BNZL.L vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Bunzl plc (BNZL.L) and S&P 500 Total Return (^SP500TR).

Performance

BNZL.L vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Bunzl plc (BNZL.L) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

BNZL.L vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BNZL.L Bunzl plc	8.57%	-35.01%	5.63%	18.04%	-2.45%	20.80%	23.20%	-10.71%	16.71%	0.07%
^SP500TR S&P 500 Total Return	-1.73%	9.48%	27.20%	19.98%	-8.37%	29.92%	14.92%	26.48%	1.29%	11.30%

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 8.57% return, which is significantly higher than ^SP500TR's -1.73% return. Over the past 10 years, BNZL.L has underperformed ^SP500TR with an annualized return of 3.58%, while ^SP500TR has yielded a comparatively higher 15.09% annualized return.

BNZL.L

• 1D: -0.18%
• 1M: 1.71%
• YTD: 8.57%
• 6M: -4.59%
• 1Y: -23.34%
• 3Y*: -7.43%
• 5Y*: 1.42%
• 10Y*: 3.58%

^SP500TR

• 1D: 0.73%
• 1M: -2.36%
• YTD: -1.73%
• 6M: 0.21%
• 1Y: 15.53%
• 3Y*: 16.03%
• 5Y*: 12.99%
• 10Y*: 15.09%

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

Return for Risk

BNZL.L vs. ^SP500TR — Risk / Return Rank

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

BNZL.L

BNZL.L Risk / Return Rank: 15
BNZL.L Sharpe Ratio Rank: 11
BNZL.L Sortino Ratio Rank: 15
BNZL.L Omega Ratio Rank: 10
BNZL.L Calmar Ratio Rank: 15
BNZL.L Martin Ratio Rank: 23

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

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.

	BNZL.L	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-0.70	0.83	-1.53
Sortino ratio Return per unit of downside risk	-0.69	1.27	-1.97
Omega ratio Gain probability vs. loss probability	0.87	1.20	-0.33
Calmar ratio Return relative to maximum drawdown	-0.70	1.35	-2.05
Martin ratio Return relative to average drawdown	-0.96	5.49	-6.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BNZL.L vs. ^SP500TR - Sharpe Ratio Comparison

The current BNZL.L Sharpe Ratio is -0.70, which is lower than the ^SP500TR Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BNZL.L and ^SP500TR, 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

	BNZL.L	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	0.83	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.82	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.83	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.66	-0.19

Correlation

The correlation between BNZL.L and ^SP500TR is 0.30, 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

BNZL.L vs. ^SP500TR - Drawdown Comparison

The maximum BNZL.L drawdown since its inception was -48.72%, which is greater than ^SP500TR's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for BNZL.L and ^SP500TR.

Drawdown Indicators

	BNZL.L	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-48.72%	-55.25%	+6.53%
Max Drawdown (1Y) Largest decline over 1 year	-33.32%	-8.89%	-24.43%
Max Drawdown (5Y) Largest decline over 5 years	-44.42%	-24.49%	-19.93%
Max Drawdown (10Y) Largest decline over 10 years	-48.72%	-33.79%	-14.93%
Current Drawdown Current decline from peak	-37.01%	-5.44%	-31.57%
Average Drawdown Average peak-to-trough decline	-9.13%	-8.20%	-0.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.30%	2.57%	+21.73%

Volatility

BNZL.L vs. ^SP500TR - Volatility Comparison

Bunzl plc (BNZL.L) has a higher volatility of 6.99% compared to S&P 500 Total Return (^SP500TR) at 4.56%. 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.

Volatility by Period

	BNZL.L	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	4.56%	+2.43%
Volatility (6M) Calculated over the trailing 6-month period	14.87%	9.51%	+5.36%
Volatility (1Y) Calculated over the trailing 1-year period	33.63%	18.74%	+14.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.77%	15.89%	+6.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.94%	18.16%	+4.78%