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BCS vs. INDEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BCS vs. INDEX

Last updated Jun 23, 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 15.34%/yr vs 13.02%/yr for INDEX. A 0.58 correlation means they provide meaningful diversification when combined.

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.

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Returns By Period

In the year-to-date period, BCS achieves a 8.52% return, which is significantly lower than INDEX's 10.05% return. Over the past 10 years, BCS has outperformed INDEX with an annualized return of 15.34%, while INDEX has yielded a comparatively lower 13.02% annualized return.

BCS

1D
3.72%
1M
14.52%
YTD
8.52%
6M
9.03%
1Y
58.38%
3Y*
59.68%
5Y*
27.21%
10Y*
15.34%

INDEX

1D
1.11%
1M
0.48%
YTD
10.05%
6M
9.61%
1Y
27.10%
3Y*
19.07%
5Y*
12.04%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCS vs. INDEX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BCS
Barclays PLC		8.52%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%
INDEX
CYBER HORNET S&P 500		10.05%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 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.63

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

0.53

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

0.57

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

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 0.63 (1 year), reflecting how their relationship changes across market environments.

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Barclays PLC

CYBER HORNET S&P 500

Often compared with BCS:
BCS vs. HSBCBCS vs. UBSBCS vs. DBBCS vs. LYGBCS vs. BACBCS vs. SDSBCS vs. MA
Often compared with INDEX:
INDEX vs. VOOINDEX vs. VIGAXINDEX vs. NYTINDEX vs. VMIAXINDEX vs. OAKIXINDEX vs. OAKLXINDEX vs. VICE

Return for Risk

BCS vs. INDEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCS
BCS Risk / Return Rank: 8383
Overall Rank
BCS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 8686
Sortino Ratio Rank
BCS Omega Ratio Rank: 8383
Omega Ratio Rank
BCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BCS Martin Ratio Rank: 8080
Martin Ratio Rank
INDEX
INDEX Risk / Return Rank: 6666
Overall Rank
INDEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
INDEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
INDEX Omega Ratio Rank: 6161
Omega Ratio Rank
INDEX Calmar Ratio Rank: 6767
Calmar Ratio Rank
INDEX 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.

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.

BCSINDEXDifference
Sharpe ratioReturn per unit of total volatility
1.99
2.17

-0.17

Sortino ratioReturn per unit of downside risk
2.66
2.93

-0.27

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.07

Calmar ratioReturn relative to maximum drawdown

2.24

3.02

-0.78

Martin ratioReturn relative to average drawdown

6.33

13.68

-7.35

BCS vs. INDEX - Sharpe Ratio Comparison

The current BCS Sharpe Ratio is 1.99, which is comparable to the INDEX Sharpe Ratio of 2.17. 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.

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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.

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Drawdown Indicators

BCSINDEXDifference

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

-19.30%

-1.34%

-17.96%

Average Drawdown

Average peak-to-trough decline

-38.41%

-4.62%

-33.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

1.96%

+7.29%

Volatility

BCS vs. INDEX - Volatility Comparison

Barclays PLC (BCS) has a higher volatility of 9.29% compared to CYBER HORNET S&P 500 (INDEX) at 4.80%. 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.

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Volatility by Period

BCSINDEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

4.80%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

24.22%

9.91%

+14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

29.47%

12.44%

+17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.05%

16.85%

+17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.60%

18.69%

+18.91%

Dividends

BCS vs. INDEX - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 1.71%, more than INDEX's 0.95% yield.

PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC		1.71%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

BCS and INDEX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCS has higher volatility (9.29%) compared to INDEX (4.80%). In terms of maximum drawdown, BCS dropped -94.36% vs INDEX's -38.82%.

INDEX currently has the higher Sharpe Ratio (2.17 vs 1.99), 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.

Portfolio Optimizer

Find the right allocation for BCS and INDEX

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