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FDS vs SPY

Comparison between Factset Research Systems Inc (FDS, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FDS, delivering a return of +13.7% compared to -7.6%

FDS vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
FDS
$7.40B
Winner
SPY
$735B
Expense Ratio
FDS
N/A
SPY
0.09%
Max Drawdown
FDS
61.66%
Winner
SPY
56.47%
Sharpe Ratio
FDS
-1.86
Winner
SPY
1.76
5Y Beta
Winner
FDS
0.54
SPY
1.00
Industry
FDS
Financial Data & Stock Exchanges
SPY
N/A
P/E Ratio
Winner
FDS
12.83
SPY
28.46
Forward P/E
Winner
FDS
11.25
SPY
21.99
PEG Ratio
FDS
1.25
SPY
N/A
Dividend Yield
FDS
2.20%
SPY
N/A
5Y Dividends CAGR
Winner
FDS
7.44%
SPY
5.43%
5Y EPS CAGR
FDS
8.99%
Winner
SPY
25.20%
Debt to Equity
FDS
64.31%
Winner
SPY
33.33%
Free Cash Flow Yield
FDS
10.80%
SPY
N/A
P/S Ratio
Winner
FDS
3.06
SPY
3.65
P/B Ratio
Winner
FDS
3.83
SPY
5.50

FDS vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
FDS
-7.96%
Winner
SPY
+5.60%
3M
FDS
+3.73%
Winner
SPY
+8.72%
6M
FDS
-21.76%
Winner
SPY
+10.63%
1Y
FDS
-54.10%
Winner
SPY
+26.62%
5Y(CAGR)
FDS
-7.57%
Winner
SPY
+13.70%
10Y(CAGR)
FDS
+4.50%
Winner
SPY
+15.47%
Max(CAGR)
Winner
FDS
+9.61%
SPY
+8.50%

FDS vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFDSSPY
2026-25.08%+8.50%
2025-38.39%+18.00%
2024+4.75%+25.59%
2023+18.58%+26.72%
2022-15.01%-18.64%
2021+48.34%+30.52%
2020+24.93%+17.28%
2019+36.00%+31.09%
2018+5.64%-5.24%
2017+18.21%+20.78%
2016+5.61%+13.59%
2015+16.85%+1.31%
2014+31.43%+14.56%
2013+22.63%+29.00%
2012+1.24%+14.17%
2011-7.28%+0.85%
2010+42.32%+13.14%
2009+46.56%+22.67%
2008-18.61%-36.25%
2007+0.54%+5.32%
2006+38.99%+13.85%
2005+8.92%+5.32%
2004+55.38%+10.75%
2003+33.05%+24.18%
2002-20.85%-22.42%
2001-1.10%-10.13%
2000-5.80%-8.84%
1999+10.78%+8.61%

FDS vs SPY Drawdown Comparison

The maximum drawdown for FDS was -61.13%, occurring on Feb 17, 2026. This drawdown has not yet recovered.

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

The current FDS drawdown is -56.35%. The current SPY drawdown is -1.20%.

RankFDSSPY
#1-61.13%
Nov 14, 2024 - Feb 17, 2026
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-58.96%
Jun 5, 2001 - Jul 1, 2003
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-54.43%
Oct 10, 2007 - Nov 13, 2009
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-47.28%
Dec 29, 1999 - Dec 12, 2000
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-36.39%
Dec 12, 2000 - Jun 5, 2001
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-33.56%
Feb 19, 2020 - May 29, 2020
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-31.12%
Sep 3, 2003 - Nov 5, 2004
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-29.87%
Dec 29, 2004 - Dec 1, 2005
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-29.63%
May 11, 2011 - Jul 19, 2013
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-28.36%
Dec 29, 2021 - Feb 1, 2024
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-22.30%
Oct 23, 2015 - Aug 18, 2016
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-22.23%
Jun 19, 2019 - Feb 18, 2020
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-19.93%
Jun 20, 2007 - Oct 5, 2007
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-19.66%
Nov 28, 2018 - Feb 27, 2019
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-18.86%
Mar 20, 2024 - Nov 13, 2024
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FDS and SPY is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89
-101

Dividend Comparison (1999 - 2026)

FDS vs SPY dividend yield comparison.

YearFDSSPY
20260.52%0.24%
20251.50%1.07%
20240.85%1.21%
20230.80%1.40%
20220.87%1.65%
20210.66%1.20%
20200.91%1.52%
20191.04%1.75%
20181.24%2.04%
20171.13%1.80%
20161.19%2.03%
20151.05%2.06%
20141.08%1.87%
20131.25%1.81%
20121.36%2.18%
20111.19%2.05%
20100.95%1.80%
20091.18%1.95%
20081.49%3.02%
20070.75%1.85%
20060.41%1.73%
20050.49%1.73%
20040.46%1.82%
20030.60%1.47%
20020.67%1.70%
20010.43%1.25%
20000.30%1.15%
19990.06%0.24%

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