BESIY vs. ^GSPC
Compare and contrast key facts about BE Semiconductor Industries NV ADR (BESIY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BESIY or ^GSPC.
Key characteristics
| BESIY | ^GSPC | |
|---|---|---|
| YTD Return | -23.11% | 22.29% |
| 1Y Return | 13.29% | 39.98% |
| 3Y Return (Ann) | 12.07% | 8.23% |
| 5Y Return (Ann) | 33.65% | 13.99% |
| 10Y Return (Ann) | 49.25% | 11.23% |
| Sharpe Ratio | 0.23 | 3.43 |
| Sortino Ratio | 0.61 | 4.52 |
| Omega Ratio | 1.09 | 1.64 |
| Calmar Ratio | 0.26 | 3.17 |
| Martin Ratio | 0.50 | 22.22 |
| Ulcer Index | 22.29% | 1.88% |
| Daily Std Dev | 49.51% | 12.14% |
| Max Drawdown | -64.23% | -56.78% |
| Current Drawdown | -40.42% | -0.54% |
Correlation
The correlation between BESIY and ^GSPC is 0.29, 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.
Performance
BESIY vs. ^GSPC - Performance Comparison
In the year-to-date period, BESIY achieves a -23.11% return, which is significantly lower than ^GSPC's 22.29% return. Over the past 10 years, BESIY has outperformed ^GSPC with an annualized return of 49.25%, while ^GSPC has yielded a comparatively lower 11.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BESIY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV ADR (BESIY) 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.
Drawdowns
BESIY vs. ^GSPC - Drawdown Comparison
The maximum BESIY drawdown since its inception was -64.23%, 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. For additional features, visit the drawdowns tool.
Volatility
BESIY vs. ^GSPC - Volatility Comparison
BE Semiconductor Industries NV ADR (BESIY) has a higher volatility of 14.99% compared to S&P 500 (^GSPC) at 2.71%. 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.