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^GSPC vs. CMB1.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. CMB1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^GSPC is traded in USD, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^GSPC achieves a 10.35% return, which is significantly lower than CMB1.L's 17.02% return. Over the past 10 years, ^GSPC has underperformed CMB1.L with an annualized return of 13.81%, while CMB1.L has yielded a comparatively higher 16.17% annualized return.


^GSPC

1D
1.65%
1M
1.97%
YTD
10.35%
6M
10.82%
1Y
26.39%
3Y*
19.66%
5Y*
12.33%
10Y*
13.81%

CMB1.L

1D
1.03%
1M
6.84%
YTD
17.02%
6M
18.75%
1Y
37.91%
3Y*
31.24%
5Y*
19.47%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. CMB1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
10.35%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
17.02%54.68%11.37%37.57%-13.87%17.22%4.63%29.84%-18.67%34.14%

Correlation

The correlation between ^GSPC and CMB1.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.48

The correlation between ^GSPC and CMB1.L shifts across timeframes, from 0.40 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

^GSPC vs. CMB1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC
^GSPC Risk / Return Rank: 8383
Overall Rank
^GSPC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 8484
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8686
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank

CMB1.L
CMB1.L Risk / Return Rank: 8181
Overall Rank
CMB1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 8181
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^GSPC vs. CMB1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). 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.


^GSPCCMB1.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.39

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

2.91

3.35

-0.44

Martin ratioReturn relative to average drawdown

13.08

11.77

+1.31

^GSPC vs. CMB1.L - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 2.14, which is comparable to the CMB1.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ^GSPC and CMB1.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. CMB1.L - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, roughly equal to the maximum CMB1.L drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for ^GSPC and CMB1.L.


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Drawdown Indicators


^GSPCCMB1.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-57.87%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-11.25%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-17.48%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-35.65%

+10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-41.93%

+8.01%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-10.72%

-19.36%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.20%

-1.18%

Volatility

^GSPC vs. CMB1.L - Volatility Comparison

S&P 500 Index (^GSPC) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) have volatilities of 4.67% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCCMB1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.73%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

13.97%

-4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

17.22%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

21.24%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

22.73%

-4.62%

Frequently Asked Questions


^GSPC and CMB1.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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