YACHT.MI vs. SPY
YACHT.MI (Ferretti S.p.A.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, YACHT.MI returned 11.93% vs 27.23% for SPY. At a 0.09 correlation, their price movements are largely independent.
Performance
YACHT.MI vs. SPY - Performance Comparison
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Different Trading Currencies
YACHT.MI is traded in EUR, while SPY is traded in USD. To make them comparable, the SPY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YACHT.MI achieves a -2.02% return, which is significantly lower than SPY's 12.60% return.
YACHT.MI
- 1D
- -0.59%
- 1M
- -18.11%
- YTD
- -2.02%
- 6M
- 5.24%
- 1Y
- 11.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- 0.00%
- 1M
- 4.36%
- YTD
- 12.60%
- 6M
- 11.30%
- 1Y
- 27.23%
- 3Y*
- 19.17%
- 5Y*
- 14.97%
- 10Y*
- 15.20%
YACHT.MI vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
YACHT.MI Ferretti S.p.A. | -2.02% | 13.22% | 1.03% | -3.36% |
SPY State Street SPDR S&P 500 ETF | 10.58% | 3.75% | 33.13% | 9.04% |
Correlation
The correlation between YACHT.MI and SPY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2023 | 0.09 |
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Return for Risk
YACHT.MI vs. SPY — Risk / Return Rank
YACHT.MI
SPY
YACHT.MI vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferretti S.p.A. (YACHT.MI) and State Street 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.
| YACHT.MI | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 3.71 | -3.24 |
| Martin ratioReturn relative to average drawdown | 1.61 | 14.05 | -12.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YACHT.MI | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.24 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.62 | -0.52 |
Drawdowns
YACHT.MI vs. SPY - Drawdown Comparison
The maximum YACHT.MI drawdown since its inception was -33.23%, smaller than the maximum SPY drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for YACHT.MI and SPY.
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Drawdown Indicators
| YACHT.MI | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -49.85% | +16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -28.90% | -7.38% | -21.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.22% | — |
Current DrawdownCurrent decline from peak | -28.42% | -0.19% | -28.23% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -7.85% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 1.94% | +6.50% |
Volatility
YACHT.MI vs. SPY - Volatility Comparison
Ferretti S.p.A. (YACHT.MI) has a higher volatility of 13.71% compared to State Street SPDR S&P 500 ETF (SPY) at 2.07%. This indicates that YACHT.MI'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.
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Volatility by Period
| YACHT.MI | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 2.07% | +11.64% |
Volatility (6M)Calculated over the trailing 6-month period | 25.67% | 8.55% | +17.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.27% | 12.22% | +18.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.29% | 16.96% | +11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 18.46% | +9.83% |
Dividends
YACHT.MI vs. SPY - Dividend Comparison
YACHT.MI's dividend yield for the trailing twelve months is around 3.32%, more than SPY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
YACHT.MI Ferretti S.p.A. | 3.32% | 3.25% | 3.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YACHT.MI and SPY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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