SPY:
1.02
TSE:
1.08
SPY:
1.15
TSE:
-0.14
SPY:
0.68
TSE:
-0.39
SPY:
2.57
TSE:
34.50%
SPY:
4.93%
TSE:
109.61%
SPY:
20.42%
TSE:
-97.09%
SPY:
-55.19%
TSE:
-95.58%
SPY:
-3.55%
Returns By Period
In the year-to-date period, TSE achieves a -40.27% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, TSE has underperformed SPY with an annualized return of -18.51%, while SPY has yielded a comparatively higher 12.73% annualized return.
TSE
-40.27%
-24.06%
-29.65%
-19.94%
-59.14%
-30.20%
-18.51%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
TSE vs. SPY — Risk-Adjusted Performance Rank
TSE
SPY
TSE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trinseo PLC (TSE) 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.
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Dividends
TSE vs. SPY - Dividend Comparison
TSE's dividend yield for the trailing twelve months is around 1.32%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSE Trinseo PLC | 1.32% | 0.78% | 5.73% | 5.64% | 1.07% | 3.12% | 4.30% | 3.32% | 1.82% | 1.01% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
TSE vs. SPY - Drawdown Comparison
The maximum TSE drawdown since its inception was -97.09%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TSE and SPY.
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Volatility
TSE vs. SPY - Volatility Comparison
Trinseo PLC (TSE) has a higher volatility of 48.06% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that TSE'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.
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