ABI.BR vs. ^GSPC
ABI.BR (Anheuser-Busch InBev SA/NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ABI.BR returned -2.71%/yr vs 13.24%/yr for ^GSPC. At a 0.29 correlation, their price movements are largely independent.
Performance
ABI.BR vs. ^GSPC - Performance Comparison
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Different Trading Currencies
ABI.BR is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABI.BR achieves a 31.71% return, which is significantly higher than ^GSPC's 10.23% return. Over the past 10 years, ABI.BR has underperformed ^GSPC with an annualized return of -2.71%, while ^GSPC has yielded a comparatively higher 13.24% annualized return.
ABI.BR
- 1D
- 0.28%
- 1M
- 2.30%
- YTD
- 31.71%
- 6M
- 33.56%
- 1Y
- 17.03%
- 3Y*
- 12.95%
- 5Y*
- 3.13%
- 10Y*
- -2.71%
^GSPC
- 1D
- 0.58%
- 1M
- -0.05%
- YTD
- 10.23%
- 6M
- 10.46%
- 1Y
- 24.15%
- 3Y*
- 16.63%
- 5Y*
- 12.86%
- 10Y*
- 13.24%
ABI.BR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABI.BR Anheuser-Busch InBev SA/NV | 31.71% | 15.49% | -16.55% | 4.76% | 6.52% | -6.18% | -21.05% | 28.14% | -36.47% | -5.05% |
^GSPC S&P 500 Index | 10.23% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between ABI.BR and ^GSPC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.29 |
Over the past year, the correlation between ABI.BR and ^GSPC has dropped to 0.08 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
ABI.BR vs. ^GSPC — Risk / Return Rank
ABI.BR
^GSPC
ABI.BR vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (ABI.BR) 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.
| ABI.BR | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.07 | -2.26 |
| Martin ratioReturn relative to average drawdown | 1.53 | 11.40 | -9.86 |
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Drawdowns
ABI.BR vs. ^GSPC - Drawdown Comparison
The maximum ABI.BR drawdown since its inception was -75.36%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for ABI.BR and ^GSPC.
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Drawdown Indicators
| ABI.BR | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.36% | -51.62% | -23.74% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -7.57% | -13.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.46% | -23.99% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -23.99% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -71.79% | -33.42% | -38.37% |
Current DrawdownCurrent decline from peak | -32.15% | -1.82% | -30.33% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -9.08% | -15.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.24% | 2.04% | +9.20% |
Volatility
ABI.BR vs. ^GSPC - Volatility Comparison
Anheuser-Busch InBev SA/NV (ABI.BR) has a higher volatility of 6.52% compared to S&P 500 Index (^GSPC) at 3.63%. This indicates that ABI.BR'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
| ABI.BR | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 3.63% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 17.94% | 9.09% | +8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.09% | 12.48% | +12.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 16.83% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 18.61% | +8.68% |
Frequently Asked Questions
ABI.BR and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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