ALSMY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Alstom PK (ALSMY) and S&P 500 Index (^GSPC).

Performance

ALSMY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alstom PK (ALSMY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ALSMY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALSMY Alstom PK	-2.75%	34.10%	77.98%	-45.29%	-31.06%	-38.24%	32.55%	34.38%	-0.45%	53.65%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ALSMY achieves a -2.75% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, ALSMY has underperformed ^GSPC with an annualized return of 5.23%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

ALSMY

• 1D: 0.71%
• 1M: -10.16%
• YTD: -2.75%
• 6M: 8.85%
• 1Y: 32.86%
• 3Y*: 4.28%
• 5Y*: -9.62%
• 10Y*: 5.23%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALSMY vs. ^GSPC — Risk / Return Rank

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

ALSMY

ALSMY Risk / Return Rank: 64
ALSMY Sharpe Ratio Rank: 66
ALSMY Sortino Ratio Rank: 62
ALSMY Omega Ratio Rank: 62
ALSMY Calmar Ratio Rank: 64
ALSMY Martin Ratio Rank: 67

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

ALSMY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alstom PK (ALSMY) 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.

	ALSMY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.92	-0.16
Sortino ratio Return per unit of downside risk	1.31	1.41	-0.10
Omega ratio Gain probability vs. loss probability	1.18	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.19	1.41	-0.23
Martin ratio Return relative to average drawdown	3.21	6.61	-3.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALSMY vs. ^GSPC - Sharpe Ratio Comparison

The current ALSMY Sharpe Ratio is 0.76, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ALSMY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALSMY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.92	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.61	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.68	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.46	-0.55

Correlation

The correlation between ALSMY and ^GSPC is 0.36, 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.

Drawdowns

ALSMY vs. ^GSPC - Drawdown Comparison

The maximum ALSMY drawdown since its inception was -80.51%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ALSMY and ^GSPC.

Drawdown Indicators

	ALSMY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-80.51%	-56.78%	-23.73%
Max Drawdown (1Y) Largest decline over 1 year	-26.07%	-12.14%	-13.93%
Max Drawdown (5Y) Largest decline over 5 years	-79.74%	-25.43%	-54.31%
Max Drawdown (10Y) Largest decline over 10 years	-80.51%	-33.92%	-46.59%
Current Drawdown Current decline from peak	-48.36%	-5.78%	-42.58%
Average Drawdown Average peak-to-trough decline	-47.04%	-10.75%	-36.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.68%	2.60%	+7.08%

Volatility

ALSMY vs. ^GSPC - Volatility Comparison

Alstom PK (ALSMY) has a higher volatility of 14.62% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ALSMY'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.

Volatility by Period

	ALSMY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.62%	5.37%	+9.25%
Volatility (6M) Calculated over the trailing 6-month period	24.95%	9.55%	+15.40%
Volatility (1Y) Calculated over the trailing 1-year period	43.56%	18.33%	+25.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.65%	16.90%	+29.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.44%	18.05%	+21.39%