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

Correlation

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.


-0.50.00.51.00.4

Performance

WST vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in West Pharmaceutical Services, Inc. (WST) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-29.98%
7.11%
WST
SPY

Key characteristics

Sharpe Ratio

WST:

-0.73

SPY:

1.47

Sortino Ratio

WST:

-0.71

SPY:

2.00

Omega Ratio

WST:

0.85

SPY:

1.27

Calmar Ratio

WST:

-0.67

SPY:

2.21

Martin Ratio

WST:

-1.94

SPY:

9.10

Ulcer Index

WST:

19.97%

SPY:

2.04%

Daily Std Dev

WST:

53.04%

SPY:

12.64%

Max Drawdown

WST:

-57.43%

SPY:

-55.19%

Current Drawdown

WST:

-52.93%

SPY:

-3.05%

Returns By Period

In the year-to-date period, WST achieves a -32.75% return, which is significantly lower than SPY's 1.39% return. Over the past 10 years, WST has outperformed SPY with an annualized return of 15.47%, while SPY has yielded a comparatively lower 12.91% annualized return.


WST

YTD

-32.75%

1M

-36.15%

6M

-27.16%

1Y

-39.25%

5Y*

7.58%

10Y*

15.47%

SPY

YTD

1.39%

1M

-2.26%

6M

6.50%

1Y

18.95%

5Y*

16.66%

10Y*

12.91%

*Annualized

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Risk-Adjusted Performance

WST vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WST
The Risk-Adjusted Performance Rank of WST is 99
Overall Rank
The Sharpe Ratio Rank of WST is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of WST is 1616
Sortino Ratio Rank
The Omega Ratio Rank of WST is 99
Omega Ratio Rank
The Calmar Ratio Rank of WST is 1010
Calmar Ratio Rank
The Martin Ratio Rank of WST is 11
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6969
Overall Rank
The Sharpe Ratio Rank of SPY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for WST, currently valued at -0.73, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.731.47
The chart of Sortino ratio for WST, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.712.00
The chart of Omega ratio for WST, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.27
The chart of Calmar ratio for WST, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.672.21
The chart of Martin ratio for WST, currently valued at -1.94, compared to the broader market-10.000.0010.0020.00-1.949.10
WST
SPY

The current WST Sharpe Ratio is -0.73, which is lower than the SPY Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of WST 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.73
1.47
WST
SPY

Dividends

WST vs. SPY - Dividend Comparison

WST's dividend yield for the trailing twelve months is around 0.37%, less than SPY's 1.19% yield.


TTM20242023202220212020201920182017201620152014
WST
West Pharmaceutical Services, Inc.
0.37%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%
SPY
SPDR S&P 500 ETF
1.19%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WST vs. SPY - Drawdown Comparison

The maximum WST drawdown since its inception was -57.43%, 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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-52.93%
-3.05%
WST
SPY

Volatility

WST vs. SPY - Volatility Comparison

West Pharmaceutical Services, Inc. (WST) has a higher volatility of 49.73% compared to SPDR S&P 500 ETF (SPY) at 3.36%. 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%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
49.73%
3.36%
WST
SPY