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CAMOX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CAMOX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar Opportunity Portfolio (CAMOX) 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, CAMOX achieves a 12.17% return, which is significantly higher than ^GSPC's 9.16% return. Over the past 10 years, CAMOX has underperformed ^GSPC with an annualized return of 12.83%, while ^GSPC has yielded a comparatively higher 13.88% annualized return.


CAMOX

1D
0.60%
1M
1.03%
YTD
12.17%
6M
11.24%
1Y
26.04%
3Y*
16.40%
5Y*
10.61%
10Y*
12.83%

^GSPC

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMOX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAMOX
Cambiar Opportunity Portfolio
12.17%13.51%14.39%16.84%-6.99%20.87%16.61%32.89%-13.45%14.86%
^GSPC
S&P 500 Index
9.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between CAMOX and ^GSPC is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.76

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

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1998

0.89

Over the past year, the correlation between CAMOX and ^GSPC has dropped to 0.69 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

CAMOX vs. ^GSPC — Risk / Return Rank

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

CAMOX
CAMOX Risk / Return Rank: 5454
Overall Rank
CAMOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CAMOX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CAMOX Omega Ratio Rank: 5252
Omega Ratio Rank
CAMOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
CAMOX Martin Ratio Rank: 5252
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8282
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
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.

CAMOX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar Opportunity Portfolio (CAMOX) 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.


CAMOX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.54

2.78

-0.24

Martin ratioReturn relative to average drawdown

10.07

12.44

-2.37

CAMOX vs. ^GSPC - Sharpe Ratio Comparison

The current CAMOX Sharpe Ratio is 2.07, which is comparable to the ^GSPC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CAMOX 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

CAMOX vs. ^GSPC - Drawdown Comparison

The maximum CAMOX drawdown since its inception was -59.14%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CAMOX and ^GSPC.


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Drawdown Indicators


CAMOX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-56.78%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-9.10%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.99%

-18.90%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-25.43%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.18%

-33.92%

-0.26%

Current Drawdown

Current decline from peak

-1.42%

-1.80%

+0.38%

Average Drawdown

Average peak-to-trough decline

-8.09%

-10.71%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.03%

+0.56%

Volatility

CAMOX vs. ^GSPC - Volatility Comparison

The current volatility for Cambiar Opportunity Portfolio (CAMOX) is 4.16%, while S&P 500 Index (^GSPC) has a volatility of 4.67%. This indicates that CAMOX experiences smaller price fluctuations and is considered to be less risky 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


CAMOX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.67%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.84%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

12.50%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

16.99%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

18.11%

-0.44%

Frequently Asked Questions


CAMOX and ^GSPC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^GSPC has higher volatility (4.67%) compared to CAMOX (4.16%). In terms of maximum drawdown, CAMOX dropped -59.14% vs ^GSPC's -56.78%.

CAMOX currently has the higher Sharpe Ratio (2.07 vs 2.03), 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

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