BYND vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Beyond Meat, Inc. (BYND) and S&P 500 Index (^GSPC).

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.

BYND vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BYND Beyond Meat, Inc.	-24.34%	-78.19%	-57.75%	-27.70%	-81.11%	-47.87%	65.34%	14.98%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	10.74%

Returns By Period

In the year-to-date period, BYND achieves a -24.34% return, which is significantly lower than ^GSPC's -3.95% return.

BYND

• 1D: -11.57%
• 1M: -24.80%
• YTD: -24.34%
• 6M: -73.14%
• 1Y: -79.79%
• 3Y*: -66.31%
• 5Y*: -65.74%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 23
BYND Sharpe Ratio Rank: 25
BYND Sortino Ratio Rank: 36
BYND Omega Ratio Rank: 35
BYND Calmar Ratio Rank: 7
BYND Martin Ratio Rank: 11

^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.

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.

	BYND	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.35	0.92	-1.26
Sortino ratio Return per unit of downside risk	0.28	1.41	-1.13
Omega ratio Gain probability vs. loss probability	1.04	1.21	-0.18
Calmar ratio Return relative to maximum drawdown	-0.91	1.41	-2.32
Martin ratio Return relative to average drawdown	-1.42	6.61	-8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BYND vs. ^GSPC - Sharpe Ratio Comparison

The current BYND Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BYND 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

	BYND	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	0.92	-1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	0.61	-1.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	0.46	-0.88

Correlation

The correlation between BYND and ^GSPC is 0.33, 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

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.

Drawdown Indicators

	BYND	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.78%	-56.78%	-43.00%
Max Drawdown (1Y) Largest decline over 1 year	-87.85%	-12.14%	-75.71%
Max Drawdown (5Y) Largest decline over 5 years	-99.67%	-25.43%	-74.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-99.74%	-5.78%	-93.96%
Average Drawdown Average peak-to-trough decline	-74.98%	-10.75%	-64.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.13%	2.60%	+53.53%

Volatility

BYND vs. ^GSPC - Volatility Comparison

Beyond Meat, Inc. (BYND) has a higher volatility of 26.90% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	BYND	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.90%	5.37%	+21.53%
Volatility (6M) Calculated over the trailing 6-month period	170.86%	9.55%	+161.31%
Volatility (1Y) Calculated over the trailing 1-year period	231.18%	18.33%	+212.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	124.51%	16.90%	+107.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.54%	18.05%	+97.49%