CPNG vs. ^SP500TR
CPNG (Coupang, Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 5 years, CPNG returned -14.43%/yr vs 13.16%/yr for ^SP500TR. At a 0.39 correlation, their price movements are largely independent.
Performance
CPNG vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, CPNG achieves a -25.77% return, which is significantly lower than ^SP500TR's 8.22% return.
CPNG
- 1D
- 1.16%
- 1M
- 8.62%
- YTD
- -25.77%
- 6M
- -21.93%
- 1Y
- -38.30%
- 3Y*
- 1.79%
- 5Y*
- -14.43%
- 10Y*
- —
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
CPNG vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CPNG Coupang, Inc. | -25.77% | 7.32% | 35.76% | 10.06% | -49.93% | -53.73% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 26.29% | -18.11% | 23.63% |
Correlation
The correlation between CPNG and ^SP500TR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2021 | 0.39 |
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Return for Risk
CPNG vs. ^SP500TR — Risk / Return Rank
CPNG
^SP500TR
CPNG vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coupang, Inc. (CPNG) and S&P 500 Total Return (^SP500TR). 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.
| CPNG | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.34 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.68 | -3.38 |
| Martin ratioReturn relative to average drawdown | -1.21 | 12.05 | -13.26 |
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Drawdowns
CPNG vs. ^SP500TR - Drawdown Comparison
The maximum CPNG drawdown since its inception was -85.28%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CPNG and ^SP500TR.
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Drawdown Indicators
| CPNG | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.28% | -55.25% | -30.03% |
Max Drawdown (1Y)Largest decline over 1 year | -54.91% | -8.89% | -46.02% |
Max Drawdown (3Y)Largest decline over 3 years | -54.91% | -18.75% | -36.16% |
Max Drawdown (5Y)Largest decline over 5 years | -79.01% | -24.49% | -54.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -72.43% | -3.13% | -69.30% |
Average DrawdownAverage peak-to-trough decline | -64.23% | -8.16% | -56.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.69% | 1.97% | +29.72% |
Volatility
CPNG vs. ^SP500TR - Volatility Comparison
Coupang, Inc. (CPNG) has a higher volatility of 21.94% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that CPNG's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPNG | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.94% | 4.90% | +17.04% |
Volatility (6M)Calculated over the trailing 6-month period | 40.07% | 9.93% | +30.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.10% | 12.57% | +32.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.68% | 17.00% | +35.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.77% | 18.08% | +35.69% |
Frequently Asked Questions
CPNG and ^SP500TR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPNG has higher volatility (21.94%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, CPNG dropped -85.28% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.90 vs -0.85), 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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