ABBN.SW vs. ^GSPC
ABBN.SW (ABB Ltd) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ABBN.SW returned 18.07%/yr vs 11.01%/yr for ^GSPC. At a 0.40 correlation, their price movements are largely independent.
Performance
ABBN.SW vs. ^GSPC - Performance Comparison
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Different Trading Currencies
ABBN.SW is traded in CHF, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABBN.SW achieves a 38.60% return, which is significantly higher than ^GSPC's 12.36% return. Over the past 10 years, ABBN.SW has outperformed ^GSPC with an annualized return of 18.07%, while ^GSPC has yielded a comparatively lower 11.01% annualized return.
ABBN.SW
- 1D
- 2.02%
- 1M
- -7.14%
- 6M
- 37.02%
- YTD
- 38.60%
- 1Y
- 56.10%
- 3Y*
- 34.76%
- 5Y*
- 22.17%
- 10Y*
- 18.07%
- ALL TIME*
- 11.43%
^GSPC
- 1D
- 1.29%
- 1M
- 1.18%
- 6M
- 13.67%
- YTD
- 12.36%
- 1Y
- 21.30%
- 3Y*
- 15.82%
- 5Y*
- 8.74%
- 10Y*
- 11.01%
- ALL TIME*
- 6.82%
ABBN.SW vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBN.SW ABB Ltd | 38.60% | 23.04% | 34.28% | 36.79% | -17.47% | 45.20% | 10.75% | 29.99% | -25.81% | 25.81% |
^GSPC S&P 500 Index | 12.36% | 1.70% | 33.03% | 13.11% | -18.34% | 30.63% | 6.46% | 26.69% | -5.33% | 14.35% |
Correlation
The correlation between ABBN.SW and ^GSPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2007 | 0.40 |
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Return for Risk
ABBN.SW vs. ^GSPC — Risk / Return Rank
ABBN.SW
^GSPC
ABBN.SW vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBN.SW) 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.
| ABBN.SW | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.69 | 2.32 | +2.37 |
| Martin ratioReturn relative to average drawdown | 15.03 | 7.72 | +7.31 |
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Drawdowns
ABBN.SW vs. ^GSPC - Drawdown Comparison
The maximum ABBN.SW drawdown since its inception was -66.78%, which is greater than ^GSPC's maximum drawdown of -56.33%. Use the drawdown chart below to compare losses from any high point for ABBN.SW and ^GSPC.
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Drawdown Indicators
| ABBN.SW | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.78% | -56.33% | -10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -9.21% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -24.92% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.16% | -24.92% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | -33.88% | -6.80% |
Current DrawdownCurrent decline from peak | -8.67% | -0.37% | -8.30% |
Average DrawdownAverage peak-to-trough decline | -22.10% | -13.61% | -8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.76% | +1.01% |
Volatility
ABBN.SW vs. ^GSPC - Volatility Comparison
ABB Ltd (ABBN.SW) has a higher volatility of 11.01% compared to S&P 500 Index (^GSPC) at 3.07%. This indicates that ABBN.SW'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
| ABBN.SW | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 3.07% | +7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 23.10% | 10.27% | +12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.05% | 13.72% | +13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.42% | 18.22% | +7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.20% | 19.57% | +4.63% |
Frequently Asked Questions
ABBN.SW and ^GSPC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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