ADYEY vs. ^GSPC
ADYEY (Adyen NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, ADYEY returned -18.33%/yr vs 11.43%/yr for ^GSPC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ADYEY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ADYEY achieves a -40.89% return, which is significantly lower than ^GSPC's 9.79% return.
ADYEY
- 1D
- -2.38%
- 1M
- -0.53%
- 6M
- -43.47%
- YTD
- -40.89%
- 1Y
- -46.52%
- 3Y*
- -18.55%
- 5Y*
- -18.33%
- 10Y*
- —
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
ADYEY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ADYEY Adyen NV | -40.89% | 8.94% | 13.82% | -6.67% | -47.57% | 13.45% | 181.82% | 30.36% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 11.88% |
Correlation
The correlation between ADYEY and ^GSPC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2019 | 0.53 |
The correlation between ADYEY and ^GSPC has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
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Return for Risk
ADYEY vs. ^GSPC — Risk / Return Rank
ADYEY
^GSPC
ADYEY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adyen NV (ADYEY) 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.
| ADYEY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.29 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.21 | -3.14 |
| Martin ratioReturn relative to average drawdown | -1.61 | 9.61 | -11.22 |
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Drawdowns
ADYEY vs. ^GSPC - Drawdown Comparison
The maximum ADYEY drawdown since its inception was -79.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ADYEY and ^GSPC.
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Drawdown Indicators
| ADYEY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.84% | -56.78% | -23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -50.66% | -9.10% | -41.56% |
Max Drawdown (3Y)Largest decline over 3 years | -64.34% | -18.90% | -45.44% |
Max Drawdown (5Y)Largest decline over 5 years | -79.84% | -25.43% | -54.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -71.17% | -1.24% | -69.93% |
Average DrawdownAverage peak-to-trough decline | -38.90% | -10.71% | -28.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.93% | 2.09% | +26.84% |
Volatility
ADYEY vs. ^GSPC - Volatility Comparison
Adyen NV (ADYEY) has a higher volatility of 12.87% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that ADYEY'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
| ADYEY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.87% | 3.96% | +8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 37.37% | 9.99% | +27.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.00% | 12.57% | +29.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.67% | 17.01% | +35.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.59% | 18.05% | +32.54% |
Frequently Asked Questions
ADYEY and ^GSPC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADYEY has higher volatility (12.87%) compared to ^GSPC (3.96%). In terms of maximum drawdown, ADYEY dropped -79.84% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -1.11), 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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