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ALSMY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ALSMY achieves a -33.16% return, which is significantly lower than ^GSPC's 10.35% return. Over the past 10 years, ALSMY has underperformed ^GSPC with an annualized return of 0.86%, while ^GSPC has yielded a comparatively higher 13.66% annualized return.


ALSMY

1D
-0.77%
1M
1.30%
YTD
-33.16%
6M
-21.89%
1Y
-10.37%
3Y*
-9.80%
5Y*
-17.55%
10Y*
0.86%

^GSPC

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALSMY vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSMY
Alstom PK
-33.16%34.10%77.98%-45.29%-31.06%-38.24%32.55%34.38%-0.45%53.65%
^GSPC
S&P 500 Index
10.35%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ALSMY and ^GSPC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.31

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

0.37

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2009

0.36

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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: 3131
Overall Rank
ALSMY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ALSMY Sortino Ratio Rank: 2929
Sortino Ratio Rank
ALSMY Omega Ratio Rank: 2929
Omega Ratio Rank
ALSMY Calmar Ratio Rank: 3434
Calmar Ratio Rank
ALSMY Martin Ratio Rank: 3131
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
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.

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^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

0.99

1.41

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.22

2.93

-3.15

Martin ratioReturn relative to average drawdown

-0.56

13.52

-14.08

ALSMY vs. ^GSPC - Sharpe Ratio Comparison

The current ALSMY Sharpe Ratio is -0.25, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of ALSMY 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


ALSMY^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.24

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.73

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.76

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.47

-0.62

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.


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Drawdown Indicators


ALSMY^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-56.78%

-23.73%

Max Drawdown (1Y)

Largest decline over 1 year

-46.62%

-9.10%

-37.52%

Max Drawdown (3Y)

Largest decline over 3 years

-62.55%

-18.90%

-43.65%

Max Drawdown (5Y)

Largest decline over 5 years

-79.08%

-25.43%

-53.65%

Max Drawdown (10Y)

Largest decline over 10 years

-80.51%

-33.92%

-46.59%

Current Drawdown

Current decline from peak

-64.51%

-0.74%

-63.77%

Average Drawdown

Average peak-to-trough decline

-47.18%

-10.72%

-36.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.57%

1.97%

+16.60%

Volatility

ALSMY vs. ^GSPC - Volatility Comparison

Alstom PK (ALSMY) has a higher volatility of 8.89% compared to S&P 500 Index (^GSPC) at 2.93%. 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.


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Volatility by Period


ALSMY^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

2.93%

+5.96%

Volatility (6M)

Calculated over the trailing 6-month period

35.51%

8.99%

+26.52%

Volatility (1Y)

Calculated over the trailing 1-year period

42.01%

11.89%

+30.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.76%

16.90%

+30.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.13%

18.06%

+22.07%

Frequently Asked Questions


ALSMY and ^GSPC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALSMY has higher volatility (8.89%) compared to ^GSPC (2.93%). In terms of maximum drawdown, ALSMY dropped -80.51% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.24 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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