ARGGY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Aston Martin Lagonda Global Holdings plc (ARGGY) and S&P 500 Index (^GSPC).

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.

ARGGY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ARGGY Aston Martin Lagonda Global Holdings plc	-40.99%	-35.13%	-54.45%	54.40%	-90.05%	-32.51%	-80.83%	-47.08%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	11.14%

Returns By Period

In the year-to-date period, ARGGY achieves a -40.99% return, which is significantly lower than ^GSPC's -3.95% return.

ARGGY

• 1D: 0.00%
• 1M: -18.33%
• YTD: -40.99%
• 6M: -52.88%
• 1Y: -45.56%
• 3Y*: -44.06%
• 5Y*: -55.47%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 10
ARGGY Sharpe Ratio Rank: 10
ARGGY Sortino Ratio Rank: 12
ARGGY Omega Ratio Rank: 13
ARGGY Calmar Ratio Rank: 12
ARGGY Martin Ratio Rank: 4

^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.

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	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.72	0.92	-1.64
Sortino ratio Return per unit of downside risk	-0.92	1.41	-2.33
Omega ratio Gain probability vs. loss probability	0.89	1.21	-0.33
Calmar ratio Return relative to maximum drawdown	-0.78	1.41	-2.19
Martin ratio Return relative to average drawdown	-1.75	6.61	-8.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARGGY vs. ^GSPC - Sharpe Ratio Comparison

The current ARGGY Sharpe Ratio is -0.72, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ARGGY 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

	ARGGY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.72	0.92	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.78	0.61	-1.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.67	0.46	-1.13

Correlation

The correlation between ARGGY and ^GSPC is 0.30, 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

ARGGY vs. ^GSPC - Drawdown Comparison

The maximum ARGGY drawdown since its inception was -99.83%, 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.

Drawdown Indicators

	ARGGY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.83%	-56.78%	-43.05%
Max Drawdown (1Y) Largest decline over 1 year	-59.22%	-12.14%	-47.08%
Max Drawdown (5Y) Largest decline over 5 years	-98.48%	-25.43%	-73.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-99.82%	-5.78%	-94.04%
Average Drawdown Average peak-to-trough decline	-90.46%	-10.75%	-79.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.26%	2.60%	+23.66%

Volatility

ARGGY vs. ^GSPC - Volatility Comparison

Aston Martin Lagonda Global Holdings plc (ARGGY) has a higher volatility of 22.91% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	ARGGY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.91%	5.37%	+17.54%
Volatility (6M) Calculated over the trailing 6-month period	39.58%	9.55%	+30.03%
Volatility (1Y) Calculated over the trailing 1-year period	63.33%	18.33%	+45.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.51%	16.90%	+54.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.43%	18.05%	+71.38%