Correlation
The correlation between AER and ^GSPC is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
AER vs. ^GSPC
Compare and contrast key facts about AerCap Holdings N.V. (AER) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AER or ^GSPC.
Performance
AER vs. ^GSPC - Performance Comparison
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Key characteristics
AER:
1.03
^GSPC:
0.66
AER:
1.44
^GSPC:
0.94
AER:
1.21
^GSPC:
1.14
AER:
1.75
^GSPC:
0.60
AER:
6.02
^GSPC:
2.28
AER:
4.55%
^GSPC:
5.01%
AER:
26.82%
^GSPC:
19.77%
AER:
-93.16%
^GSPC:
-56.78%
AER:
0.00%
^GSPC:
-3.78%
Returns By Period
In the year-to-date period, AER achieves a 21.56% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, AER has underperformed ^GSPC with an annualized return of 8.91%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.
AER
21.56%
9.44%
17.08%
27.32%
33.36%
29.47%
8.91%
^GSPC
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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Risk-Adjusted Performance
AER vs. ^GSPC — Risk-Adjusted Performance Rank
AER
^GSPC
AER vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AerCap Holdings N.V. (AER) and S&P 500 (^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.
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Drawdowns
AER vs. ^GSPC - Drawdown Comparison
The maximum AER drawdown since its inception was -93.16%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AER and ^GSPC.
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Volatility
AER vs. ^GSPC - Volatility Comparison
The current volatility for AerCap Holdings N.V. (AER) is 3.18%, while S&P 500 (^GSPC) has a volatility of 4.77%. This indicates that AER experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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