BESIY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about BE Semiconductor Industries NV ADR (BESIY) and S&P 500 Index (^GSPC).

Performance

BESIY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BE Semiconductor Industries NV ADR (BESIY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

BESIY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BESIY BE Semiconductor Industries NV ADR	39.10%	17.03%	-7.84%	167.54%	-26.36%	46.32%	57.24%	92.31%	-46.43%	164.12%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, BESIY achieves a 39.10% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, BESIY has outperformed ^GSPC with an annualized return of 35.59%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

BESIY

• 1D: 1.78%
• 1M: -1.97%
• YTD: 39.10%
• 6M: 46.18%
• 1Y: 112.79%
• 3Y*: 39.27%
• 5Y*: 24.65%
• 10Y*: 35.59%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

BESIY vs. ^GSPC — Risk / Return Rank

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

BESIY

BESIY Risk / Return Rank: 90
BESIY Sharpe Ratio Rank: 90
BESIY Sortino Ratio Rank: 86
BESIY Omega Ratio Rank: 87
BESIY Calmar Ratio Rank: 93
BESIY Martin Ratio Rank: 93

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

BESIY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) and S&P 500 Index (^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.

	BESIY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.05	0.92	+1.14
Sortino ratio Return per unit of downside risk	2.58	1.41	+1.16
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	4.91	1.41	+3.50
Martin ratio Return relative to average drawdown	14.13	6.61	+7.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BESIY vs. ^GSPC - Sharpe Ratio Comparison

The current BESIY Sharpe Ratio is 2.05, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BESIY 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.

Sharpe Ratios by Period

	BESIY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	0.92	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.61	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.68	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.46	+0.12

Correlation

The correlation between BESIY and ^GSPC is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

BESIY vs. ^GSPC - Drawdown Comparison

The maximum BESIY drawdown since its inception was -78.79%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BESIY and ^GSPC.

Drawdown Indicators

	BESIY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-78.79%	-56.78%	-22.01%
Max Drawdown (1Y) Largest decline over 1 year	-23.40%	-12.14%	-11.26%
Max Drawdown (5Y) Largest decline over 5 years	-56.12%	-25.43%	-30.69%
Max Drawdown (10Y) Largest decline over 10 years	-64.02%	-33.92%	-30.10%
Current Drawdown Current decline from peak	-7.21%	-5.78%	-1.43%
Average Drawdown Average peak-to-trough decline	-22.55%	-10.75%	-11.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.14%	2.60%	+5.54%

Volatility

BESIY vs. ^GSPC - Volatility Comparison

BE Semiconductor Industries NV ADR (BESIY) has a higher volatility of 27.11% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that BESIY'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.

Volatility by Period

	BESIY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.11%	5.37%	+21.74%
Volatility (6M) Calculated over the trailing 6-month period	42.10%	9.55%	+32.55%
Volatility (1Y) Calculated over the trailing 1-year period	55.29%	18.33%	+36.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.58%	16.90%	+35.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.71%	18.05%	+30.66%