WLFC vs. SPY

In the year-to-date period, WLFC achieves a -33.18% return, which is significantly lower than SPY's 1.69% return. Over the past 10 years, WLFC has outperformed SPY with an annualized return of 22.63%, while SPY has yielded a comparatively lower 12.77% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Willis Lease Finance Corporation (WLFC) 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.

The current WLFC Sharpe Ratio is 1.99, which is higher than the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WLFC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WLFC's dividend yield for the trailing twelve months is around 1.99%, more than SPY's 1.21% yield.

The maximum WLFC drawdown since its inception was -88.12%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WLFC and SPY. For additional features, visit the drawdowns tool.

Willis Lease Finance Corporation (WLFC) has a higher volatility of 20.75% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that WLFC'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.