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 -14.75%/yr vs 12.86%/yr for ^SP500TR. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
CPNG vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, CPNG achieves a -30.69% return, which is significantly lower than ^SP500TR's 10.14% return.
CPNG
- 1D
- 1.62%
- 1M
- -11.91%
- 6M
- -18.90%
- YTD
- -30.69%
- 1Y
- -43.11%
- 3Y*
- -3.51%
- 5Y*
- -14.75%
- 10Y*
- —
- ALL TIME*
- -22.26%
^SP500TR
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 8.56%
- YTD
- 10.14%
- 1Y
- 21.50%
- 3Y*
- 19.43%
- 5Y*
- 12.86%
- 10Y*
- 15.17%
- ALL TIME*
- 11.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
CPNG Coupang, Inc. | $295.58M | $319.79M | $399.25M |
CPNG vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CPNG Coupang, Inc. | -30.69% | 7.32% | 35.76% | 10.06% | -49.93% | -53.73% |
^SP500TR S&P 500 Total Return | 10.14% | 17.88% | 25.02% | 26.29% | -18.11% | 23.63% |
Correlation
The correlation between CPNG and ^SP500TR is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
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 | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.27 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 2.21 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | 9.49 | -10.75 |
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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 | -76.66% | -24.49% | -52.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -74.25% | -1.41% | -72.84% |
Average DrawdownAverage peak-to-trough decline | -64.40% | -8.14% | -56.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 2.07% | +33.34% |
Volatility
CPNG vs. ^SP500TR - Volatility Comparison
Coupang, Inc. (CPNG) has a higher volatility of 12.58% compared to S&P 500 Total Return (^SP500TR) at 3.52%. 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 | 12.58% | 3.52% | +9.06% |
Volatility (6M)Calculated over the trailing 6-month period | 40.55% | 10.11% | +30.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.68% | 12.87% | +33.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.52% | 17.01% | +35.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.59% | 18.07% | +35.52% |
Frequently Asked Questions
CPNG and ^SP500TR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPNG has higher volatility (12.58%) compared to ^SP500TR (3.52%). In terms of maximum drawdown, CPNG dropped -85.28% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.53 vs -0.95), 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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