ATO vs. ^GSPC
Compare and contrast key facts about Atmos Energy Corporation (ATO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATO or ^GSPC.
Performance
ATO vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, ATO achieves a 32.31% return, which is significantly higher than ^GSPC's 24.72% return. Over the past 10 years, ATO has outperformed ^GSPC with an annualized return of 13.55%, while ^GSPC has yielded a comparatively lower 11.16% annualized return.
ATO
32.31%
5.88%
33.58%
36.62%
9.60%
13.55%
^GSPC
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Key characteristics
| ATO | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.61 | 2.54 |
| Sortino Ratio | 3.74 | 3.40 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 3.98 | 3.66 |
| Martin Ratio | 14.76 | 16.26 |
| Ulcer Index | 2.60% | 1.91% |
| Daily Std Dev | 14.73% | 12.23% |
| Max Drawdown | -51.94% | -56.78% |
| Current Drawdown | 0.00% | -0.88% |
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Correlation
The correlation between ATO and ^GSPC is 0.34, 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.
Risk-Adjusted Performance
ATO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Atmos Energy Corporation (ATO) and S&P 500 (^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.
Drawdowns
ATO vs. ^GSPC - Drawdown Comparison
The maximum ATO drawdown since its inception was -51.94%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ATO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ATO vs. ^GSPC - Volatility Comparison
Atmos Energy Corporation (ATO) has a higher volatility of 4.70% compared to S&P 500 (^GSPC) at 3.96%. This indicates that ATO'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.