YRD vs SPY

Comparison between Yiren Digital Ltd (YRD, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed YRD, delivering a return of +14.1% compared to -17.3%

YRD vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	YRD(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$129M	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	98.65%	56.47%
Sharpe Ratio	-1.92	2.00
5Y Beta	0.91	1.00
Industry	Credit Services	N/A
P/E Ratio	16.58	28.99
Forward P/E	7.10	22.43
PEG Ratio	1.24	N/A
Dividend Yield	27.20%	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	N/A	26.05%
Debt to Equity	0.10%	32.40%
Free Cash Flow Yield	74.98%	N/A
P/S Ratio	0.02	3.74
P/B Ratio	0.09	5.61

Market Cap / Net Assets

YRD

$129M

Winner

SPY

$735B

Expense Ratio

YRD

N/A

SPY

0.09%

Max Drawdown

YRD

98.65%

Winner

SPY

56.47%

Sharpe Ratio

YRD

-1.92

Winner

SPY

2.00

5Y Beta

Winner

YRD

0.91

SPY

1.00

Industry

YRD

Credit Services

SPY

N/A

P/E Ratio

Winner

YRD

16.58

SPY

28.99

Forward P/E

Winner

YRD

7.10

SPY

22.43

PEG Ratio

YRD

1.24

SPY

N/A

Dividend Yield

YRD

27.20%

SPY

N/A

5Y Dividends CAGR

YRD

N/A

SPY

5.43%

5Y EPS CAGR

YRD

N/A

SPY

26.05%

Debt to Equity

Winner

YRD

0.10%

SPY

32.40%

Free Cash Flow Yield

YRD

74.98%

SPY

N/A

P/S Ratio

Winner

YRD

0.02

SPY

3.74

P/B Ratio

Winner

YRD

0.09

SPY

5.61

YRD vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	YRD	SPY
1 month	-33.50%	+5.40%
3 months	-64.19%	+10.97%
6 months	-69.73%	+12.09%
1 year	-77.45%	+29.62%
5 years(CAGR)	-17.33%	+14.12%
10 years(CAGR)	-21.00%	+15.55%
Max(CAGR)	-15.51%	+8.59%

YRD

-33.50%

Winner

SPY

+5.40%

YRD

-64.19%

Winner

SPY

+10.97%

YRD

-69.73%

Winner

SPY

+12.09%

YRD

-77.45%

Winner

SPY

+29.62%

5Y(CAGR)

YRD

-17.33%

Winner

SPY

+14.12%

10Y(CAGR)

YRD

-21.00%

Winner

SPY

+15.55%

Max(CAGR)

YRD

-15.51%

Winner

SPY

+8.59%

YRD vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	YRD	SPY
2026	-64.75%	+11.49%
2025	-18.22%	+18.00%
2024	+38.40%	+25.59%
2023	+106.62%	+26.72%
2022	-51.42%	-18.64%
2021	-12.54%	+30.52%
2020	-46.98%	+17.28%
2019	-48.18%	+31.09%
2018	-77.23%	-5.24%
2017	+113.11%	+20.78%
2016	+131.25%	+13.59%
2015	+3.85%	+1.31%
2014	N/A	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

YRD vs SPY Drawdown Comparison

The maximum drawdown for YRD was -98.64%, occurring on Aug 30, 2022. 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 YRD drawdown is -97.11%.

Rank	YRD	SPY
#1	-98.64% Oct 18, 2017 - Aug 30, 2022	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-64.22% Dec 28, 2015 - Mar 28, 2016	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-46.32% Aug 18, 2016 - Jul 31, 2017	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-27.69% Apr 4, 2016 - May 27, 2016	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-21.02% Jun 8, 2016 - Jul 12, 2016	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-20.10% Jul 31, 2017 - Aug 11, 2017	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-17.03% Aug 1, 2016 - Aug 10, 2016	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-9.94% Jun 2, 2016 - Jun 8, 2016	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-9.37% Aug 14, 2017 - Sep 1, 2017	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-8.75% Aug 10, 2016 - Aug 15, 2016	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-7.37% Sep 19, 2017 - Oct 3, 2017	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-7.27% Jul 15, 2016 - Jul 20, 2016	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-5.25% Aug 15, 2016 - Aug 17, 2016	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-4.99% Sep 1, 2017 - Sep 7, 2017	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-4.35% Jul 13, 2016 - Jul 15, 2016	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between YRD and SPY is -0.55 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.55

-101

Dividend Comparison (1999 - 2026)

YRD vs SPY dividend yield comparison.

Year	YRD	SPY
2026	0.00%	0.24%
2025	11.89%	1.07%
2024	4.17%	1.21%
2023	0.00%	1.40%
2022	0.00%	1.65%
2021	0.00%	1.20%
2020	0.00%	1.52%
2019	0.00%	1.75%
2018	2.60%	2.04%
2017	3.37%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%