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AJXA vs SPY

Comparison between Great Ajax Corp (AJXA, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed AJXA, delivering a return of +13.4% compared to +7.0%

AJXA vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
AJXA
$129M
Winner
SPY
$784B
Expense Ratio
AJXA
N/A
SPY
0.09%
Max Drawdown
Winner
AJXA
46.48%
SPY
56.47%
Sharpe Ratio
AJXA
1.17
Winner
SPY
1.50
5Y Beta
AJXA
N/A
SPY
1.00
P/E Ratio
Winner
AJXA
-1.03
SPY
28.29
Forward P/E
AJXA
N/A
SPY
21.76
5Y Dividends CAGR
Winner
AJXA
10.76%
SPY
5.43%
5Y EPS CAGR
AJXA
N/A
SPY
25.98%
Debt to Equity
AJXA
376.34%
Winner
SPY
30.79%
Free Cash Flow Yield
AJXA
-29.35%
SPY
N/A
P/S Ratio
AJXA
N/A
SPY
3.79
P/B Ratio
Winner
AJXA
0.50
SPY
5.67

AJXA vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
AJXA
+0.64%
SPY
+0.48%
3M
AJXA
+2.59%
Winner
SPY
+11.67%
6M
AJXA
+8.55%
Winner
SPY
+9.42%
1Y
AJXA
+12.42%
Winner
SPY
+24.27%
5Y(CAGR)
AJXA
+7.00%
Winner
SPY
+13.36%
10Y(CAGR)
AJXA
N/A
SPY
+15.42%
Max(CAGR)
AJXA
+7.09%
Winner
SPY
+8.49%

AJXA vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearAJXASPY
2026N/A+8.88%
2025N/A+18.00%
2024+3.81%+25.59%
2023+10.46%+26.72%
2022-0.34%-18.64%
2021+13.24%+30.52%
2020-0.66%+17.28%
2019+19.32%+31.09%
2018-0.72%-5.24%
2017+5.57%+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

AJXA vs SPY Drawdown Comparison

The maximum drawdown for AJXA was -46.31%, occurring on Mar 24, 2020. Recovery took 266 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SPY drawdown is -2.35%.

RankAJXASPY
#1-46.31%
Feb 14, 2020 - Mar 8, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-10.97%
Aug 8, 2017 - Nov 8, 2017		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-7.06%
Oct 4, 2018 - Apr 2, 2019		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-6.33%
Oct 25, 2021 - Jan 18, 2023		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-4.45%
Jan 31, 2023 - May 18, 2023		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-3.67%
Nov 10, 2017 - Mar 14, 2018		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-3.36%
May 16, 2019 - Jun 28, 2019		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-3.20%
Sep 1, 2021 - Oct 7, 2021		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-3.13%
Aug 26, 2019 - Sep 9, 2019		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-2.39%
Jun 30, 2021 - Aug 6, 2021		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-2.28%
Mar 16, 2021 - Apr 1, 2021		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-2.17%
Apr 26, 2021 - May 20, 2021		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-2.05%
Jun 2, 2021 - Jun 8, 2021		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-2.03%
Oct 31, 2019 - Dec 30, 2019		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-2.02%
Jun 30, 2017 - Jul 7, 2017		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between AJXA and SPY is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (1999 - 2026)

AJXA vs SPY dividend yield comparison.

YearAJXASPY
20260.00%0.24%
20250.00%1.07%
20241.81%1.21%
20237.37%1.40%
20227.57%1.65%
20216.97%1.20%
20207.42%1.52%
20196.79%1.75%
20185.70%2.04%
20175.16%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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