^GSPC vs. ZETA
^GSPC (S&P 500 Index) is an index, while ZETA (Zeta Global Holdings Corp.) is a stock. Over the past 5 years, ^GSPC returned 12.33%/yr vs 18.73%/yr for ZETA. At a 0.46 correlation, their price movements are largely independent.
Performance
^GSPC vs. ZETA - Performance Comparison
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Returns By Period
In the year-to-date period, ^GSPC achieves a 10.35% return, which is significantly higher than ZETA's -2.85% 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%
ZETA
- 1D
- -2.18%
- 1M
- 15.01%
- YTD
- -2.85%
- 6M
- 13.04%
- 1Y
- 62.58%
- 3Y*
- 29.75%
- 5Y*
- 18.73%
- 10Y*
- —
^GSPC vs. ZETA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 12.95% |
ZETA Zeta Global Holdings Corp. | -2.85% | 13.12% | 103.97% | 7.96% | -2.97% | -6.55% |
Correlation
The correlation between ^GSPC and ZETA is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2021 | 0.46 |
The correlation between ^GSPC and ZETA has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
^GSPC vs. ZETA — Risk / Return Rank
^GSPC
ZETA
^GSPC vs. ZETA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Zeta Global Holdings Corp. (ZETA). 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 | ZETA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.56 | +1.36 |
| Martin ratioReturn relative to average drawdown | 13.08 | 3.16 | +9.92 |
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Drawdowns
^GSPC vs. ZETA - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum ZETA drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for ^GSPC and ZETA.
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Drawdown Indicators
| ^GSPC | ZETA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -70.01% | +13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -40.37% | +31.27% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -70.01% | +51.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -70.01% | +44.58% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | -46.19% | +45.46% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -34.13% | +23.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 19.85% | -17.83% |
Volatility
^GSPC vs. ZETA - Volatility Comparison
The current volatility for S&P 500 Index (^GSPC) is 4.67%, while Zeta Global Holdings Corp. (ZETA) has a volatility of 24.86%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than ZETA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^GSPC | ZETA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 24.86% | -20.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 48.84% | -39.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 73.75% | -61.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 72.06% | -55.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 72.06% | -53.95% |
Frequently Asked Questions
^GSPC and ZETA have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZETA has higher volatility (24.86%) compared to ^GSPC (4.67%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs ZETA's -70.01%.
^GSPC currently has the higher Sharpe Ratio (2.14 vs 0.85), 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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