A vs. ^SP500TR
A (Agilent Technologies, Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, A returned 12.24%/yr vs 15.17%/yr for ^SP500TR. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
A vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, A achieves a 2.30% return, which is significantly lower than ^SP500TR's 10.14% return. Over the past 10 years, A has underperformed ^SP500TR with an annualized return of 12.24%, while ^SP500TR has yielded a comparatively higher 15.17% annualized return.
A
- 1D
- -0.25%
- 1M
- 5.88%
- 6M
- 3.81%
- YTD
- 2.30%
- 1Y
- 22.89%
- 3Y*
- 4.95%
- 5Y*
- -1.32%
- 10Y*
- 12.24%
- ALL TIME*
- 6.06%
^SP500TR
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 8.56%
- YTD
- 10.14%
- 1Y
- 21.50%
- 3Y*
- 19.43%
- 5Y*
- 12.86%
- 10Y*
- 15.17%
- ALL TIME*
- 11.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
| $295.78M | $297.36M | $311.22M |
A vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
A Agilent Technologies, Inc. | 2.30% | 1.92% | -2.70% | -6.42% | -5.52% | 35.51% | 39.79% | 27.54% | 1.67% | 48.32% |
^SP500TR S&P 500 Total Return | 10.14% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between A and ^SP500TR is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1999 | 0.64 |
Over the past year, the correlation between A and ^SP500TR has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
A vs. ^SP500TR — Risk / Return Rank
A
^SP500TR
A vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and S&P 500 Total Return (^SP500TR). 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.
| A | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.21 | -1.48 |
| Martin ratioReturn relative to average drawdown | 1.34 | 9.49 | -8.16 |
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Drawdowns
A vs. ^SP500TR - Drawdown Comparison
The maximum A drawdown since its inception was -93.18%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for A and ^SP500TR.
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Drawdown Indicators
| A | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -55.25% | -37.93% |
Max Drawdown (1Y)Largest decline over 1 year | -29.75% | -8.89% | -20.86% |
Max Drawdown (3Y)Largest decline over 3 years | -35.32% | -18.75% | -16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -43.19% | -24.49% | -18.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.19% | -33.79% | -9.40% |
Current DrawdownCurrent decline from peak | -20.03% | -1.41% | -18.62% |
Average DrawdownAverage peak-to-trough decline | -57.08% | -8.14% | -48.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.10% | 2.07% | +14.03% |
Volatility
A vs. ^SP500TR - Volatility Comparison
Agilent Technologies, Inc. (A) has a higher volatility of 8.22% compared to S&P 500 Total Return (^SP500TR) at 3.52%. This indicates that A's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| A | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 3.52% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 25.52% | 10.11% | +15.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.92% | 12.87% | +20.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.28% | 17.01% | +13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.21% | 18.07% | +10.14% |
Frequently Asked Questions
A and ^SP500TR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
A has higher volatility (8.22%) compared to ^SP500TR (3.52%). In terms of maximum drawdown, A dropped -93.18% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.53 vs 0.66), 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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