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^SP500TR vs. SBUX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.5

Performance

^SP500TR vs. SBUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Total Return (^SP500TR) and Starbucks Corporation (SBUX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.91%
14.15%
^SP500TR
SBUX

Key characteristics

Sharpe Ratio

^SP500TR:

1.97

SBUX:

-0.12

Sortino Ratio

^SP500TR:

2.63

SBUX:

0.09

Omega Ratio

^SP500TR:

1.37

SBUX:

1.01

Calmar Ratio

^SP500TR:

2.93

SBUX:

-0.11

Martin Ratio

^SP500TR:

13.00

SBUX:

-0.38

Ulcer Index

^SP500TR:

1.90%

SBUX:

11.79%

Daily Std Dev

^SP500TR:

12.58%

SBUX:

37.27%

Max Drawdown

^SP500TR:

-55.25%

SBUX:

-81.91%

Current Drawdown

^SP500TR:

-3.62%

SBUX:

-22.89%

Returns By Period

In the year-to-date period, ^SP500TR achieves a 24.66% return, which is significantly higher than SBUX's -3.92% return. Over the past 10 years, ^SP500TR has outperformed SBUX with an annualized return of 12.99%, while SBUX has yielded a comparatively lower 10.62% annualized return.


^SP500TR

YTD

24.66%

1M

-0.72%

6M

7.91%

1Y

26.59%

5Y*

14.57%

10Y*

12.99%

SBUX

YTD

-3.92%

1M

-10.46%

6M

13.47%

1Y

-5.60%

5Y*

2.50%

10Y*

10.62%

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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.


Sharpe ratio
The chart of Sharpe ratio for ^SP500TR, currently valued at 1.97, compared to the broader market-1.000.001.002.001.97-0.15
The chart of Sortino ratio for ^SP500TR, currently valued at 2.63, compared to the broader market-1.000.001.002.003.002.630.04
The chart of Omega ratio for ^SP500TR, currently valued at 1.37, compared to the broader market0.800.901.001.101.201.301.401.371.01
The chart of Calmar ratio for ^SP500TR, currently valued at 2.93, compared to the broader market0.001.002.003.004.002.93-0.14
The chart of Martin ratio for ^SP500TR, currently valued at 13.00, compared to the broader market0.005.0010.0015.0013.00-0.48
^SP500TR
SBUX

The current ^SP500TR Sharpe Ratio is 1.97, which is higher than the SBUX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of ^SP500TR and SBUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.97
-0.15
^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%JulyAugustSeptemberOctoberNovemberDecember
-3.62%
-22.89%
^SP500TR
SBUX

Volatility

^SP500TR vs. SBUX - Volatility Comparison

The current volatility for S&P 500 Total Return (^SP500TR) is 3.62%, while Starbucks Corporation (SBUX) has a volatility of 6.73%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.62%
6.73%
^SP500TR
SBUX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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