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BC94.L vs. CSPX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BC94.L vs. CSPX.AS

Last updated Jul 21, 2026
Documentation

BC94.L (Samsung Electronics Co., Ltd) is a stock, while CSPX.AS (iShares Core S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BC94.L returned 22.40%/yr vs 14.75%/yr for CSPX.AS. At a 0.34 correlation, their price movements are largely independent.

Performance

BC94.L vs. CSPX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsung Electronics Co., Ltd (BC94.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BC94.L is traded in USD, while CSPX.AS is traded in EUR. To make them comparable, the CSPX.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BC94.L achieves a 100.62% return, which is significantly higher than CSPX.AS's 9.17% return. Over the past 10 years, BC94.L has outperformed CSPX.AS with an annualized return of 22.40%, while CSPX.AS has yielded a comparatively lower 14.75% annualized return.

BC94.L

1D
4.16%
1M
-27.74%
6M
65.05%
YTD
100.62%
1Y
245.80%
3Y*
46.46%
5Y*
21.12%
10Y*
22.40%
ALL TIME*
18.52%

CSPX.AS

1D
0.19%
1M
-0.13%
6M
9.47%
YTD
9.17%
1Y
20.27%
3Y*
19.30%
5Y*
12.80%
10Y*
14.75%
ALL TIME*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BC94.L vs. CSPX.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BC94.L
Samsung Electronics Co., Ltd		100.62%130.87%-38.37%37.81%-31.60%-8.56%59.19%40.72%-22.89%57.17%
CSPX.AS
iShares Core S&P 500 UCITS ETF		9.17%17.97%25.59%26.14%-19.39%30.70%17.25%30.40%-5.01%22.28%

Correlation

The correlation between BC94.L and CSPX.AS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.34

The correlation between BC94.L and CSPX.AS shifts across timeframes, from 0.34 (all time) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Samsung Electronics Co., Ltd

iShares Core S&P 500 UCITS ETF

Often compared with BC94.L:
BC94.L vs. ASMLBC94.L vs. GOLD.ASBC94.L vs. ISP.MIBC94.L vs. AZNBC94.L vs. IBITBC94.L vs. LMTBC94.L vs. NOVN.SW
Often compared with CSPX.AS:
CSPX.AS vs. CSPX.LCSPX.AS vs. VUSA.LCSPX.AS vs. VOOCSPX.AS vs. SPYCSPX.AS vs. CNDX.ASCSPX.AS vs. VUSD.LCSPX.AS vs. SPYL.DE

Return for Risk

BC94.L vs. CSPX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BC94.L
BC94.L Risk / Return Rank: 9797
Overall Rank
BC94.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BC94.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
BC94.L Omega Ratio Rank: 9595
Omega Ratio Rank
BC94.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
BC94.L Martin Ratio Rank: 9898
Martin Ratio Rank
CSPX.AS
CSPX.AS Risk / Return Rank: 8080
Overall Rank
CSPX.AS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CSPX.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
CSPX.AS Omega Ratio Rank: 8080
Omega Ratio Rank
CSPX.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
CSPX.AS Martin Ratio Rank: 7979
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.

BC94.L vs. CSPX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co., Ltd (BC94.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BC94.LCSPX.ASDifference
Sharpe ratioReturn per unit of total volatility
4.07
1.72

+2.35

Sortino ratioReturn per unit of downside risk
3.72
2.48

+1.24

Omega ratioGain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratioReturn relative to maximum drawdown

7.16

2.34

+4.82

Martin ratioReturn relative to average drawdown

27.27

9.40

+17.87

BC94.L vs. CSPX.AS - Sharpe Ratio Comparison

The current BC94.L Sharpe Ratio is 4.07, which is higher than the CSPX.AS Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BC94.L and CSPX.AS, 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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Drawdowns

BC94.L vs. CSPX.AS - Drawdown Comparison

The maximum BC94.L drawdown since its inception was -54.71%, which is greater than CSPX.AS's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for BC94.L and CSPX.AS.

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Drawdown Indicators

BC94.LCSPX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-54.71%

-34.12%

-20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-34.09%

-8.56%

-25.53%

Max Drawdown (3Y)

Largest decline over 3 years

-44.69%

-19.52%

-25.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.12%

-24.42%

-24.70%

Max Drawdown (10Y)

Largest decline over 10 years

-54.71%

-34.12%

-20.59%

Current Drawdown

Current decline from peak

-31.35%

-1.53%

-29.82%

Average Drawdown

Average peak-to-trough decline

-16.92%

-3.69%

-13.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.96%

2.14%

+6.82%

Volatility

BC94.L vs. CSPX.AS - Volatility Comparison

Samsung Electronics Co., Ltd (BC94.L) has a higher volatility of 29.10% compared to iShares Core S&P 500 UCITS ETF (CSPX.AS) at 3.07%. This indicates that BC94.L's price experiences larger fluctuations and is considered to be riskier than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BC94.LCSPX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.10%

3.07%

+26.03%

Volatility (6M)

Calculated over the trailing 6-month period

53.06%

8.59%

+44.47%

Volatility (1Y)

Calculated over the trailing 1-year period

60.12%

11.69%

+48.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.11%

15.88%

+22.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.45%

16.27%

+19.18%

Dividends

BC94.L vs. CSPX.AS - Dividend Comparison

BC94.L's dividend yield for the trailing twelve months is around 0.39%, while CSPX.AS has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
BC94.L
Samsung Electronics Co., Ltd		0.39%1.09%2.25%1.52%2.12%1.64%3.04%2.09%3.08%1.42%
CSPX.AS
iShares Core S&P 500 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BC94.L and CSPX.AS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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