^GSPC vs. BBBY
Compare and contrast key facts about S&P 500 (^GSPC) and Bed Bath & Beyond Inc. (BBBY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPC or BBBY.
Key characteristics
| ^GSPC | BBBY | |
|---|---|---|
| YTD Return | 9.53% | -88.75% |
| 1Y Return | 3.64% | -96.69% |
| 5Y Return (Ann) | 9.10% | -55.55% |
| 10Y Return (Ann) | 9.75% | -41.58% |
| Sharpe Ratio | 0.27 | -0.41 |
| Daily Std Dev | 21.14% | 236.60% |
| Max Drawdown | -56.78% | -99.89% |
Correlation
The correlation between ^GSPC and BBBY is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
^GSPC vs. BBBY - Performance Comparison
In the year-to-date period, ^GSPC achieves a 9.53% return, which is significantly lower than BBBY's -88.75% return. Over the past 10 years, ^GSPC has underperformed BBBY with an annualized return of 9.75%, while BBBY has yielded a comparatively higher -41.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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^GSPC vs. BBBY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) and Bed Bath & Beyond Inc. (BBBY). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 0.27 | ||||
BBBY Bed Bath & Beyond Inc. | -0.41 |
^GSPC vs. BBBY - Drawdown Comparison
The maximum ^GSPC drawdown for the period was -21.13%, higher than the maximum BBBY drawdown of -99.89%. The drawdown chart below compares losses from any high point along the way for ^GSPC and BBBY
^GSPC vs. BBBY - Volatility Comparison
The current volatility for S&P 500 (^GSPC) is 3.82%, while Bed Bath & Beyond Inc. (BBBY) has a volatility of 79.14%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than BBBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.