APC.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Apple Inc (APC.DE) and S&P 500 Index (^GSPC).

Performance

APC.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Apple Inc (APC.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

APC.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
APC.DE Apple Inc	-5.69%	-3.59%	38.73%	46.72%	-23.85%	44.54%	71.56%	91.22%	-2.50%	30.85%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 -5.69% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, APC.DE has outperformed ^GSPC with an annualized return of 25.75%, while ^GSPC has yielded a comparatively lower 12.07% annualized return.

APC.DE

• 1D: 1.65%
• 1M: -3.33%
• YTD: -5.69%
• 6M: 0.60%
• 1Y: 6.69%
• 3Y*: 13.97%
• 5Y*: 16.47%
• 10Y*: 25.75%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

APC.DE vs. ^GSPC — Risk / Return Rank

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

APC.DE

APC.DE Risk / Return Rank: 47
APC.DE Sharpe Ratio Rank: 49
APC.DE Sortino Ratio Rank: 41
APC.DE Omega Ratio Rank: 42
APC.DE Calmar Ratio Rank: 51
APC.DE Martin Ratio Rank: 51

^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.

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 ratio Return per unit of total volatility	0.23	0.43	-0.20
Sortino ratio Return per unit of downside risk	0.51	0.73	-0.22
Omega ratio Gain probability vs. loss probability	1.07	1.12	-0.04
Calmar ratio Return relative to maximum drawdown	0.45	0.66	-0.21
Martin ratio Return relative to average drawdown	1.00	2.77	-1.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APC.DE vs. ^GSPC - Sharpe Ratio Comparison

The current APC.DE Sharpe Ratio is 0.23, which is lower than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of APC.DE 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

	APC.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.43	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.64	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	0.65	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.45	+0.11

Correlation

The correlation between APC.DE and ^GSPC is 0.37, 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

APC.DE vs. ^GSPC - Drawdown Comparison

The maximum APC.DE drawdown since its inception was -83.56%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for APC.DE and ^GSPC.

Drawdown Indicators

	APC.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-83.56%	-56.78%	-26.78%
Max Drawdown (1Y) Largest decline over 1 year	-21.74%	-12.14%	-9.60%
Max Drawdown (5Y) Largest decline over 5 years	-33.92%	-25.43%	-8.49%
Max Drawdown (10Y) Largest decline over 10 years	-36.16%	-33.92%	-2.24%
Current Drawdown Current decline from peak	-10.83%	-5.78%	-5.05%
Average Drawdown Average peak-to-trough decline	-22.99%	-10.75%	-12.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.41%	2.60%	+3.81%

Volatility

APC.DE vs. ^GSPC - Volatility Comparison

Apple Inc (APC.DE) has a higher volatility of 4.71% compared to S&P 500 Index (^GSPC) at 4.42%. 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.

Volatility by Period

	APC.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.42%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	15.24%	9.93%	+5.31%
Volatility (1Y) Calculated over the trailing 1-year period	28.41%	20.69%	+7.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.73%	16.81%	+8.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.98%	18.63%	+8.35%