WHD vs. SPY
Compare and contrast key facts about Cactus, Inc. (WHD) 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: WHD or SPY.
Key characteristics
| WHD | SPY | |
|---|---|---|
| YTD Return | 45.53% | 26.01% |
| 1Y Return | 52.29% | 33.73% |
| 3Y Return (Ann) | 17.84% | 9.91% |
| 5Y Return (Ann) | 17.70% | 15.54% |
| Sharpe Ratio | 1.18 | 2.82 |
| Sortino Ratio | 1.86 | 3.76 |
| Omega Ratio | 1.23 | 1.53 |
| Calmar Ratio | 1.19 | 4.05 |
| Martin Ratio | 7.43 | 18.33 |
| Ulcer Index | 5.97% | 1.86% |
| Daily Std Dev | 37.59% | 12.07% |
| Max Drawdown | -79.10% | -55.19% |
| Current Drawdown | -5.43% | -0.90% |
Correlation
The correlation between WHD and SPY is 0.40, 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.
Performance
WHD vs. SPY - Performance Comparison
In the year-to-date period, WHD achieves a 45.53% return, which is significantly higher than SPY's 26.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
WHD vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cactus, Inc. (WHD) 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
WHD vs. SPY - Dividend Comparison
WHD's dividend yield for the trailing twelve months is around 0.75%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHD Cactus, Inc. | 0.75% | 1.01% | 0.88% | 1.00% | 1.38% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
WHD vs. SPY - Drawdown Comparison
The maximum WHD drawdown since its inception was -79.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WHD and SPY. For additional features, visit the drawdowns tool.
Volatility
WHD vs. SPY - Volatility Comparison
Cactus, Inc. (WHD) has a higher volatility of 14.50% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that WHD'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.