UTHR vs. SPY
Compare and contrast key facts about United Therapeutics Corporation (UTHR) 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: UTHR or SPY.
Key characteristics
| UTHR | SPY | |
|---|---|---|
| YTD Return | 56.89% | 19.17% |
| 1Y Return | 56.64% | 28.27% |
| 3Y Return (Ann) | 20.03% | 9.99% |
| 5Y Return (Ann) | 32.70% | 15.18% |
| 10Y Return (Ann) | 10.27% | 12.84% |
| Sharpe Ratio | 2.07 | 2.11 |
| Daily Std Dev | 27.62% | 12.62% |
| Max Drawdown | -93.18% | -55.19% |
| Current Drawdown | -5.11% | -0.36% |
Correlation
The correlation between UTHR and SPY is 0.37, 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
UTHR vs. SPY - Performance Comparison
In the year-to-date period, UTHR achieves a 56.89% return, which is significantly higher than SPY's 19.17% return. Over the past 10 years, UTHR has underperformed SPY with an annualized return of 10.27%, while SPY has yielded a comparatively higher 12.84% 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
UTHR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) 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
UTHR vs. SPY - Dividend Comparison
UTHR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.93%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTHR United Therapeutics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
UTHR vs. SPY - Drawdown Comparison
The maximum UTHR drawdown since its inception was -93.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UTHR and SPY. For additional features, visit the drawdowns tool.
Volatility
UTHR vs. SPY - Volatility Comparison
United Therapeutics Corporation (UTHR) has a higher volatility of 10.44% compared to SPDR S&P 500 ETF (SPY) at 3.94%. This indicates that UTHR'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.