AKZA.AS vs. ^GSPC
Compare and contrast key facts about Akzo Nobel N.V. (AKZA.AS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AKZA.AS or ^GSPC.
Key characteristics
| AKZA.AS | ^GSPC | |
|---|---|---|
| YTD Return | -10.39% | 11.29% |
| 1Y Return | -11.86% | 29.16% |
| 3Y Return (Ann) | -11.33% | 8.35% |
| 5Y Return (Ann) | -0.53% | 13.20% |
| 10Y Return (Ann) | 5.53% | 10.97% |
| Sharpe Ratio | -0.61 | 2.44 |
| Daily Std Dev | 19.75% | 11.61% |
| Max Drawdown | -70.01% | -56.78% |
| Current Drawdown | -34.08% | 0.00% |
Correlation
The correlation between AKZA.AS and ^GSPC is 0.27, 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
AKZA.AS vs. ^GSPC - Performance Comparison
In the year-to-date period, AKZA.AS achieves a -10.39% return, which is significantly lower than ^GSPC's 11.29% return. Over the past 10 years, AKZA.AS has underperformed ^GSPC with an annualized return of 5.53%, while ^GSPC has yielded a comparatively higher 10.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AKZA.AS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Akzo Nobel N.V. (AKZA.AS) 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
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 -56.78%. Use the drawdown chart below to compare losses from any high point for AKZA.AS and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
AKZA.AS vs. ^GSPC - Volatility Comparison
Akzo Nobel N.V. (AKZA.AS) has a higher volatility of 8.80% compared to S&P 500 (^GSPC) at 3.47%. 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.