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

Correlation

The correlation between TSN and SPY is 0.35, 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

TSN vs. SPY - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-5.28%
9.55%
TSN
SPY

Key characteristics

Sharpe Ratio

TSN:

0.28

SPY:

2.20

Sortino Ratio

TSN:

0.54

SPY:

2.91

Omega Ratio

TSN:

1.07

SPY:

1.41

Calmar Ratio

TSN:

0.14

SPY:

3.35

Martin Ratio

TSN:

0.88

SPY:

13.99

Ulcer Index

TSN:

6.88%

SPY:

2.01%

Daily Std Dev

TSN:

21.30%

SPY:

12.79%

Max Drawdown

TSN:

-81.50%

SPY:

-55.19%

Current Drawdown

TSN:

-38.30%

SPY:

-1.35%

Returns By Period

In the year-to-date period, TSN achieves a -3.01% return, which is significantly lower than SPY's 1.96% return. Over the past 10 years, TSN has underperformed SPY with an annualized return of 5.64%, while SPY has yielded a comparatively higher 13.44% annualized return.


TSN

YTD

-3.01%

1M

-5.51%

6M

-5.28%

1Y

7.50%

5Y*

-6.50%

10Y*

5.64%

SPY

YTD

1.96%

1M

2.27%

6M

9.55%

1Y

27.02%

5Y*

14.23%

10Y*

13.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TSN vs. SPY — Risk-Adjusted Performance Rank

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

TSN
The Risk-Adjusted Performance Rank of TSN is 5252
Overall Rank
The Sharpe Ratio Rank of TSN is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TSN is 4747
Sortino Ratio Rank
The Omega Ratio Rank of TSN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TSN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TSN is 5656
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8383
Overall Rank
The Sharpe Ratio Rank of SPY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
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.

TSN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) 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 TSN, currently valued at 0.28, compared to the broader market-2.000.002.004.000.282.20
The chart of Sortino ratio for TSN, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.542.91
The chart of Omega ratio for TSN, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.41
The chart of Calmar ratio for TSN, currently valued at 0.14, compared to the broader market0.002.004.006.000.143.35
The chart of Martin ratio for TSN, currently valued at 0.88, compared to the broader market-10.000.0010.0020.0030.000.8813.99
TSN
SPY

The current TSN Sharpe Ratio is 0.28, which is lower than the SPY Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TSN 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.28
2.20
TSN
SPY

Dividends

TSN vs. SPY - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.54%, more than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
TSN
Tyson Foods, Inc.
3.54%3.43%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TSN vs. SPY - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TSN and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-38.30%
-1.35%
TSN
SPY

Volatility

TSN vs. SPY - Volatility Comparison

Tyson Foods, Inc. (TSN) and SPDR S&P 500 ETF (SPY) have volatilities of 5.32% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.32%
5.10%
TSN
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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