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BYND vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BYND and ^GSPC is 0.34, 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.


-0.50.00.51.00.3

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-94.60%
103.28%
BYND
^GSPC

Key characteristics

Sharpe Ratio

BYND:

-0.82

^GSPC:

2.10

Sortino Ratio

BYND:

-1.44

^GSPC:

2.80

Omega Ratio

BYND:

0.84

^GSPC:

1.39

Calmar Ratio

BYND:

-0.62

^GSPC:

3.09

Martin Ratio

BYND:

-1.63

^GSPC:

13.49

Ulcer Index

BYND:

37.61%

^GSPC:

1.94%

Daily Std Dev

BYND:

74.66%

^GSPC:

12.52%

Max Drawdown

BYND:

-98.55%

^GSPC:

-56.78%

Current Drawdown

BYND:

-98.49%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, BYND achieves a -60.11% return, which is significantly lower than ^GSPC's 24.34% return.


BYND

YTD

-60.11%

1M

-31.07%

6M

-45.47%

1Y

-62.15%

5Y*

-45.99%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYND vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Beyond Meat, Inc. (BYND) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for BYND, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.822.10
The chart of Sortino ratio for BYND, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.442.80
The chart of Omega ratio for BYND, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.39
The chart of Calmar ratio for BYND, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.623.09
The chart of Martin ratio for BYND, currently valued at -1.63, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6313.49
BYND
^GSPC

The current BYND Sharpe Ratio is -0.82, which is lower than the ^GSPC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.82
2.10
BYND
^GSPC

Drawdowns

BYND vs. ^GSPC - Drawdown Comparison

The maximum BYND drawdown since its inception was -98.55%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.49%
-2.62%
BYND
^GSPC

Volatility

BYND vs. ^GSPC - Volatility Comparison

Beyond Meat, Inc. (BYND) has a higher volatility of 15.30% compared to S&P 500 (^GSPC) at 3.79%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
15.30%
3.79%
BYND
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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