AIL.DE vs. ^GSPC
Compare and contrast key facts about Air Liquide SA (AIL.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIL.DE or ^GSPC.
Key characteristics
AIL.DE | ^GSPC | |
---|---|---|
YTD Return | 5.70% | 9.49% |
1Y Return | 16.16% | 26.44% |
3Y Return (Ann) | 15.17% | 7.96% |
5Y Return (Ann) | 16.92% | 12.64% |
10Y Return (Ann) | 12.78% | 10.67% |
Sharpe Ratio | 0.98 | 2.27 |
Daily Std Dev | 17.46% | 11.56% |
Max Drawdown | -39.86% | -56.78% |
Current Drawdown | -4.41% | -0.60% |
Correlation
The correlation between AIL.DE and ^GSPC is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AIL.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, AIL.DE achieves a 5.70% return, which is significantly lower than ^GSPC's 9.49% return. Over the past 10 years, AIL.DE has outperformed ^GSPC with an annualized return of 12.78%, while ^GSPC has yielded a comparatively lower 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AIL.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA (AIL.DE) 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.
Drawdowns
AIL.DE vs. ^GSPC - Drawdown Comparison
The maximum AIL.DE drawdown since its inception was -39.86%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AIL.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
AIL.DE vs. ^GSPC - Volatility Comparison
Air Liquide SA (AIL.DE) has a higher volatility of 4.82% compared to S&P 500 (^GSPC) at 3.93%. This indicates that AIL.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.