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BBY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BBY and ^GSPC is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

BBY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Best Buy Co., Inc. (BBY) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%NovemberDecember2025FebruaryMarchApril
69,632.23%
2,950.75%
BBY
^GSPC

Key characteristics

Sharpe Ratio

BBY:

-0.13

^GSPC:

0.46

Sortino Ratio

BBY:

0.12

^GSPC:

0.77

Omega Ratio

BBY:

1.02

^GSPC:

1.11

Calmar Ratio

BBY:

-0.11

^GSPC:

0.47

Martin Ratio

BBY:

-0.37

^GSPC:

1.94

Ulcer Index

BBY:

15.78%

^GSPC:

4.61%

Daily Std Dev

BBY:

43.73%

^GSPC:

19.44%

Max Drawdown

BBY:

-80.90%

^GSPC:

-56.78%

Current Drawdown

BBY:

-42.70%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, BBY achieves a -20.08% return, which is significantly lower than ^GSPC's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with BBY having a 10.71% annualized return and ^GSPC not far behind at 10.27%.


BBY

YTD

-20.08%

1M

-6.54%

6M

-25.22%

1Y

-5.81%

5Y*

1.11%

10Y*

10.71%

^GSPC

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

BBY vs. ^GSPC — Risk-Adjusted Performance Rank

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

BBY
The Risk-Adjusted Performance Rank of BBY is 4343
Overall Rank
The Sharpe Ratio Rank of BBY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BBY is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BBY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BBY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BBY is 4545
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBY vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Best Buy Co., Inc. (BBY) 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.


The chart of Sharpe ratio for BBY, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
BBY: -0.13
^GSPC: 0.46
The chart of Sortino ratio for BBY, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
BBY: 0.12
^GSPC: 0.77
The chart of Omega ratio for BBY, currently valued at 1.02, compared to the broader market0.501.001.502.00
BBY: 1.02
^GSPC: 1.11
The chart of Calmar ratio for BBY, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00
BBY: -0.11
^GSPC: 0.47
The chart of Martin ratio for BBY, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.00
BBY: -0.37
^GSPC: 1.94

The current BBY Sharpe Ratio is -0.13, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BBY 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.13
0.46
BBY
^GSPC

Drawdowns

BBY vs. ^GSPC - Drawdown Comparison

The maximum BBY drawdown since its inception was -80.90%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BBY and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.70%
-10.07%
BBY
^GSPC

Volatility

BBY vs. ^GSPC - Volatility Comparison

Best Buy Co., Inc. (BBY) has a higher volatility of 27.76% compared to S&P 500 (^GSPC) at 14.23%. This indicates that BBY'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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.76%
14.23%
BBY
^GSPC