BYG.L vs. ^GSPC
BYG.L (Big Yellow Group plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, BYG.L returned 5.87%/yr vs 12.82%/yr for ^GSPC. At a 0.16 correlation, their price movements are largely independent.
Performance
BYG.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
BYG.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, BYG.L achieves a -11.93% return, which is significantly lower than ^GSPC's 9.05% return. Over the past 10 years, BYG.L has underperformed ^GSPC with an annualized return of 5.87%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.
BYG.L
- 1D
- -0.28%
- 1M
- 5.30%
- 6M
- -15.70%
- YTD
- -11.93%
- 1Y
- -2.31%
- 3Y*
- -2.04%
- 5Y*
- -5.03%
- 10Y*
- 5.87%
- ALL TIME*
- 6.33%
^GSPC
- 1D
- -0.04%
- 1M
- -2.42%
- 6M
- 6.80%
- YTD
- 9.05%
- 1Y
- 18.10%
- 3Y*
- 16.23%
- 5Y*
- 11.76%
- 10Y*
- 12.82%
- ALL TIME*
- 11.35%
BYG.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYG.L Big Yellow Group plc | -11.93% | 14.41% | -18.39% | 10.89% | -31.71% | 59.53% | -5.70% | 41.75% | 4.09% | 31.45% |
^GSPC S&P 500 Index | 9.05% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between BYG.L and ^GSPC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.16 |
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Return for Risk
BYG.L vs. ^GSPC — Risk / Return Rank
BYG.L
^GSPC
BYG.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Big Yellow Group plc (BYG.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.
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.
| BYG.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.26 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.15 | 8.20 | -8.35 |
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Drawdowns
BYG.L vs. ^GSPC - Drawdown Comparison
The maximum BYG.L drawdown since its inception was -76.75%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for BYG.L and ^GSPC.
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Drawdown Indicators
| BYG.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.75% | -37.07% | -39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -29.58% | -8.03% | -21.55% |
Max Drawdown (3Y)Largest decline over 3 years | -35.00% | -22.15% | -12.85% |
Max Drawdown (5Y)Largest decline over 5 years | -44.65% | -22.15% | -22.50% |
Max Drawdown (10Y)Largest decline over 10 years | -44.65% | -26.01% | -18.64% |
Current DrawdownCurrent decline from peak | -38.34% | -2.42% | -35.92% |
Average DrawdownAverage peak-to-trough decline | -26.14% | -5.29% | -20.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 2.21% | +13.56% |
Volatility
BYG.L vs. ^GSPC - Volatility Comparison
Big Yellow Group plc (BYG.L) has a higher volatility of 7.80% compared to S&P 500 Index (^GSPC) at 3.01%. This indicates that BYG.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.
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Volatility by Period
| BYG.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 3.01% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 18.81% | 8.99% | +9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.40% | 12.08% | +17.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.55% | 15.94% | +11.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.27% | 18.05% | +8.22% |
Frequently Asked Questions
BYG.L and ^GSPC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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