APC.DE vs. ^GSPC
APC.DE (Apple Inc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, APC.DE returned 29.55%/yr vs 13.40%/yr for ^GSPC. At a 0.37 correlation, their price movements are largely independent.
Performance
APC.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
APC.DE 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, APC.DE achieves a 14.98% return, which is significantly higher than ^GSPC's 12.06% return. Over the past 10 years, APC.DE has outperformed ^GSPC with an annualized return of 29.55%, while ^GSPC has yielded a comparatively lower 13.40% annualized return.
APC.DE
- 1D
- -0.52%
- 1M
- 11.60%
- YTD
- 14.98%
- 6M
- 11.02%
- 1Y
- 49.72%
- 3Y*
- 16.28%
- 5Y*
- 21.57%
- 10Y*
- 29.55%
^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%
APC.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APC.DE Apple Inc | 14.98% | -3.59% | 38.72% | 46.72% | -23.85% | 44.53% | 71.56% | 91.21% | -2.50% | 30.84% |
^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 APC.DE and ^GSPC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.37 |
The correlation between APC.DE and ^GSPC shifts across timeframes, from 0.26 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
APC.DE vs. ^GSPC — Risk / Return Rank
APC.DE
^GSPC
APC.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (APC.DE) 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.
| APC.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 3.30 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.58 | 12.34 | -3.75 |
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
| APC.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.04 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.80 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | 0.72 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.51 | +0.14 |
Drawdowns
APC.DE vs. ^GSPC - Drawdown Comparison
The maximum APC.DE drawdown since its inception was -83.67%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for APC.DE and ^GSPC.
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Drawdown Indicators
| APC.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.67% | -51.62% | -32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -7.57% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -23.99% | -9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -33.92% | -23.99% | -9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -36.16% | -33.42% | -2.74% |
Current DrawdownCurrent decline from peak | -0.61% | -0.20% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -9.08% | -11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 2.02% | +3.76% |
Volatility
APC.DE vs. ^GSPC - Volatility Comparison
Apple Inc (APC.DE) has a higher volatility of 5.01% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that APC.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.
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Volatility by Period
| APC.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 2.24% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 8.62% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 12.29% | +10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.77% | 16.79% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.87% | 18.59% | +8.28% |
Frequently Asked Questions
APC.DE and ^GSPC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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