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AAS.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

AAS.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Abrdn Asia Focus plc (AAS.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AAS.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AAS.L achieves a 21.25% return, which is significantly higher than ^GSPC's 11.24% return. Over the past 10 years, AAS.L has underperformed ^GSPC with an annualized return of 12.79%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.


AAS.L

1D
-0.45%
1M
-1.87%
YTD
21.25%
6M
22.60%
1Y
45.55%
3Y*
22.17%
5Y*
14.08%
10Y*
12.79%

^GSPC

1D
0.41%
1M
5.44%
YTD
11.24%
6M
9.84%
1Y
28.25%
3Y*
18.03%
5Y*
13.60%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAS.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAS.L
Abrdn Asia Focus plc
21.25%26.73%12.51%5.98%-10.06%28.05%10.63%8.11%-2.48%13.19%
^GSPC
S&P 500 Index
11.24%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between AAS.L and ^GSPC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.19

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Return for Risk

AAS.L vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAS.L
AAS.L Risk / Return Rank: 9090
Overall Rank
AAS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AAS.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
AAS.L Omega Ratio Rank: 9191
Omega Ratio Rank
AAS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
AAS.L Martin Ratio Rank: 9090
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAS.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Asia Focus plc (AAS.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.


AAS.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.46

1.46

0.00

Calmar ratioReturn relative to maximum drawdown

3.50

3.53

-0.04

Martin ratioReturn relative to average drawdown

11.92

13.19

-1.28

AAS.L vs. ^GSPC - Sharpe Ratio Comparison

The current AAS.L Sharpe Ratio is 2.49, which is comparable to the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of AAS.L and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAS.L^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.46

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.86

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.80

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.58

-0.07

Drawdowns

AAS.L vs. ^GSPC - Drawdown Comparison

The maximum AAS.L drawdown since its inception was -72.60%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for AAS.L and ^GSPC.


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Drawdown Indicators


AAS.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-72.60%

-37.07%

-35.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-8.03%

-4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-22.15%

+7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.59%

-22.15%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-26.01%

-10.06%

Current Drawdown

Current decline from peak

-4.01%

0.00%

-4.01%

Average Drawdown

Average peak-to-trough decline

-10.69%

-5.32%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.15%

+1.66%

Volatility

AAS.L vs. ^GSPC - Volatility Comparison

Abrdn Asia Focus plc (AAS.L) has a higher volatility of 6.09% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that AAS.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


AAS.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.60%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

8.20%

+7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

11.52%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

15.85%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

18.15%

+0.40%

Frequently Asked Questions


AAS.L and ^GSPC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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