AKZA.AS vs. ^GSPC
AKZA.AS (Akzo Nobel N.V.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, AKZA.AS returned 3.06%/yr vs 13.40%/yr for ^GSPC. At a 0.31 correlation, their price movements are largely independent.
Performance
AKZA.AS vs. ^GSPC - Performance Comparison
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Different Trading Currencies
AKZA.AS 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, AKZA.AS achieves a -1.46% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, AKZA.AS has underperformed ^GSPC with an annualized return of 3.06%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
AKZA.AS
- 1D
- 2.95%
- 1M
- 15.15%
- YTD
- -1.46%
- 6M
- 6.15%
- 1Y
- -0.70%
- 3Y*
- -4.52%
- 5Y*
- -9.14%
- 10Y*
- 3.06%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
AKZA.AS vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AKZA.AS Akzo Nobel N.V. | -1.46% | 5.79% | -19.99% | 22.92% | -33.46% | 12.01% | -0.41% | 38.46% | -0.58% | 32.83% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between AKZA.AS and ^GSPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.31 |
The correlation between AKZA.AS and ^GSPC shifts across timeframes, from 0.15 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AKZA.AS vs. ^GSPC — Risk / Return Rank
AKZA.AS
^GSPC
AKZA.AS vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Akzo Nobel N.V. (AKZA.AS) 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.
| AKZA.AS | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.30 | -3.33 |
| Martin ratioReturn relative to average drawdown | -0.07 | 12.34 | -12.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AKZA.AS | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.04 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.80 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.72 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.51 | -0.23 |
Drawdowns
AKZA.AS vs. ^GSPC - Drawdown Comparison
The maximum AKZA.AS drawdown since its inception was -70.01%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for AKZA.AS and ^GSPC.
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Drawdown Indicators
| AKZA.AS | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.01% | -51.62% | -18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -23.34% | -7.57% | -15.77% |
Max Drawdown (3Y)Largest decline over 3 years | -35.35% | -23.99% | -11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -50.25% | -23.99% | -26.26% |
Max Drawdown (10Y)Largest decline over 10 years | -50.25% | -33.42% | -16.83% |
Current DrawdownCurrent decline from peak | -38.64% | -0.20% | -38.44% |
Average DrawdownAverage peak-to-trough decline | -19.34% | -9.08% | -10.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.51% | 2.02% | +7.49% |
Volatility
AKZA.AS vs. ^GSPC - Volatility Comparison
Akzo Nobel N.V. (AKZA.AS) has a higher volatility of 27.89% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that AKZA.AS'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
| AKZA.AS | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.89% | 2.24% | +25.65% |
Volatility (6M)Calculated over the trailing 6-month period | 34.11% | 8.62% | +25.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.07% | 12.29% | +24.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.15% | 16.79% | +11.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.53% | 18.59% | +6.94% |
Frequently Asked Questions
AKZA.AS and ^GSPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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