CAP.PA vs. ^GSPC
CAP.PA (Capgemini SE) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, CAP.PA returned 2.90%/yr vs 12.65%/yr for ^GSPC. At a 0.33 correlation, their price movements are largely independent.
Performance
CAP.PA vs. ^GSPC - Performance Comparison
Loading charts...
Different Trading Currencies
CAP.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAP.PA achieves a -33.55% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, CAP.PA has underperformed ^GSPC with an annualized return of 2.90%, while ^GSPC has yielded a comparatively higher 12.65% annualized return.
CAP.PA
- 1D
- 0.28%
- 1M
- 2.30%
- 6M
- -31.05%
- YTD
- -33.55%
- 1Y
- -31.48%
- 3Y*
- -17.43%
- 5Y*
- -9.54%
- 10Y*
- 2.90%
- ALL TIME*
- 5.38%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
CAP.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAP.PA Capgemini SE | -33.55% | -7.98% | -15.03% | 23.22% | -26.66% | 72.15% | 18.14% | 27.68% | -10.91% | 25.46% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between CAP.PA and ^GSPC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.33 |
Over the past year, the correlation between CAP.PA and ^GSPC has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CAP.PA vs. ^GSPC — Risk / Return Rank
CAP.PA
^GSPC
CAP.PA vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capgemini SE (CAP.PA) 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.
| CAP.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.30 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.70 | -3.48 |
| Martin ratioReturn relative to average drawdown | -1.34 | 9.96 | -11.30 |
Loading charts...
Drawdowns
CAP.PA vs. ^GSPC - Drawdown Comparison
The maximum CAP.PA drawdown since its inception was -61.86%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for CAP.PA and ^GSPC.
Loading charts...
Drawdown Indicators
| CAP.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.86% | -50.14% | -11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -40.31% | -7.57% | -32.74% |
Max Drawdown (3Y)Largest decline over 3 years | -58.53% | -23.99% | -34.54% |
Max Drawdown (5Y)Largest decline over 5 years | -58.53% | -23.99% | -34.54% |
Max Drawdown (10Y)Largest decline over 10 years | -58.53% | -33.42% | -25.11% |
Current DrawdownCurrent decline from peak | -56.76% | -1.73% | -55.03% |
Average DrawdownAverage peak-to-trough decline | -20.49% | -8.49% | -12.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.24% | 2.05% | +21.19% |
Volatility
CAP.PA vs. ^GSPC - Volatility Comparison
Capgemini SE (CAP.PA) has a higher volatility of 8.39% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that CAP.PA'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.
Loading charts...
Volatility by Period
| CAP.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 2.79% | +5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 29.58% | 9.21% | +20.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 12.64% | +22.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.14% | 16.83% | +13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 18.61% | +10.65% |
Frequently Asked Questions
CAP.PA and ^GSPC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CAP.PA 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.
Open Portfolio Optimizer