CLPR vs. ^GSPC
CLPR (Clipper Realty Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, CLPR returned -10.33%/yr vs 11.99%/yr for ^GSPC. At a 0.31 correlation, their price movements are largely independent.
Performance
CLPR vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, CLPR achieves a -15.22% return, which is significantly lower than ^GSPC's 9.16% return.
CLPR
- 1D
- -0.33%
- 1M
- 7.99%
- YTD
- -15.22%
- 6M
- -3.33%
- 1Y
- -10.96%
- 3Y*
- -11.01%
- 5Y*
- -10.33%
- 10Y*
- —
^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%
CLPR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLPR Clipper Realty Inc. | -15.22% | -8.03% | -7.85% | -9.54% | -32.70% | 47.69% | -29.45% | -16.70% | 35.58% | -31.17% |
^GSPC S&P 500 Index | 9.16% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 15.85% |
Correlation
The correlation between CLPR and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2017 | 0.31 |
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Return for Risk
CLPR vs. ^GSPC — Risk / Return Rank
CLPR
^GSPC
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.
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.
| CLPR | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.78 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.59 | 12.44 | -13.03 |
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Drawdowns
CLPR vs. ^GSPC - Drawdown Comparison
The maximum CLPR drawdown since its inception was -67.54%, 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.
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Drawdown Indicators
| CLPR | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.54% | -56.78% | -10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -31.33% | -9.10% | -22.23% |
Max Drawdown (3Y)Largest decline over 3 years | -50.66% | -18.90% | -31.76% |
Max Drawdown (5Y)Largest decline over 5 years | -60.72% | -25.43% | -35.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -64.94% | -1.80% | -63.14% |
Average DrawdownAverage peak-to-trough decline | -39.59% | -10.71% | -28.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.49% | 2.03% | +16.46% |
Volatility
CLPR vs. ^GSPC - Volatility Comparison
Clipper Realty Inc. (CLPR) has a higher volatility of 18.07% compared to S&P 500 Index (^GSPC) at 4.67%. 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.
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Volatility by Period
| CLPR | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.07% | 4.67% | +13.40% |
Volatility (6M)Calculated over the trailing 6-month period | 33.06% | 9.84% | +23.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.96% | 12.50% | +32.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.55% | 16.99% | +30.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.73% | 18.11% | +28.62% |
Frequently Asked Questions
CLPR and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLPR has higher volatility (18.07%) compared to ^GSPC (4.67%). In terms of maximum drawdown, CLPR dropped -67.54% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.03 vs -0.25), 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.
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