UMH vs. SPY
Compare and contrast key facts about UMH Properties, Inc. (UMH) 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: UMH or SPY.
Key characteristics
UMH | SPY | |
---|---|---|
YTD Return | 4.63% | 5.60% |
1Y Return | 10.76% | 23.55% |
3Y Return (Ann) | -5.79% | 7.83% |
5Y Return (Ann) | 7.47% | 13.05% |
10Y Return (Ann) | 10.57% | 12.30% |
Sharpe Ratio | 0.39 | 1.91 |
Daily Std Dev | 24.66% | 11.63% |
Max Drawdown | -62.44% | -55.19% |
Current Drawdown | -35.70% | -4.36% |
Correlation
The correlation between UMH and SPY is 0.26, 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
UMH vs. SPY - Performance Comparison
In the year-to-date period, UMH achieves a 4.63% return, which is significantly lower than SPY's 5.60% return. Over the past 10 years, UMH has underperformed SPY with an annualized return of 10.57%, while SPY has yielded a comparatively higher 12.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UMH vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UMH Properties, Inc. (UMH) 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.
Dividends
UMH vs. SPY - Dividend Comparison
UMH's dividend yield for the trailing twelve months is around 5.19%, more than SPY's 1.34% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
UMH Properties, Inc. | 5.19% | 5.35% | 4.97% | 2.68% | 4.86% | 4.58% | 6.08% | 4.83% | 4.78% | 7.11% | 7.54% | 7.64% |
SPDR S&P 500 ETF | 1.34% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
UMH vs. SPY - Drawdown Comparison
The maximum UMH drawdown since its inception was -62.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UMH and SPY. For additional features, visit the drawdowns tool.
Volatility
UMH vs. SPY - Volatility Comparison
UMH Properties, Inc. (UMH) has a higher volatility of 8.42% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that UMH'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.