BFAM vs. ^GSPC
Compare and contrast key facts about Bright Horizons Family Solutions Inc. (BFAM) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BFAM or ^GSPC.
Key characteristics
| BFAM | ^GSPC | |
|---|---|---|
| YTD Return | 21.26% | 8.76% |
| 1Y Return | 24.68% | 25.36% |
| 3Y Return (Ann) | -5.65% | 7.04% |
| 5Y Return (Ann) | -2.71% | 12.60% |
| 10Y Return (Ann) | 11.34% | 10.71% |
| Sharpe Ratio | 0.85 | 2.20 |
| Daily Std Dev | 30.45% | 11.57% |
| Max Drawdown | -69.32% | -56.78% |
| Current Drawdown | -37.10% | -1.27% |
Correlation
The correlation between BFAM and ^GSPC is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BFAM vs. ^GSPC - Performance Comparison
In the year-to-date period, BFAM achieves a 21.26% return, which is significantly higher than ^GSPC's 8.76% return. Over the past 10 years, BFAM has outperformed ^GSPC with an annualized return of 11.34%, while ^GSPC has yielded a comparatively lower 10.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BFAM vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Horizons Family Solutions Inc. (BFAM) 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
BFAM vs. ^GSPC - Drawdown Comparison
The maximum BFAM drawdown since its inception was -69.32%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BFAM and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BFAM vs. ^GSPC - Volatility Comparison
Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 9.11% compared to S&P 500 (^GSPC) at 4.08%. This indicates that BFAM'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.