TTDKY vs. ^GSPC
Compare and contrast key facts about TDK Corp ADR (TTDKY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTDKY or ^GSPC.
Correlation
The correlation between TTDKY and ^GSPC is 0.18, 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.
Performance
TTDKY vs. ^GSPC - Performance Comparison
Key characteristics
TTDKY:
0.23
^GSPC:
1.62
TTDKY:
0.65
^GSPC:
2.20
TTDKY:
1.08
^GSPC:
1.30
TTDKY:
0.45
^GSPC:
2.46
TTDKY:
0.98
^GSPC:
10.01
TTDKY:
10.15%
^GSPC:
2.08%
TTDKY:
42.72%
^GSPC:
12.88%
TTDKY:
-78.44%
^GSPC:
-56.78%
TTDKY:
-21.96%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, TTDKY achieves a -14.97% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, TTDKY has outperformed ^GSPC with an annualized return of 26.84%, while ^GSPC has yielded a comparatively lower 11.04% annualized return.
TTDKY
-14.97%
-8.01%
-19.92%
9.23%
20.15%
26.84%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
TTDKY vs. ^GSPC — Risk-Adjusted Performance Rank
TTDKY
^GSPC
TTDKY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and S&P 500 (^GSPC). 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.
Drawdowns
TTDKY vs. ^GSPC - Drawdown Comparison
The maximum TTDKY drawdown since its inception was -78.44%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TTDKY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
TTDKY vs. ^GSPC - Volatility Comparison
TDK Corp ADR (TTDKY) has a higher volatility of 11.90% compared to S&P 500 (^GSPC) at 3.43%. This indicates that TTDKY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.