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

Correlation

The correlation between ZWS and SPY is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ZWS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zurn Water Solutions Corporation (ZWS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
243.21%
396.23%
ZWS
SPY

Key characteristics

Sharpe Ratio

ZWS:

0.16

SPY:

0.51

Sortino Ratio

ZWS:

0.42

SPY:

0.86

Omega Ratio

ZWS:

1.05

SPY:

1.13

Calmar Ratio

ZWS:

0.08

SPY:

0.55

Martin Ratio

ZWS:

0.44

SPY:

2.26

Ulcer Index

ZWS:

10.04%

SPY:

4.55%

Daily Std Dev

ZWS:

27.82%

SPY:

20.08%

Max Drawdown

ZWS:

-69.31%

SPY:

-55.19%

Current Drawdown

ZWS:

-46.40%

SPY:

-9.89%

Returns By Period

In the year-to-date period, ZWS achieves a -8.99% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, ZWS has underperformed SPY with an annualized return of 9.90%, while SPY has yielded a comparatively higher 11.99% annualized return.


ZWS

YTD

-8.99%

1M

-0.29%

6M

-5.41%

1Y

7.27%

5Y*

7.22%

10Y*

9.90%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

ZWS vs. SPY — Risk-Adjusted Performance Rank

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

ZWS
The Risk-Adjusted Performance Rank of ZWS is 5454
Overall Rank
The Sharpe Ratio Rank of ZWS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ZWS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ZWS is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ZWS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ZWS is 5858
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

ZWS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurn Water Solutions Corporation (ZWS) 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 ZWS, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
ZWS: 0.16
SPY: 0.51
The chart of Sortino ratio for ZWS, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
ZWS: 0.42
SPY: 0.86
The chart of Omega ratio for ZWS, currently valued at 1.05, compared to the broader market0.501.001.502.00
ZWS: 1.05
SPY: 1.13
The chart of Calmar ratio for ZWS, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
ZWS: 0.08
SPY: 0.55
The chart of Martin ratio for ZWS, currently valued at 0.44, compared to the broader market-5.000.005.0010.0015.0020.00
ZWS: 0.44
SPY: 2.26

The current ZWS Sharpe Ratio is 0.16, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ZWS 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.16
0.51
ZWS
SPY

Dividends

ZWS vs. SPY - Dividend Comparison

ZWS's dividend yield for the trailing twelve months is around 1.00%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
ZWS
Zurn Water Solutions Corporation
1.00%0.88%0.99%0.95%0.44%0.39%0.00%0.00%41.74%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ZWS vs. SPY - Drawdown Comparison

The maximum ZWS drawdown since its inception was -69.31%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ZWS and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.40%
-9.89%
ZWS
SPY

Volatility

ZWS vs. SPY - Volatility Comparison

Zurn Water Solutions Corporation (ZWS) and SPDR S&P 500 ETF (SPY) have volatilities of 15.09% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.09%
15.12%
ZWS
SPY