BNZL.L vs. ^SP500TR
BNZL.L (Bunzl plc) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, BNZL.L returned 3.43%/yr vs 14.72%/yr for ^SP500TR. At a 0.30 correlation, their price movements are largely independent.
Performance
BNZL.L vs. ^SP500TR - Performance Comparison
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Different Trading Currencies
BNZL.L is traded in GBp, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BNZL.L achieves a 34.48% return, which is significantly higher than ^SP500TR's 9.75% return. Over the past 10 years, BNZL.L has underperformed ^SP500TR with an annualized return of 3.43%, while ^SP500TR has yielded a comparatively higher 14.72% annualized return.
BNZL.L
- 1D
- -2.36%
- 1M
- 10.35%
- 6M
- 36.46%
- YTD
- 34.48%
- 1Y
- 22.28%
- 3Y*
- 0.90%
- 5Y*
- 3.09%
- 10Y*
- 3.43%
- ALL TIME*
- 9.42%
^SP500TR
- 1D
- -0.04%
- 1M
- -2.35%
- 6M
- 7.42%
- YTD
- 9.75%
- 1Y
- 19.52%
- 3Y*
- 17.79%
- 5Y*
- 13.38%
- 10Y*
- 14.72%
- ALL TIME*
- 13.43%
BNZL.L vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNZL.L Bunzl plc | 34.48% | -35.01% | 5.01% | 17.39% | -2.97% | 20.07% | 20.76% | -11.28% | 16.07% | -0.42% |
^SP500TR S&P 500 Total Return | 9.75% | 9.48% | 27.20% | 19.98% | -8.37% | 29.92% | 14.92% | 26.48% | 1.29% | 11.30% |
Correlation
The correlation between BNZL.L and ^SP500TR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.30 |
Over the past year, the correlation between BNZL.L and ^SP500TR has dropped to 0.03 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
BNZL.L vs. ^SP500TR — Risk / Return Rank
BNZL.L
^SP500TR
BNZL.L vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bunzl plc (BNZL.L) and S&P 500 Total Return (^SP500TR). 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.
| BNZL.L | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.60 | -1.61 |
| Martin ratioReturn relative to average drawdown | 1.94 | 9.69 | -7.76 |
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Drawdowns
BNZL.L vs. ^SP500TR - Drawdown Comparison
The maximum BNZL.L drawdown since its inception was -49.05%, which is greater than ^SP500TR's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for BNZL.L and ^SP500TR.
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Drawdown Indicators
| BNZL.L | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.05% | -34.87% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -7.54% | -14.91% |
Max Drawdown (3Y)Largest decline over 3 years | -44.50% | -21.89% | -22.61% |
Max Drawdown (5Y)Largest decline over 5 years | -44.50% | -21.89% | -22.61% |
Max Drawdown (10Y)Largest decline over 10 years | -49.05% | -25.86% | -23.19% |
Current DrawdownCurrent decline from peak | -22.10% | -2.35% | -19.75% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -4.74% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.46% | 2.02% | +9.44% |
Volatility
BNZL.L vs. ^SP500TR - Volatility Comparison
Bunzl plc (BNZL.L) has a higher volatility of 7.47% compared to S&P 500 Total Return (^SP500TR) at 3.01%. This indicates that BNZL.L's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNZL.L | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 3.01% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 8.99% | +7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 12.08% | +9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 15.94% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 18.05% | +5.00% |
Frequently Asked Questions
BNZL.L and ^SP500TR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BNZL.L and ^SP500TR
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