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WST vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WSTSPY
YTD Return-5.71%11.73%
1Y Return-3.24%27.88%
3Y Return (Ann)-1.33%9.68%
5Y Return (Ann)23.91%15.61%
10Y Return (Ann)23.58%12.67%
Sharpe Ratio-0.082.69
Daily Std Dev30.01%11.40%
Max Drawdown-55.52%-55.19%
Current Drawdown-29.22%-0.36%

Correlation

-0.50.00.51.00.5

The correlation between WST and SPY is 0.45, 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

WST vs. SPY - Performance Comparison

In the year-to-date period, WST achieves a -5.71% return, which is significantly lower than SPY's 11.73% return. Over the past 10 years, WST has outperformed SPY with an annualized return of 23.58%, while SPY has yielded a comparatively lower 12.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
9,307.19%
2,037.62%
WST
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


West Pharmaceutical Services, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

WST vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for West Pharmaceutical Services, Inc. (WST) 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.


WST
Sharpe ratio
The chart of Sharpe ratio for WST, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.004.00-0.08
Sortino ratio
The chart of Sortino ratio for WST, currently valued at 0.09, compared to the broader market-4.00-2.000.002.004.006.000.09
Omega ratio
The chart of Omega ratio for WST, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for WST, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for WST, currently valued at -0.23, compared to the broader market-10.000.0010.0020.0030.00-0.23
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.69, compared to the broader market-2.00-1.000.001.002.003.004.002.69
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.006.003.78
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Martin ratio
The chart of Martin ratio for SPY, currently valued at 10.60, compared to the broader market-10.000.0010.0020.0030.0010.60

WST vs. SPY - Sharpe Ratio Comparison

The current WST Sharpe Ratio is -0.08, which is lower than the SPY Sharpe Ratio of 2.69. The chart below compares the 12-month rolling Sharpe Ratio of WST and SPY.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
-0.08
2.69
WST
SPY

Dividends

WST vs. SPY - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.24%, less than SPY's 1.27% yield.


TTM20232022202120202019201820172016201520142013
WST
West Pharmaceutical Services, Inc.
0.24%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%0.78%
SPY
SPDR S&P 500 ETF
1.27%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

WST vs. SPY - Drawdown Comparison

The maximum WST drawdown since its inception was -55.52%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WST and SPY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-29.22%
-0.36%
WST
SPY

Volatility

WST vs. SPY - Volatility Comparison

West Pharmaceutical Services, Inc. (WST) has a higher volatility of 6.10% compared to SPDR S&P 500 ETF (SPY) at 3.10%. This indicates that WST'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.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
6.10%
3.10%
WST
SPY