^GSPC vs. BLDR
^GSPC (S&P 500 Index) is an index, while BLDR (Builders FirstSource, Inc.) is a stock. Over the past 10 years, ^GSPC returned 13.61%/yr vs 21.56%/yr for BLDR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
^GSPC vs. BLDR - Performance Comparison
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Returns By Period
In the year-to-date period, ^GSPC achieves a 8.56% return, which is significantly higher than BLDR's -24.41% return. Over the past 10 years, ^GSPC has underperformed BLDR with an annualized return of 13.61%, while BLDR has yielded a comparatively higher 21.56% annualized return.
^GSPC
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
BLDR
- 1D
- -1.02%
- 1M
- 7.54%
- YTD
- -24.41%
- 6M
- -28.31%
- 1Y
- -32.40%
- 3Y*
- -14.86%
- 5Y*
- 12.14%
- 10Y*
- 21.56%
^GSPC vs. BLDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 8.56% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
BLDR Builders FirstSource, Inc. | -24.41% | -28.01% | -14.38% | 157.31% | -24.30% | 110.02% | 60.61% | 132.91% | -49.93% | 98.63% |
Correlation
The correlation between ^GSPC and BLDR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2005 | 0.52 |
The correlation between ^GSPC and BLDR shifts across timeframes, from 0.41 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
^GSPC vs. BLDR — Risk / Return Rank
^GSPC
BLDR
^GSPC vs. BLDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Builders FirstSource, Inc. (BLDR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^GSPC | BLDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.53 | ||
| Sortino ratioReturn per unit of downside risk | +3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.91 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | -0.59 | +3.12 |
| Martin ratioReturn relative to average drawdown | 11.37 | -1.11 | +12.48 |
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Drawdowns
^GSPC vs. BLDR - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for ^GSPC and BLDR.
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Drawdown Indicators
| ^GSPC | BLDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -96.78% | +40.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -55.51% | +46.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -68.55% | +49.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -68.55% | +43.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -68.55% | +34.63% |
Current DrawdownCurrent decline from peak | -2.34% | -63.16% | +60.82% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -47.87% | +37.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 29.23% | -27.21% |
Volatility
^GSPC vs. BLDR - Volatility Comparison
The current volatility for S&P 500 Index (^GSPC) is 4.43%, while Builders FirstSource, Inc. (BLDR) has a volatility of 15.05%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^GSPC | BLDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 15.05% | -10.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 34.74% | -25.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 48.45% | -36.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 45.30% | -28.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 47.75% | -29.66% |
Frequently Asked Questions
^GSPC and BLDR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLDR has higher volatility (15.05%) compared to ^GSPC (4.43%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs BLDR's -96.78%.
^GSPC currently has the higher Sharpe Ratio (1.86 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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