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ARGGY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ARGGY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aston Martin Lagonda Global Holdings plc (ARGGY) 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, ARGGY achieves a -38.22% return, which is significantly lower than ^GSPC's 7.48% return.


ARGGY

1D
2.60%
1M
-16.95%
YTD
-38.22%
6M
-39.40%
1Y
-55.00%
3Y*
-51.90%
5Y*
-47.18%
10Y*

^GSPC

1D
-0.01%
1M
-2.15%
YTD
7.48%
6M
6.14%
1Y
20.77%
3Y*
19.34%
5Y*
11.44%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARGGY vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARGGY
Aston Martin Lagonda Global Holdings plc
-38.22%-35.13%-54.45%54.40%-78.99%-32.51%-80.83%-47.08%
^GSPC
S&P 500 Index
7.48%16.39%23.31%24.23%-19.44%26.89%16.26%11.19%

Correlation

The correlation between ARGGY and ^GSPC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.30

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2019

0.30

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Return for Risk

ARGGY vs. ^GSPC — Risk / Return Rank

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

ARGGY
ARGGY Risk / Return Rank: 55
Overall Rank
ARGGY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ARGGY Sortino Ratio Rank: 55
Sortino Ratio Rank
ARGGY Omega Ratio Rank: 77
Omega Ratio Rank
ARGGY Calmar Ratio Rank: 55
Calmar Ratio Rank
ARGGY Martin Ratio Rank: 55
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
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.

ARGGY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aston Martin Lagonda Global Holdings plc (ARGGY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARGGY^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.71

Sortino ratioReturn per unit of downside risk

-3.95

Omega ratioGain probability vs. loss probability

0.80

1.30

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.94

2.29

-3.24

Martin ratioReturn relative to average drawdown

-1.60

10.09

-11.69

ARGGY vs. ^GSPC - Sharpe Ratio Comparison

The current ARGGY Sharpe Ratio is -1.04, which is lower than the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of ARGGY 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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Drawdowns

ARGGY vs. ^GSPC - Drawdown Comparison

The maximum ARGGY drawdown since its inception was -99.64%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ARGGY and ^GSPC.


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Drawdown Indicators


ARGGY^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-56.78%

-42.86%

Max Drawdown (1Y)

Largest decline over 1 year

-58.41%

-9.10%

-49.31%

Max Drawdown (3Y)

Largest decline over 3 years

-90.50%

-18.90%

-71.60%

Max Drawdown (5Y)

Largest decline over 5 years

-96.52%

-25.43%

-71.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.61%

-3.32%

-96.29%

Average Drawdown

Average peak-to-trough decline

-90.34%

-10.71%

-79.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.37%

2.06%

+32.31%

Volatility

ARGGY vs. ^GSPC - Volatility Comparison

Aston Martin Lagonda Global Holdings plc (ARGGY) has a higher volatility of 15.27% compared to S&P 500 Index (^GSPC) at 4.82%. This indicates that ARGGY'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


ARGGY^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.27%

4.82%

+10.45%

Volatility (6M)

Calculated over the trailing 6-month period

39.38%

9.88%

+29.50%

Volatility (1Y)

Calculated over the trailing 1-year period

53.41%

12.50%

+40.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.74%

17.00%

+49.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.48%

18.07%

+67.41%

Frequently Asked Questions


ARGGY and ^GSPC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARGGY has higher volatility (15.27%) compared to ^GSPC (4.82%). In terms of maximum drawdown, ARGGY dropped -99.64% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.67 vs -1.04), 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.

Portfolio Optimizer

Find the right allocation for ARGGY and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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