Correlation
The correlation between ^SP500TR and SPY is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
^SP500TR vs. SPY
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) 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: ^SP500TR or SPY.
Performance
^SP500TR vs. SPY - Performance Comparison
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Key characteristics
^SP500TR:
0.67
SPY:
0.64
^SP500TR:
1.06
SPY:
1.04
^SP500TR:
1.15
SPY:
1.15
^SP500TR:
0.70
SPY:
0.69
^SP500TR:
2.67
SPY:
2.64
^SP500TR:
4.91%
SPY:
4.91%
^SP500TR:
19.81%
SPY:
20.47%
^SP500TR:
-55.25%
SPY:
-55.19%
^SP500TR:
-3.26%
SPY:
-3.26%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^SP500TR having a 1.22% return and SPY slightly lower at 1.17%. Both investments have delivered pretty close results over the past 10 years, with ^SP500TR having a 12.88% annualized return and SPY not far behind at 12.78%.
^SP500TR
1.22%
7.31%
-1.00%
13.14%
14.24%
16.10%
12.88%
SPY
1.17%
7.36%
-0.95%
13.08%
14.15%
15.98%
12.78%
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Risk-Adjusted Performance
^SP500TR vs. SPY — Risk-Adjusted Performance Rank
^SP500TR
SPY
^SP500TR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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.
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Drawdowns
^SP500TR vs. SPY - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and SPY.
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Volatility
^SP500TR vs. SPY - Volatility Comparison
S&P 500 Total Return (^SP500TR) and SPDR S&P 500 ETF (SPY) have volatilities of 4.70% and 4.78%, 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.
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