BCS vs. INDEX

Last updated Aug 1, 2026

BCS (Barclays PLC) is a stock, while INDEX (CYBER HORNET S&P 500) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BCS returned 16.89%/yr vs 12.52%/yr for INDEX. Their 0.58 correlation means they have sometimes moved together and sometimes differently.

Performance

BCS vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays PLC (BCS) and CYBER HORNET S&P 500 (INDEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BCS having a 9.35% return and INDEX slightly lower at 9.20%. Over the past 10 years, BCS has outperformed INDEX with an annualized return of 16.89%, while INDEX has yielded a comparatively lower 12.52% annualized return.

BCS

• 1D: -0.72%
• 1M: -0.97%
• 6M: 4.04%
• YTD: 9.35%
• 1Y: 46.89%
• 3Y*: 57.44%
• 5Y*: 27.36%
• 10Y*: 16.89%
• ALL TIME*: 7.92%

INDEX

• 1D: 1.66%
• 1M: -0.57%
• 6M: 7.71%
• YTD: 9.20%
• 1Y: 20.59%
• 3Y*: 17.12%
• 5Y*: 10.90%
• 10Y*: 12.52%
• ALL TIME*: 11.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCS Barclays PLC	$176.15M	$156.99M	$139.51M
INDEX CYBER HORNET S&P 500	$0.00	$0.00	$0.00

BCS vs. INDEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BCS Barclays PLC	9.35%	96.49%	76.26%	6.01%	-21.90%	31.71%	-12.84%	31.90%	-29.25%	0.44%
INDEX CYBER HORNET S&P 500	9.20%	17.77%	24.73%	10.58%	-11.84%	29.10%	12.75%	28.98%	-7.83%	18.70%

Correlation

The correlation between BCS and INDEX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.53
Correlation (5Y) Shows whether the relationship held over a longer period.	0.57
Correlation (10Y) Provides a long-term view across more market conditions.	0.56
Correlation (All Time) Calculated using the full available price history since May 11, 2015	0.58

The correlation between BCS and INDEX shifts across timeframes, from 0.53 (3 years) to 0.64 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BCS vs. INDEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCS

BCS Risk / Return Rank: 79
BCS Sharpe Ratio Rank: 83
BCS Sortino Ratio Rank: 79
BCS Omega Ratio Rank: 77
BCS Calmar Ratio Rank: 76
BCS Martin Ratio Rank: 78

INDEX

INDEX Risk / Return Rank: 63
INDEX Sharpe Ratio Rank: 61
INDEX Sortino Ratio Rank: 57
INDEX Omega Ratio Rank: 58
INDEX Calmar Ratio Rank: 64
INDEX Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCS vs. INDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and CYBER HORNET S&P 500 (INDEX). 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.

	BCS	INDEX	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.43	-0.04
Sortino ratio: Return per unit of downside risk	1.98	2.00	-0.02
Omega ratio: Gain probability vs. loss probability	1.24	1.26	-0.02
Calmar ratio: Return relative to maximum drawdown	1.65	2.05	-0.40
Martin ratio: Return relative to average drawdown	4.64	8.84	-4.20

BCS vs. INDEX - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.39, which is comparable to the INDEX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BCS and INDEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCS vs. INDEX - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.36%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for BCS and INDEX.

Drawdown Indicators

	BCS	INDEX	Difference
Max Drawdown Largest peak-to-trough decline	-94.36%	-38.82%	-55.54%
Max Drawdown (1Y) Largest decline over 1 year	-26.20%	-8.93%	-17.27%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-18.75%	-7.45%
Max Drawdown (5Y) Largest decline over 5 years	-48.14%	-21.52%	-26.62%
Max Drawdown (10Y) Largest decline over 10 years	-66.10%	-38.82%	-27.28%
Current Drawdown Current decline from peak	-18.68%	-2.10%	-16.58%
Average Drawdown Average peak-to-trough decline	-38.36%	-4.59%	-33.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.29%	2.07%	+7.22%

Volatility

BCS vs. INDEX - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 12.35% compared to CYBER HORNET S&P 500 (INDEX) at 3.44%. This indicates that BCS's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCS	INDEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.35%	3.44%	+8.91%
Volatility (6M) Calculated over the trailing 6-month period	26.59%	10.11%	+16.48%
Volatility (1Y) Calculated over the trailing 1-year period	31.04%	12.83%	+18.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.18%	16.82%	+17.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.41%	18.61%	+17.80%

Dividends

BCS vs. INDEX - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 1.70%, more than INDEX's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCS Barclays PLC	1.70%	1.70%	3.13%	4.86%	4.18%	1.61%	3.91%	3.68%	3.21%	1.37%	2.26%	2.95%
INDEX CYBER HORNET S&P 500	0.95%	1.04%	1.97%	1.56%	3.25%	1.81%	1.53%	1.61%	3.09%	1.15%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BCS and INDEX in my portfolio?

BCS and INDEX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCS or INDEX?

BCS has higher volatility (12.35%) compared to INDEX (3.44%). In terms of maximum drawdown, BCS dropped -94.36% vs INDEX's -38.82%.

Which has better risk-adjusted returns?

INDEX currently has the higher Sharpe Ratio (1.43 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.