SPDR SSGA Standard Deviation
| MYCI ETF | | | 24.81 0.03 0.12% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is SPDR SSGA's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
With Standard Deviation at 0.1912, SPDR SSGA shows low price variability. This places SPDR SSGA at the lower end of the volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 0.1912 | |
Standard Deviation Peers Comparison
SPDR SSGA's Standard Deviation of 0.1912 falls below the 1.34 peer average. Values range from 0.0398 (SPDR SSGA My2026) to 9.21 (Leverage Shares 2X), with wide dispersion across the group. SPDR SSGA has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for SPDR SSGA and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
At
0.19 for Standard Deviation and
1.01 for Maximum Drawdown, SPDR SSGA's cross-indicator ratio sits almost
5.28 . This indicates Maximum Drawdown substantially exceeds Standard Deviation for SPDR SSGA.
Methodology, Assumptions & Data Sources
SPDR SSGA's Standard Deviation currently stands at 0.1912. The Standard Deviation for SPDR SSGA applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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