0R2V.L vs. ^GSPC
0R2V.L (Apple Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, 0R2V.L returned 29.28%/yr vs 13.09%/yr for ^GSPC. At a 0.30 correlation, their price movements are largely independent.
Performance
0R2V.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, 0R2V.L achieves a 21.94% return, which is significantly higher than ^GSPC's 8.73% return. Over the past 10 years, 0R2V.L has outperformed ^GSPC with an annualized return of 29.28%, while ^GSPC has yielded a comparatively lower 13.09% annualized return.
0R2V.L
- 1D
- 0.00%
- 1M
- 12.35%
- 6M
- 30.01%
- YTD
- 21.94%
- 1Y
- 58.32%
- 3Y*
- 20.36%
- 5Y*
- 18.88%
- 10Y*
- 29.28%
- ALL TIME*
- 25.70%
^GSPC
- 1D
- -0.19%
- 1M
- -0.76%
- 6M
- 7.25%
- YTD
- 8.73%
- 1Y
- 18.21%
- 3Y*
- 17.95%
- 5Y*
- 11.30%
- 10Y*
- 13.09%
- ALL TIME*
- 8.08%
0R2V.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
0R2V.L Apple Inc. | 21.94% | 11.59% | 27.72% | 51.43% | -27.27% | 31.16% | 89.32% | 87.38% | 41.87% | 2.21% |
^GSPC S&P 500 Index | 8.73% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between 0R2V.L and ^GSPC 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 | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2014 | 0.30 |
The correlation between 0R2V.L and ^GSPC shifts across timeframes, from 0.21 (3 years) to 0.33 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
0R2V.L vs. ^GSPC — Risk / Return Rank
0R2V.L
^GSPC
0R2V.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (0R2V.L) and S&P 500 Index (^GSPC). 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.
| 0R2V.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.01 | +1.05 |
| Martin ratioReturn relative to average drawdown | 9.50 | 8.68 | +0.82 |
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Drawdowns
0R2V.L vs. ^GSPC - Drawdown Comparison
The maximum 0R2V.L drawdown since its inception was -38.25%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 0R2V.L and ^GSPC.
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Drawdown Indicators
| 0R2V.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.25% | -56.78% | +18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -18.99% | -9.10% | -9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -18.90% | -11.98% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -25.43% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -33.92% | -4.33% |
Current DrawdownCurrent decline from peak | 0.00% | -2.19% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -10.70% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 2.10% | +4.02% |
Volatility
0R2V.L vs. ^GSPC - Volatility Comparison
Apple Inc. (0R2V.L) has a higher volatility of 9.37% compared to S&P 500 Index (^GSPC) at 3.13%. This indicates that 0R2V.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0R2V.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 3.13% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 21.33% | 10.04% | +11.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.60% | 12.62% | +26.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.03% | 16.98% | +21.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 18.06% | +19.85% |
Frequently Asked Questions
0R2V.L and ^GSPC 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.
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