WRB vs. SPY
Compare and contrast key facts about W. R. Berkley Corporation (WRB) 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: WRB or SPY.
Correlation
The correlation between WRB and SPY is 0.42, 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
WRB vs. SPY - Performance Comparison
Key characteristics
WRB:
1.36
SPY:
2.21
WRB:
1.83
SPY:
2.93
WRB:
1.27
SPY:
1.41
WRB:
2.24
SPY:
3.26
WRB:
4.87
SPY:
14.43
WRB:
6.14%
SPY:
1.90%
WRB:
21.97%
SPY:
12.41%
WRB:
-69.20%
SPY:
-55.19%
WRB:
-8.94%
SPY:
-2.74%
Returns By Period
In the year-to-date period, WRB achieves a 27.30% return, which is significantly higher than SPY's 25.54% return. Over the past 10 years, WRB has outperformed SPY with an annualized return of 16.87%, while SPY has yielded a comparatively lower 12.97% annualized return.
WRB
27.30%
-4.84%
11.70%
28.22%
16.37%
16.87%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
WRB vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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
WRB vs. SPY - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.38%, more than SPY's 0.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | 2.38% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% | 0.90% |
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
WRB vs. SPY - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.20%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WRB and SPY. For additional features, visit the drawdowns tool.
Volatility
WRB vs. SPY - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 5.08% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that WRB'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.