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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 -31.29% return, which is significantly lower than ^GSPC's 10.79% return.


ARGGY

1D
2.27%
1M
-1.11%
YTD
-31.29%
6M
-31.16%
1Y
-47.90%
3Y*
-44.57%
5Y*
-47.61%
10Y*

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*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
-31.29%-35.13%-54.45%54.40%-78.99%-32.51%-80.83%-47.08%
^GSPC
S&P 500 Index
10.79%16.39%23.31%24.23%-19.44%26.89%16.26%11.14%

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 17, 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: 88
Overall Rank
ARGGY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ARGGY Sortino Ratio Rank: 88
Sortino Ratio Rank
ARGGY Omega Ratio Rank: 99
Omega Ratio Rank
ARGGY Calmar Ratio Rank: 1111
Calmar Ratio Rank
ARGGY Martin Ratio Rank: 77
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.


ARGGY^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-4.40

Omega ratioGain probability vs. loss probability

0.85

1.41

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.81

2.98

-3.79

Martin ratioReturn relative to average drawdown

-1.45

13.78

-15.23

ARGGY vs. ^GSPC - Sharpe Ratio Comparison

The current ARGGY Sharpe Ratio is -0.89, which is lower than the ^GSPC Sharpe Ratio of 2.28. 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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Sharpe Ratios by Period


ARGGY^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

2.28

-3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.72

0.74

-1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.47

-1.10

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

-59.22%

-9.10%

-50.12%

Max Drawdown (3Y)

Largest decline over 3 years

-90.50%

-18.90%

-71.60%

Max Drawdown (5Y)

Largest decline over 5 years

-96.80%

-25.43%

-71.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.56%

-0.33%

-99.23%

Average Drawdown

Average peak-to-trough decline

-90.32%

-10.72%

-79.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.13%

1.97%

+31.16%

Volatility

ARGGY vs. ^GSPC - Volatility Comparison

Aston Martin Lagonda Global Holdings plc (ARGGY) has a higher volatility of 16.60% compared to S&P 500 Index (^GSPC) at 2.88%. 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

16.60%

2.88%

+13.72%

Volatility (6M)

Calculated over the trailing 6-month period

38.87%

9.00%

+29.87%

Volatility (1Y)

Calculated over the trailing 1-year period

53.97%

11.89%

+42.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.72%

16.90%

+49.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.78%

18.06%

+67.72%

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 (16.60%) compared to ^GSPC (2.88%). In terms of maximum drawdown, ARGGY dropped -99.64% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs -0.89), 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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