CAP.PA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Capgemini SE (CAP.PA) and S&P 500 Index (^GSPC).

Performance

CAP.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Capgemini SE (CAP.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

CAP.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAP.PA Capgemini SE	-28.58%	-7.98%	-14.83%	23.58%	-26.66%	72.15%	18.14%	27.68%	-10.91%	25.46%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 -28.58% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, CAP.PA has underperformed ^GSPC with an annualized return of 3.80%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

CAP.PA

• 1D: 1.09%
• 1M: -2.17%
• YTD: -28.58%
• 6M: -17.73%
• 1Y: -25.38%
• 3Y*: -14.19%
• 5Y*: -5.63%
• 10Y*: 3.80%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

CAP.PA vs. ^GSPC — Risk / Return Rank

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

CAP.PA

CAP.PA Risk / Return Rank: 16
CAP.PA Sharpe Ratio Rank: 10
CAP.PA Sortino Ratio Rank: 11
CAP.PA Omega Ratio Rank: 13
CAP.PA Calmar Ratio Rank: 24
CAP.PA Martin Ratio Rank: 21

^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.

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.

	CAP.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.75	0.43	-1.19
Sortino ratio Return per unit of downside risk	-0.93	0.73	-1.67
Omega ratio Gain probability vs. loss probability	0.89	1.12	-0.23
Calmar ratio Return relative to maximum drawdown	-0.51	0.66	-1.17
Martin ratio Return relative to average drawdown	-1.06	2.77	-3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAP.PA vs. ^GSPC - Sharpe Ratio Comparison

The current CAP.PA Sharpe Ratio is -0.75, which is lower than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CAP.PA 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

	CAP.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	0.43	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.64	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.65	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.45	-0.33

Correlation

The correlation between CAP.PA 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.

Drawdowns

CAP.PA vs. ^GSPC - Drawdown Comparison

The maximum CAP.PA drawdown since its inception was -96.22%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for CAP.PA and ^GSPC.

Drawdown Indicators

	CAP.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-96.22%	-56.78%	-39.44%
Max Drawdown (1Y) Largest decline over 1 year	-37.65%	-12.14%	-25.51%
Max Drawdown (5Y) Largest decline over 5 years	-55.89%	-25.43%	-30.46%
Max Drawdown (10Y) Largest decline over 10 years	-55.89%	-33.92%	-21.97%
Current Drawdown Current decline from peak	-55.84%	-5.78%	-50.06%
Average Drawdown Average peak-to-trough decline	-57.86%	-10.75%	-47.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.86%	2.60%	+15.26%

Volatility

CAP.PA vs. ^GSPC - Volatility Comparison

Capgemini SE (CAP.PA) has a higher volatility of 7.69% compared to S&P 500 Index (^GSPC) at 4.42%. 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.

Volatility by Period

	CAP.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.69%	4.42%	+3.27%
Volatility (6M) Calculated over the trailing 6-month period	25.30%	9.93%	+15.37%
Volatility (1Y) Calculated over the trailing 1-year period	33.31%	20.69%	+12.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.73%	16.81%	+11.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.04%	18.63%	+10.41%