BYND vs. ^GSPC
BYND (Beyond Meat, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, BYND returned -65.36%/yr vs 11.54%/yr for ^GSPC. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
BYND vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, BYND achieves a -25.32% return, which is significantly lower than ^GSPC's 11.03% return.
BYND
- 1D
- 8.20%
- 1M
- -13.78%
- 6M
- -16.48%
- YTD
- -25.32%
- 1Y
- -78.66%
- 3Y*
- -66.11%
- 5Y*
- -65.36%
- 10Y*
- —
- ALL TIME*
- -44.86%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $13.46M | $16.52M | $25.59M |
BYND vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BYND Beyond Meat, Inc. | -25.32% | -78.19% | -57.75% | -27.70% | -81.11% | -47.87% | 65.34% | 64.35% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 10.50% |
Correlation
The correlation between BYND and ^GSPC is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 2, 2019 | 0.34 |
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Return for Risk
BYND vs. ^GSPC — Risk / Return Rank
BYND
^GSPC
BYND vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Beyond Meat, Inc. (BYND) 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.
| BYND | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.31 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.41 | -3.33 |
| Martin ratioReturn relative to average drawdown | -1.15 | 10.22 | -11.37 |
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Drawdowns
BYND vs. ^GSPC - Drawdown Comparison
The maximum BYND drawdown since its inception was -99.78%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BYND and ^GSPC.
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Drawdown Indicators
| BYND | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.78% | -56.78% | -43.00% |
Max Drawdown (1Y)Largest decline over 1 year | -85.33% | -9.10% | -76.23% |
Max Drawdown (3Y)Largest decline over 3 years | -96.70% | -18.90% | -77.80% |
Max Drawdown (5Y)Largest decline over 5 years | -99.60% | -25.43% | -74.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -99.74% | -0.12% | -99.62% |
Average DrawdownAverage peak-to-trough decline | -76.07% | -10.70% | -65.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.40% | 2.14% | +66.26% |
Volatility
BYND vs. ^GSPC - Volatility Comparison
Beyond Meat, Inc. (BYND) has a higher volatility of 16.24% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that BYND'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
| BYND | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.24% | 3.80% | +12.44% |
Volatility (6M)Calculated over the trailing 6-month period | 73.13% | 10.20% | +62.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 236.71% | 12.86% | +223.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.10% | 17.02% | +110.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 116.41% | 18.08% | +98.33% |
Frequently Asked Questions
BYND and ^GSPC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYND has higher volatility (16.24%) compared to ^GSPC (3.80%). In terms of maximum drawdown, BYND dropped -99.78% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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