CLPR vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Clipper Realty Inc. (CLPR) and S&P 500 Index (^GSPC).

Performance

CLPR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clipper Realty Inc. (CLPR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

CLPR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLPR Clipper Realty Inc.	-18.53%	-8.03%	-7.85%	-9.54%	-32.70%	47.69%	-29.45%	-16.70%	35.58%	-23.52%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	15.44%

Returns By Period

In the year-to-date period, CLPR achieves a -18.53% return, which is significantly lower than ^GSPC's -3.95% return.

CLPR

• 1D: -1.95%
• 1M: 1.04%
• YTD: -18.53%
• 6M: -15.99%
• 1Y: -12.78%
• 3Y*: -11.86%
• 5Y*: -11.65%
• 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

CLPR vs. ^GSPC — Risk / Return Rank

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

CLPR

CLPR Risk / Return Rank: 27
CLPR Sharpe Ratio Rank: 28
CLPR Sortino Ratio Rank: 26
CLPR Omega Ratio Rank: 27
CLPR Calmar Ratio Rank: 28
CLPR Martin Ratio Rank: 26

^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.

CLPR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clipper Realty Inc. (CLPR) 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.

	CLPR	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.30	0.92	-1.21
Sortino ratio Return per unit of downside risk	-0.15	1.41	-1.57
Omega ratio Gain probability vs. loss probability	0.98	1.21	-0.23
Calmar ratio Return relative to maximum drawdown	-0.44	1.41	-1.86
Martin ratio Return relative to average drawdown	-0.91	6.61	-7.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLPR vs. ^GSPC - Sharpe Ratio Comparison

The current CLPR Sharpe Ratio is -0.30, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CLPR 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

	CLPR	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.30	0.92	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	0.61	-0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.46	-0.68

Correlation

The correlation between CLPR and ^GSPC is 0.31, 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

CLPR vs. ^GSPC - Drawdown Comparison

The maximum CLPR drawdown since its inception was -67.31%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CLPR and ^GSPC.

Drawdown Indicators

	CLPR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-67.31%	-56.78%	-10.53%
Max Drawdown (1Y) Largest decline over 1 year	-30.86%	-12.14%	-18.72%
Max Drawdown (5Y) Largest decline over 5 years	-60.45%	-25.43%	-35.02%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-66.31%	-5.78%	-60.53%
Average Drawdown Average peak-to-trough decline	-38.07%	-10.75%	-27.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.08%	2.60%	+12.48%

Volatility

CLPR vs. ^GSPC - Volatility Comparison

Clipper Realty Inc. (CLPR) has a higher volatility of 10.11% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that CLPR'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

	CLPR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.11%	5.37%	+4.74%
Volatility (6M) Calculated over the trailing 6-month period	26.81%	9.55%	+17.26%
Volatility (1Y) Calculated over the trailing 1-year period	43.44%	18.33%	+25.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.72%	16.90%	+29.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.45%	18.05%	+28.40%