PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^SP500TR vs. SBUX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


^SP500TRSBUX
YTD Return21.02%2.92%
1Y Return31.70%4.41%
3Y Return (Ann)11.20%-2.48%
5Y Return (Ann)15.70%3.65%
10Y Return (Ann)13.19%12.09%
Sharpe Ratio2.380.11
Daily Std Dev12.80%38.15%
Max Drawdown-55.25%-81.91%
Current Drawdown0.00%-17.39%

Correlation

-0.50.00.51.00.5

The correlation between ^SP500TR and SBUX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

^SP500TR vs. SBUX - Performance Comparison

In the year-to-date period, ^SP500TR achieves a 21.02% return, which is significantly higher than SBUX's 2.92% return. Over the past 10 years, ^SP500TR has outperformed SBUX with an annualized return of 13.19%, while SBUX has yielded a comparatively lower 12.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.75%
7.16%
^SP500TR
SBUX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^SP500TR vs. SBUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and Starbucks Corporation (SBUX). 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.


^SP500TR
Sharpe ratio
The chart of Sharpe ratio for ^SP500TR, currently valued at 2.38, compared to the broader market0.001.002.002.38
Sortino ratio
The chart of Sortino ratio for ^SP500TR, currently valued at 3.19, compared to the broader market-1.000.001.002.003.003.19
Omega ratio
The chart of Omega ratio for ^SP500TR, currently valued at 1.43, compared to the broader market1.001.201.401.43
Calmar ratio
The chart of Calmar ratio for ^SP500TR, currently valued at 2.63, compared to the broader market0.001.002.003.004.005.002.63
Martin ratio
The chart of Martin ratio for ^SP500TR, currently valued at 14.22, compared to the broader market0.005.0010.0015.0020.0014.22
SBUX
Sharpe ratio
The chart of Sharpe ratio for SBUX, currently valued at 0.11, compared to the broader market0.001.002.000.11
Sortino ratio
The chart of Sortino ratio for SBUX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.000.51
Omega ratio
The chart of Omega ratio for SBUX, currently valued at 1.07, compared to the broader market1.001.201.401.07
Calmar ratio
The chart of Calmar ratio for SBUX, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.000.11
Martin ratio
The chart of Martin ratio for SBUX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.25

^SP500TR vs. SBUX - Sharpe Ratio Comparison

The current ^SP500TR Sharpe Ratio is 2.38, which is higher than the SBUX Sharpe Ratio of 0.11. The chart below compares the 12-month rolling Sharpe Ratio of ^SP500TR and SBUX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.38
0.11
^SP500TR
SBUX

Drawdowns

^SP500TR vs. SBUX - Drawdown Comparison

The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum SBUX drawdown of -81.91%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and SBUX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember0
-17.39%
^SP500TR
SBUX

Volatility

^SP500TR vs. SBUX - Volatility Comparison

The current volatility for S&P 500 Total Return (^SP500TR) is 4.31%, while Starbucks Corporation (SBUX) has a volatility of 8.38%. This indicates that ^SP500TR experiences smaller price fluctuations and is considered to be less risky than SBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
4.31%
8.38%
^SP500TR
SBUX