Correlation
The correlation between WD and SPY is 0.50, 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.
WD vs. SPY
Compare and contrast key facts about Walker & Dunlop, Inc. (WD) 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: WD or SPY.
Performance
WD vs. SPY - Performance Comparison
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Key characteristics
WD:
-0.69
SPY:
0.67
WD:
-1.02
SPY:
1.03
WD:
0.88
SPY:
1.15
WD:
-0.48
SPY:
0.69
WD:
-1.36
SPY:
2.61
WD:
18.62%
SPY:
4.92%
WD:
33.00%
SPY:
20.44%
WD:
-68.49%
SPY:
-55.19%
WD:
-50.92%
SPY:
-3.44%
Returns By Period
In the year-to-date period, WD achieves a -27.80% return, which is significantly lower than SPY's 0.98% return. Both investments have delivered pretty close results over the past 10 years, with WD having a 12.98% annualized return and SPY not far behind at 12.73%.
WD
-27.80%
-10.15%
-36.67%
-22.69%
-11.77%
14.10%
12.98%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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Risk-Adjusted Performance
WD vs. SPY — Risk-Adjusted Performance Rank
WD
SPY
WD vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walker & Dunlop, Inc. (WD) 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
WD vs. SPY - Dividend Comparison
WD's dividend yield for the trailing twelve months is around 3.83%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WD Walker & Dunlop, Inc. | 3.83% | 2.67% | 2.27% | 3.06% | 1.33% | 1.56% | 1.86% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
WD vs. SPY - Drawdown Comparison
The maximum WD drawdown since its inception was -68.49%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WD and SPY.
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Volatility
WD vs. SPY - Volatility Comparison
Walker & Dunlop, Inc. (WD) has a higher volatility of 11.73% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that WD'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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