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AHOG.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

AHOG.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Koninklijke Ahold Delhaize NV (AHOG.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AHOG.DE 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, AHOG.DE achieves a 4.25% return, which is significantly lower than ^GSPC's 11.89% return. Both investments have delivered pretty close results over the past 10 years, with AHOG.DE having a 13.27% annualized return and ^GSPC not far behind at 12.65%.


AHOG.DE

1D
-0.50%
1M
3.21%
6M
9.97%
YTD
4.25%
1Y
5.28%
3Y*
8.08%
5Y*
10.38%
10Y*
13.27%
ALL TIME*
9.04%

^GSPC

1D
0.00%
1M
-0.35%
6M
12.48%
YTD
11.89%
1Y
20.91%
3Y*
16.94%
5Y*
11.94%
10Y*
12.65%
ALL TIME*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHOG.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AHOG.DE
Koninklijke Ahold Delhaize NV
4.25%14.64%25.60%-0.34%-8.10%34.40%7.36%4.15%24.22%35.48%
^GSPC
S&P 500 Index
12.96%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between AHOG.DE and ^GSPC is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.08

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

0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.06

The correlation between AHOG.DE and ^GSPC shifts across timeframes, from -0.14 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AHOG.DE vs. ^GSPC — Risk / Return Rank

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

AHOG.DE
AHOG.DE Risk / Return Rank: 5252
Overall Rank
AHOG.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AHOG.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
AHOG.DE Omega Ratio Rank: 4848
Omega Ratio Rank
AHOG.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
AHOG.DE Martin Ratio Rank: 5454
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7575
Overall Rank
^GSPC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7272
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

AHOG.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Ahold Delhaize NV (AHOG.DE) 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.


AHOG.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.29

2.78

-2.49

Martin ratioReturn relative to average drawdown

0.68

10.22

-9.54

AHOG.DE vs. ^GSPC - Sharpe Ratio Comparison

The current AHOG.DE Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AHOG.DE and ^GSPC, 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

AHOG.DE vs. ^GSPC - Drawdown Comparison

The maximum AHOG.DE drawdown since its inception was -32.47%, smaller than the maximum ^GSPC drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for AHOG.DE and ^GSPC.


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Drawdown Indicators


AHOG.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-32.47%

-50.14%

+17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-18.41%

-7.57%

-10.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.41%

-23.99%

+5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-23.99%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.47%

-33.42%

+0.95%

Current Drawdown

Current decline from peak

-14.68%

-1.73%

-12.95%

Average Drawdown

Average peak-to-trough decline

-8.73%

-8.49%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

2.05%

+5.68%

Volatility

AHOG.DE vs. ^GSPC - Volatility Comparison

Koninklijke Ahold Delhaize NV (AHOG.DE) has a higher volatility of 5.26% compared to S&P 500 Index (^GSPC) at 2.39%. This indicates that AHOG.DE'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


AHOG.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

2.39%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.20%

9.21%

+7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

12.62%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

16.83%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.51%

18.60%

+38.91%

Frequently Asked Questions


AHOG.DE and ^GSPC 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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