BYG.L vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Big Yellow Group plc (BYG.L) and S&P 500 Index (^GSPC).

Performance

BYG.L vs. ^GSPC - Performance Comparison

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

BYG.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BYG.L Big Yellow Group plc	-16.06%	14.41%	-18.39%	10.89%	-31.71%	59.53%	-5.70%	41.75%	4.09%	31.45%
^GSPC S&P 500 Index	-2.36%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-0.68%	9.09%

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 -16.06% return, which is significantly lower than ^GSPC's -2.36% return. Over the past 10 years, BYG.L has underperformed ^GSPC with an annualized return of 4.95%, while ^GSPC has yielded a comparatively higher 13.04% annualized return.

BYG.L

• 1D: 1.54%
• 1M: -15.05%
• YTD: -16.06%
• 6M: -12.11%
• 1Y: -5.54%
• 3Y*: -5.77%
• 5Y*: -1.74%
• 10Y*: 4.95%

^GSPC

• 1D: 0.49%
• 1M: -3.37%
• YTD: -2.36%
• 6M: -0.37%
• 1Y: 13.80%
• 3Y*: 14.19%
• 5Y*: 11.28%
• 10Y*: 13.04%

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

Return for Risk

BYG.L vs. ^GSPC — Risk / Return Rank

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

BYG.L

BYG.L Risk / Return Rank: 31
BYG.L Sharpe Ratio Rank: 32
BYG.L Sortino Ratio Rank: 27
BYG.L Omega Ratio Rank: 27
BYG.L Calmar Ratio Rank: 36
BYG.L Martin Ratio Rank: 32

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

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.

	BYG.L	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.74	-0.93
Sortino ratio Return per unit of downside risk	-0.07	1.15	-1.22
Omega ratio Gain probability vs. loss probability	0.99	1.18	-0.19
Calmar ratio Return relative to maximum drawdown	-0.18	1.22	-1.40
Martin ratio Return relative to average drawdown	-0.50	4.79	-5.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BYG.L vs. ^GSPC - Sharpe Ratio Comparison

The current BYG.L Sharpe Ratio is -0.19, which is lower than the ^GSPC Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BYG.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

	BYG.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.74	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.71	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.72	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.55	-0.20

Correlation

The correlation between BYG.L and ^GSPC is 0.16, 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

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 -37.67%. Use the drawdown chart below to compare losses from any high point for BYG.L and ^GSPC.

Drawdown Indicators

	BYG.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-76.75%	-56.78%	-19.97%
Max Drawdown (1Y) Largest decline over 1 year	-26.72%	-12.14%	-14.58%
Max Drawdown (5Y) Largest decline over 5 years	-44.65%	-25.43%	-19.22%
Max Drawdown (10Y) Largest decline over 10 years	-44.65%	-33.92%	-10.73%
Current Drawdown Current decline from peak	-41.24%	-5.78%	-35.46%
Average Drawdown Average peak-to-trough decline	-24.14%	-10.75%	-13.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.59%	2.60%	+6.99%

Volatility

BYG.L vs. ^GSPC - Volatility Comparison

Big Yellow Group plc (BYG.L) has a higher volatility of 7.26% compared to S&P 500 Index (^GSPC) at 4.58%. 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.

Volatility by Period

	BYG.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	4.58%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	22.26%	9.50%	+12.76%
Volatility (1Y) Calculated over the trailing 1-year period	29.74%	18.75%	+10.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.02%	15.90%	+11.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.65%	18.17%	+8.48%