CPNG vs. ^SP500TR
Compare and contrast key facts about Coupang, Inc. (CPNG) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPNG or ^SP500TR.
Performance
CPNG vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, CPNG achieves a 51.20% return, which is significantly higher than ^SP500TR's 24.56% return.
CPNG
51.20%
-2.59%
6.43%
52.62%
N/A
N/A
^SP500TR
24.56%
0.19%
11.42%
31.86%
15.35%
13.16%
Key characteristics
| CPNG | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 1.45 | 2.63 |
| Sortino Ratio | 1.97 | 3.52 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 0.76 | 3.81 |
| Martin Ratio | 7.34 | 17.22 |
| Ulcer Index | 7.53% | 1.87% |
| Daily Std Dev | 38.01% | 12.25% |
| Max Drawdown | -81.47% | -55.25% |
| Current Drawdown | -51.48% | -2.14% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CPNG and ^SP500TR is 0.38, 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.
Risk-Adjusted Performance
CPNG vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
CPNG vs. ^SP500TR - Drawdown Comparison
The maximum CPNG drawdown since its inception was -81.47%, 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. For additional features, visit the drawdowns tool.
Volatility
CPNG vs. ^SP500TR - Volatility Comparison
Coupang, Inc. (CPNG) has a higher volatility of 16.11% compared to S&P 500 Total Return (^SP500TR) at 4.05%. 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.