ZTO vs. SPY

In the year-to-date period, ZTO achieves a -6.52% return, which is significantly lower than SPY's 26.90% return.

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The correlation between ZTO and SPY is 0.31, 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.

This table presents a comparison of risk-adjusted performance metrics for ZTO Express (Cayman) Inc. (ZTO) 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 current ZTO Sharpe Ratio is -0.30, which is lower than the SPY Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of ZTO 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.

ZTO's dividend yield for the trailing twelve months is around 5.11%, more than SPY's 1.17% yield.

The maximum ZTO drawdown since its inception was -57.07%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ZTO and SPY. For additional features, visit the drawdowns tool.

ZTO Express (Cayman) Inc. (ZTO) has a higher volatility of 8.47% compared to SPDR S&P 500 ETF (SPY) at 3.99%. This indicates that ZTO'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.