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BYND vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BYND vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beyond Meat, Inc. (BYND) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BYND achieves a -24.22% return, which is significantly lower than ^GSPC's 10.20% return.


BYND

1D
0.05%
1M
-8.79%
6M
-34.38%
YTD
-24.22%
1Y
-82.04%
3Y*
-66.84%
5Y*
-65.60%
10Y*

^GSPC

1D
0.38%
1M
1.51%
6M
8.33%
YTD
10.20%
1Y
20.34%
3Y*
18.74%
5Y*
11.59%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYND vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BYND
Beyond Meat, Inc.
-24.22%-78.19%-57.75%-27.70%-81.11%-47.87%65.34%64.35%
^GSPC
S&P 500 Index
10.20%16.39%23.31%24.23%-19.44%26.89%16.26%10.50%

Correlation

The correlation between BYND and ^GSPC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year 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

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

BYND
BYND Risk / Return Rank: 2727
Overall Rank
BYND Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BYND Sortino Ratio Rank: 4141
Sortino Ratio Rank
BYND Omega Ratio Rank: 4141
Omega Ratio Rank
BYND Calmar Ratio Rank: 55
Calmar Ratio Rank
BYND Martin Ratio Rank: 1818
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7878
Overall Rank
^GSPC Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7676
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8080
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
Martin Ratio Rank
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.

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^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.03

1.30

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.94

2.25

-3.18

Martin ratioReturn relative to average drawdown

-1.16

9.74

-10.90

BYND vs. ^GSPC - Sharpe Ratio Comparison

The current BYND Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BYND and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.78%

-56.78%

-43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-87.85%

-9.10%

-78.75%

Max Drawdown (3Y)

Largest decline over 3 years

-96.98%

-18.90%

-78.08%

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 Drawdown

Current decline from peak

-99.74%

-0.87%

-98.87%

Average Drawdown

Average peak-to-trough decline

-75.89%

-10.71%

-65.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.62%

2.09%

+68.53%

Volatility

BYND vs. ^GSPC - Volatility Comparison

Beyond Meat, Inc. (BYND) has a higher volatility of 15.85% compared to S&P 500 Index (^GSPC) at 3.61%. 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^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

3.61%

+12.24%

Volatility (6M)

Calculated over the trailing 6-month period

73.39%

9.98%

+63.41%

Volatility (1Y)

Calculated over the trailing 1-year period

237.20%

12.55%

+224.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.99%

17.01%

+109.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.75%

18.05%

+98.70%

Frequently Asked Questions


BYND and ^GSPC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYND has higher volatility (15.85%) compared to ^GSPC (3.61%). In terms of maximum drawdown, BYND dropped -99.78% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.63 vs -0.35), 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.

Portfolio Optimizer

Find the right allocation for BYND and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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