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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 2.91% return, which is significantly lower than ^GSPC's 9.98% return. Over the past 10 years, AHOG.DE has underperformed ^GSPC with an annualized return of 8.68%, while ^GSPC has yielded a comparatively higher 13.17% annualized return.


AHOG.DE

1D
-1.40%
1M
-8.83%
YTD
2.91%
6M
2.35%
1Y
0.56%
3Y*
10.00%
5Y*
11.73%
10Y*
8.68%

^GSPC

1D
-1.86%
1M
2.23%
YTD
9.98%
6M
8.60%
1Y
23.49%
3Y*
16.96%
5Y*
13.01%
10Y*
13.17%
*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
2.91%14.64%25.63%-0.35%-8.09%34.40%7.36%7.38%24.22%-4.25%
^GSPC
S&P 500 Index
9.98%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 -0.05, 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

-0.05

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

-0.08

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

0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.12

The correlation between AHOG.DE and ^GSPC shifts across timeframes, from -0.08 (3 years) to 0.12 (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: 3636
Overall Rank
AHOG.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AHOG.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
AHOG.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AHOG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AHOG.DE Martin Ratio Rank: 3838
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7272
Overall Rank
^GSPC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7070
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7373
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
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.


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

-1.95

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.06

3.12

-3.18

Martin ratioReturn relative to average drawdown

-0.16

11.62

-11.78

AHOG.DE vs. ^GSPC - Sharpe Ratio Comparison

The current AHOG.DE Sharpe Ratio is -0.05, which is lower than the ^GSPC Sharpe Ratio of 1.90. 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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Sharpe Ratios by Period


AHOG.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.90

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.78

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.71

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.51

-0.46

Drawdowns

AHOG.DE vs. ^GSPC - Drawdown Comparison

The maximum AHOG.DE drawdown since its inception was -93.44%, which is greater than ^GSPC's maximum drawdown of -51.62%. 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

-93.44%

-51.62%

-41.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.33%

-7.57%

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-23.99%

+5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-23.99%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

-33.42%

+0.17%

Current Drawdown

Current decline from peak

-15.78%

-2.04%

-13.74%

Average Drawdown

Average peak-to-trough decline

-47.43%

-9.08%

-38.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

2.03%

+3.95%

Volatility

AHOG.DE vs. ^GSPC - Volatility Comparison

Koninklijke Ahold Delhaize NV (AHOG.DE) has a higher volatility of 6.19% compared to S&P 500 Index (^GSPC) at 2.97%. 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

6.19%

2.97%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

8.84%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.87%

12.43%

+7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

16.81%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.81%

18.60%

+5.21%

Frequently Asked Questions


AHOG.DE and ^GSPC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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