CON vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Concentra Group Holdings Parent, Inc (CON) and S&P 500 Index (^GSPC).

Performance

CON vs. ^GSPC - Performance Comparison

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

CON vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CON Concentra Group Holdings Parent, Inc	9.30%	0.64%	-11.74%
^GSPC S&P 500 Index	-4.63%	16.39%	8.93%

Returns By Period

In the year-to-date period, CON achieves a 9.30% return, which is significantly higher than ^GSPC's -4.63% return.

CON

• 1D: 1.90%
• 1M: -10.23%
• YTD: 9.30%
• 6M: 3.08%
• 1Y: -0.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

CON vs. ^GSPC — Risk / Return Rank

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

CON

CON Risk / Return Rank: 38
CON Sharpe Ratio Rank: 40
CON Sortino Ratio Rank: 34
CON Omega Ratio Rank: 33
CON Calmar Ratio Rank: 42
CON Martin Ratio Rank: 42

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

CON vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Concentra Group Holdings Parent, Inc (CON) 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.

	CON	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.00	0.90	-0.90
Sortino ratio Return per unit of downside risk	0.22	1.39	-1.17
Omega ratio Gain probability vs. loss probability	1.02	1.21	-0.19
Calmar ratio Return relative to maximum drawdown	0.06	1.40	-1.34
Martin ratio Return relative to average drawdown	0.11	6.61	-6.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CON vs. ^GSPC - Sharpe Ratio Comparison

The current CON Sharpe Ratio is -0.00, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CON 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

	CON	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	0.90	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.46	-0.52

Correlation

The correlation between CON 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

CON vs. ^GSPC - Drawdown Comparison

The maximum CON drawdown since its inception was -22.59%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CON and ^GSPC.

Drawdown Indicators

	CON	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-56.78%	+34.19%
Max Drawdown (1Y) Largest decline over 1 year	-21.39%	-12.14%	-9.25%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-11.01%	-6.45%	-4.56%
Average Drawdown Average peak-to-trough decline	-11.36%	-10.75%	-0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.83%	2.57%	+8.26%

Volatility

CON vs. ^GSPC - Volatility Comparison

Concentra Group Holdings Parent, Inc (CON) has a higher volatility of 8.09% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that CON'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

	CON	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.09%	5.34%	+2.75%
Volatility (6M) Calculated over the trailing 6-month period	18.49%	9.54%	+8.95%
Volatility (1Y) Calculated over the trailing 1-year period	29.10%	18.33%	+10.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.32%	16.91%	+13.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.32%	18.05%	+12.27%