SPY vs VOO comparison¶

SPY vs VOO performance comment¶

Market Performance Metrics Overview¶

Metric	Data1	Data2
High	488.77	449.19
Low	466.43	428.64
Close	485.39	445.99
Start Price	472.65	434.01
Gain %	2.70%	2.76%
Annualized Gain %	40.99%	41.98%
Annualized Volatility %	10.06%	10.01%
Max Drawdown %	-1.14%	-1.06%
Sharpe Ratio	4.49	4.62

The table above compares the key performance metrics for market tickers SPY (Data1) and VOOR (Data2) over a 60-day period from 2023-12-16 to 2024-01-25.

Market Performance Comparison¶

Close Price¶

The closing price of Data1 at 485.39 is higher than that of Data2 at 445.99, indicating a better performance in terms of the closing value.

Start Price¶

Data2 had a lower starting price at 434.01 compared to Data1's start price of 472.65, indicating a potentially more lucrative investment opportunity for Data2.

Annualized Gain %¶

Both markets have similar annualized gain %, with Data2 slightly outperforming Data1 at 41.98% compared to 40.99%. This suggests that both markets have shown strong performance over the 60-day period.

Annualized Volatility %¶

The annualized volatility % for both markets is relatively similar, with Data1 at 10.06% and Data2 at 10.01%. This indicates that both markets have experienced approximately the same level of price fluctuation over the observed period.

Sharpe Ratio¶

The Sharpe Ratio for both markets is relatively high, with Data2 having a slightly higher value at 4.62 compared to Data1's 4.49. This suggests that Data2 has provided a better risk-adjusted return compared to Data1.

Max Drawdown %¶

Both markets have experienced a maximum drawdown % of around -1%, indicating a minimal loss in value at any given point during the 60-day period.

Based on these metrics, both markets have shown strong performance with relatively similar levels of volatility and risk, but Data2 has slightly outperformed Data1 in terms of the start price and risk-adjusted return.

SPY YTD Return (Daily)¶

Comment on YTD Total Returns Results of SPY¶

Year-to-Date Performance¶

The YTD Open of SPY was 472.16 and it reached a YTD High of 488.77, with a YTD Low of 466.43. The YTD Close is currently at 485.39, resulting in a YTD Gain of 2.70%. The YTD Annualized Gain is an impressive 40.99%, indicating substantial growth in the market. However, the YTD Annualized Volatility is at 10.06%, which suggests a moderate level of risk. The YTD Max Drawdown is at -1.14%, indicating a minor decrease in value at its lowest point.

Last Year’s Performance¶

The Last Year Annualized Gain was 26.71%, with a Last Year Annualized Volatility of 13.09%, and a Last Year Max Drawdown of -9.97%. The Last Year Sharpe Ratio shows a return of 1.90 for every unit of risk.

Historical Performance¶

Excluding the current year, the Historical Annualized Volatility stands at 19.61%, while the Historical Annualized Gain is at 8.71%. The Max Drawdown in Data (excluding current year) is at -55.19%. The Average Sharpe Ratio for All Years (Excluding Last) is at 0.44, indicating a relatively low return for the risk taken.

Current Market Condition¶

The Current last close for the SPY is 485.39, as of the last day in data on January 24, 2024. The Current last 5 days gain is at 2.40%, which shows a recent upward trend. The Current MA 200 is at 437.68, the Current MA 50 is at 464.76, and the Current MA 5 is at 482.52, indicating that the current value is comfortably above all three moving averages. This suggests a strong bullish momentum in the market, with the current value positioned well above both short-term and long-term moving averages. Overall, the SPY has exhibited a strong annualized gain with relatively low volatility, resulting in a high Sharpe ratio. The recent market trend also seems to be in favor of a bullish sentiment, with the current value significantly above the MA 200, 50, and 5.

SPY Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$6.63	1.41%
2022	$6.32	1.62%
2021	$5.72	1.23%
2020	$5.69	1.53%
2019	$5.62	1.75%

SPY Montly Dividends¶

Year	Mar	Jun	Sep	Nov	Dec
2023	$1.51	$1.64	$1.58	0.0	$1.91
2022	$1.37	$1.58	$1.6	0.0	$1.78
2021	$1.28	$1.38	$1.43	0.0	$1.64
2020	$1.41	$1.37	$1.34	0.0	$1.58
2019	$1.23	$1.43	$1.38	0.0	$1.57
2018	$1.1	$1.25	$1.32	0.0	$1.44
2017	$1.03	$1.18	$1.23	0.0	$1.35
2016	$1.05	$1.08	$1.08	0.0	$1.33
2015	$0.93	$1.03	$1.03	0.0	$1.21
2014	$0.82	$0.94	$0.94	0.0	$1.13
2013	$0.69	$0.84	$0.84	0.0	$0.98
2012	$0.61	$0.69	$0.78	0.0	$1.02
2011	$0.55	$0.63	$0.62	0.0	$0.77
2010	$0.48	$0.53	$0.6	0.0	$0.65
2009	$0.56	$0.52	$0.51	0.0	$0.59
2008	$0.64	$0.67	$0.69	0.0	$0.72
2007	$0.55	$0.66	$0.72	0.0	$0.78
2006	$0.52	$0.56	$0.58	0.0	$0.79
2005	$0.47	$0.49	$0.52	0.0	$0.67
2004	$0.39	$0.41	$0.47	$0.35	$0.57
2003	$0.35	$0.36	$0.4	0.0	$0.52
2002	$0.33	$0.35	$0.38	0.0	$0.44
2001	$0.32	$0.35	$0.37	0.0	$0.39
2000	$0.37	$0.35	$0.38	0.0	$0.82

Published: 2024-01-25

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