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ADBE vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adobe Inc (ADBE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than CSPX.L's 8.40% return. Over the past 10 years, ADBE has underperformed CSPX.L with an annualized return of 7.72%, while CSPX.L has yielded a comparatively higher 15.24% annualized return.


ADBE

1D
-6.76%
1M
-13.92%
YTD
-41.71%
6M
-42.76%
1Y
-47.91%
3Y*
-24.76%
5Y*
-17.73%
10Y*
7.72%

CSPX.L

1D
2.02%
1M
-0.83%
YTD
8.40%
6M
9.68%
1Y
24.86%
3Y*
20.75%
5Y*
13.23%
10Y*
15.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBE vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADBE
Adobe Inc
-41.71%-21.29%-25.46%77.28%-40.65%13.38%51.64%45.78%29.10%70.22%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
8.40%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%

Correlation

The correlation between ADBE and CSPX.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.26

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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.37

Over the past year, the correlation between ADBE and CSPX.L has dropped to 0.14 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

ADBE vs. CSPX.L — Risk / Return Rank

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

ADBE
ADBE Risk / Return Rank: 11
Overall Rank
ADBE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ADBE Sortino Ratio Rank: 11
Sortino Ratio Rank
ADBE Omega Ratio Rank: 22
Omega Ratio Rank
ADBE Calmar Ratio Rank: 00
Calmar Ratio Rank
ADBE Martin Ratio Rank: 11
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
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.

ADBE vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.


ADBECSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-3.48

Sortino ratioReturn per unit of downside risk

-5.32

Omega ratioGain probability vs. loss probability

0.73

1.36

-0.64

Calmar ratioReturn relative to maximum drawdown

-1.03

2.98

-4.02

Martin ratioReturn relative to average drawdown

-1.99

12.45

-14.44

ADBE vs. CSPX.L - Sharpe Ratio Comparison

The current ADBE Sharpe Ratio is -1.45, which is lower than the CSPX.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ADBE and CSPX.L, 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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Drawdowns

ADBE vs. CSPX.L - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for ADBE and CSPX.L.


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Drawdown Indicators


ADBECSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.89%

-33.90%

-45.99%

Max Drawdown (1Y)

Largest decline over 1 year

-49.21%

-8.17%

-41.04%

Max Drawdown (3Y)

Largest decline over 3 years

-67.86%

-18.50%

-49.36%

Max Drawdown (5Y)

Largest decline over 5 years

-70.36%

-24.39%

-45.97%

Max Drawdown (10Y)

Largest decline over 10 years

-70.36%

-33.90%

-36.46%

Current Drawdown

Current decline from peak

-70.36%

-2.27%

-68.09%

Average Drawdown

Average peak-to-trough decline

-25.99%

-3.72%

-22.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.31%

1.96%

+25.35%

Volatility

ADBE vs. CSPX.L - Volatility Comparison

Adobe Inc (ADBE) has a higher volatility of 16.64% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADBECSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.64%

4.01%

+12.63%

Volatility (6M)

Calculated over the trailing 6-month period

29.17%

9.03%

+20.14%

Volatility (1Y)

Calculated over the trailing 1-year period

35.08%

12.04%

+23.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.54%

16.03%

+20.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.48%

16.22%

+18.26%

Dividends

ADBE vs. CSPX.L - Dividend Comparison

Neither ADBE nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ADBE and CSPX.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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