BRBY.L vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Burberry Group plc (BRBY.L) and S&P 500 Index (^GSPC).

Performance

BRBY.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Burberry Group plc (BRBY.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

BRBY.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRBY.L Burberry Group plc	-14.03%	29.49%	-27.58%	-27.88%	14.96%	4.40%	-18.84%	30.01%	-1.14%	22.58%
^GSPC S&P 500 Index	-2.04%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-0.68%	9.09%

Different Trading Currencies

BRBY.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRBY.L achieves a -14.03% return, which is significantly lower than ^GSPC's -2.36% return. Over the past 10 years, BRBY.L has underperformed ^GSPC with an annualized return of 0.50%, while ^GSPC has yielded a comparatively higher 13.10% annualized return.

BRBY.L

• 1D: -0.64%
• 1M: 1.63%
• YTD: -14.03%
• 6M: -9.35%
• 1Y: 41.47%
• 3Y*: -22.51%
• 5Y*: -8.31%
• 10Y*: 0.50%

^GSPC

• 1D: 0.00%
• 1M: -2.80%
• YTD: -2.36%
• 6M: -0.73%
• 1Y: 13.71%
• 3Y*: 14.30%
• 5Y*: 11.28%
• 10Y*: 13.10%

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

Return for Risk

BRBY.L vs. ^GSPC — Risk / Return Rank

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

BRBY.L

BRBY.L Risk / Return Rank: 70
BRBY.L Sharpe Ratio Rank: 71
BRBY.L Sortino Ratio Rank: 67
BRBY.L Omega Ratio Rank: 63
BRBY.L Calmar Ratio Rank: 76
BRBY.L Martin Ratio Rank: 74

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

BRBY.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burberry Group plc (BRBY.L) and S&P 500 Index (^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.

	BRBY.L	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.94	0.73	+0.20
Sortino ratio Return per unit of downside risk	1.55	1.14	+0.41
Omega ratio Gain probability vs. loss probability	1.18	1.18	+0.01
Calmar ratio Return relative to maximum drawdown	2.14	1.19	+0.95
Martin ratio Return relative to average drawdown	4.70	4.63	+0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRBY.L vs. ^GSPC - Sharpe Ratio Comparison

The current BRBY.L Sharpe Ratio is 0.94, which is comparable to the ^GSPC Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BRBY.L and ^GSPC, 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

	BRBY.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	0.73	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.71	-0.93
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.72	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.55	-0.29

Correlation

The correlation between BRBY.L and ^GSPC is 0.28, 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

BRBY.L vs. ^GSPC - Drawdown Comparison

The maximum BRBY.L drawdown since its inception was -76.95%, which is greater than ^GSPC's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for BRBY.L and ^GSPC.

Drawdown Indicators

	BRBY.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-76.95%	-56.78%	-20.17%
Max Drawdown (1Y) Largest decline over 1 year	-26.76%	-9.10%	-17.66%
Max Drawdown (5Y) Largest decline over 5 years	-76.61%	-25.43%	-51.18%
Max Drawdown (10Y) Largest decline over 10 years	-76.61%	-33.92%	-42.69%
Current Drawdown Current decline from peak	-55.30%	-5.67%	-49.63%
Average Drawdown Average peak-to-trough decline	-19.42%	-10.75%	-8.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.18%	2.62%	+9.56%

Volatility

BRBY.L vs. ^GSPC - Volatility Comparison

Burberry Group plc (BRBY.L) has a higher volatility of 10.36% compared to S&P 500 Index (^GSPC) at 4.50%. This indicates that BRBY.L'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.

Volatility by Period

	BRBY.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.36%	4.50%	+5.86%
Volatility (6M) Calculated over the trailing 6-month period	26.51%	9.50%	+17.01%
Volatility (1Y) Calculated over the trailing 1-year period	44.11%	18.75%	+25.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.15%	15.89%	+22.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.56%	18.16%	+17.40%