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^GSPC vs. NOW
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. NOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and ServiceNow, Inc (NOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 10.35% return, which is significantly higher than NOW's -32.01% return. Over the past 10 years, ^GSPC has underperformed NOW with an annualized return of 13.81%, while NOW has yielded a comparatively higher 21.87% 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%

NOW

1D
1.96%
1M
9.55%
YTD
-32.01%
6M
-31.95%
1Y
-47.33%
3Y*
-2.71%
5Y*
0.41%
10Y*
21.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. NOW - 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%
NOW
ServiceNow, Inc
-32.01%-27.75%50.05%81.96%-40.18%17.93%94.97%58.56%36.55%75.40%

Correlation

The correlation between ^GSPC and NOW is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.48

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

0.60

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2012

0.54

Over the past year, the correlation between ^GSPC and NOW has dropped to 0.23 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

^GSPC vs. NOW — 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

NOW
NOW Risk / Return Rank: 99
Overall Rank
NOW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NOW Sortino Ratio Rank: 88
Sortino Ratio Rank
NOW Omega Ratio Rank: 88
Omega Ratio Rank
NOW Calmar Ratio Rank: 1212
Calmar Ratio Rank
NOW Martin Ratio Rank: 99
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. NOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and ServiceNow, Inc (NOW). 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.


^GSPCNOWDifference
Sharpe ratioReturn per unit of total volatility

+3.08

Sortino ratioReturn per unit of downside risk

+4.23

Omega ratioGain probability vs. loss probability

1.39

0.83

+0.56

Calmar ratioReturn relative to maximum drawdown

2.91

-0.79

+3.70

Martin ratioReturn relative to average drawdown

13.08

-1.39

+14.47

^GSPC vs. NOW - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 2.14, which is higher than the NOW Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ^GSPC and NOW, 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. NOW - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum NOW drawdown of -64.54%. Use the drawdown chart below to compare losses from any high point for ^GSPC and NOW.


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Drawdown Indicators


^GSPCNOWDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-64.54%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-60.28%

+51.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-64.54%

+45.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-64.54%

+39.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-64.54%

+30.62%

Current Drawdown

Current decline from peak

-0.73%

-55.51%

+54.78%

Average Drawdown

Average peak-to-trough decline

-10.72%

-13.80%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

34.16%

-32.14%

Volatility

^GSPC vs. NOW - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 4.67%, while ServiceNow, Inc (NOW) has a volatility of 25.39%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than NOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCNOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

25.39%

-20.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

47.03%

-37.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

50.24%

-37.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

43.45%

-26.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

40.87%

-22.76%

Frequently Asked Questions


^GSPC and NOW have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOW has higher volatility (25.39%) compared to ^GSPC (4.67%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs NOW's -64.54%.

^GSPC currently has the higher Sharpe Ratio (2.14 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for ^GSPC and NOW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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