WTM vs. SPY
Compare and contrast key facts about White Mountains Insurance Group, Ltd. (WTM) 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: WTM or SPY.
Correlation
The correlation between WTM and SPY is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WTM vs. SPY - Performance Comparison
Key characteristics
WTM:
1.05
SPY:
1.94
WTM:
1.67
SPY:
2.60
WTM:
1.19
SPY:
1.36
WTM:
2.27
SPY:
2.94
WTM:
4.63
SPY:
12.20
WTM:
5.23%
SPY:
2.02%
WTM:
22.99%
SPY:
12.72%
WTM:
-77.67%
SPY:
-55.19%
WTM:
-1.92%
SPY:
-0.56%
Returns By Period
In the year-to-date period, WTM achieves a 1.60% return, which is significantly lower than SPY's 3.45% return. Over the past 10 years, WTM has underperformed SPY with an annualized return of 11.88%, while SPY has yielded a comparatively higher 13.47% annualized return.
WTM
1.60%
4.30%
16.25%
25.07%
11.60%
11.88%
SPY
3.45%
3.01%
15.00%
23.29%
14.56%
13.47%
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Risk-Adjusted Performance
WTM vs. SPY — Risk-Adjusted Performance Rank
WTM
SPY
WTM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) 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
WTM vs. SPY - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than SPY's 1.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 0.05% | 0.05% | 0.07% | 0.07% | 0.10% | 0.10% | 0.09% | 0.12% | 0.12% | 0.12% | 0.14% | 0.16% |
SPY SPDR S&P 500 ETF | 1.17% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
WTM vs. SPY - Drawdown Comparison
The maximum WTM drawdown since its inception was -77.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WTM and SPY. For additional features, visit the drawdowns tool.
Volatility
WTM vs. SPY - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 6.26% compared to SPDR S&P 500 ETF (SPY) at 3.85%. This indicates that WTM'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.