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 4.17%/yr vs 16.45%/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 19.21% return, which is significantly higher than ^SP500TR's 11.81% return. Over the past 10 years, BNZL.L has underperformed ^SP500TR with an annualized return of 4.17%, while ^SP500TR has yielded a comparatively higher 16.45% annualized return.
BNZL.L
- 1D
- 1.26%
- 1M
- 1.18%
- YTD
- 19.21%
- 6M
- 14.58%
- 1Y
- 8.86%
- 3Y*
- -5.61%
- 5Y*
- 3.77%
- 10Y*
- 4.17%
^SP500TR
- 1D
- 0.42%
- 1M
- 5.57%
- YTD
- 11.81%
- 6M
- 10.50%
- 1Y
- 29.83%
- 3Y*
- 19.64%
- 5Y*
- 15.25%
- 10Y*
- 16.45%
BNZL.L vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNZL.L Bunzl plc | 19.21% | -35.01% | 5.63% | 18.04% | -2.45% | 20.80% | 23.20% | -10.71% | 16.71% | 0.07% |
^SP500TR S&P 500 Total Return | 11.81% | 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 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.30 |
Over the past year, the correlation between BNZL.L and ^SP500TR has dropped to 0.10 - 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.
| BNZL.L | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.49 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 3.98 | -3.58 |
| Martin ratioReturn relative to average drawdown | 0.77 | 15.35 | -14.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNZL.L | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 2.60 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.97 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.91 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.69 | -0.21 |
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 -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 | -48.72% | -34.87% | -13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -22.45% | -7.54% | -14.91% |
Max Drawdown (3Y)Largest decline over 3 years | -44.42% | -21.89% | -22.53% |
Max Drawdown (5Y)Largest decline over 5 years | -44.42% | -21.89% | -22.53% |
Max Drawdown (10Y)Largest decline over 10 years | -48.72% | -25.86% | -22.86% |
Current DrawdownCurrent decline from peak | -30.84% | 0.00% | -30.84% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -4.76% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.50% | 1.95% | +9.55% |
Volatility
BNZL.L vs. ^SP500TR - Volatility Comparison
Bunzl plc (BNZL.L) has a higher volatility of 7.44% compared to S&P 500 Total Return (^SP500TR) at 2.60%. 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 | 7.44% | 2.60% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 8.20% | +7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 11.52% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 15.85% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.06% | 18.15% | +4.91% |
Frequently Asked Questions
BNZL.L and ^SP500TR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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