PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPNG vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

CPNG vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coupang, Inc. (CPNG) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-54.19%
57.87%
CPNG
^SP500TR

Key characteristics

Sharpe Ratio

CPNG:

1.06

^SP500TR:

2.03

Sortino Ratio

CPNG:

1.58

^SP500TR:

2.71

Omega Ratio

CPNG:

1.22

^SP500TR:

1.38

Calmar Ratio

CPNG:

0.55

^SP500TR:

3.03

Martin Ratio

CPNG:

5.13

^SP500TR:

13.52

Ulcer Index

CPNG:

7.73%

^SP500TR:

1.89%

Daily Std Dev

CPNG:

37.52%

^SP500TR:

12.59%

Max Drawdown

CPNG:

-81.47%

^SP500TR:

-55.25%

Current Drawdown

CPNG:

-55.28%

^SP500TR:

-3.54%

Returns By Period

In the year-to-date period, CPNG achieves a 39.35% return, which is significantly higher than ^SP500TR's 24.77% return.


CPNG

YTD

39.35%

1M

-7.39%

6M

10.64%

1Y

37.06%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

24.77%

1M

-0.24%

6M

7.73%

1Y

24.86%

5Y*

14.61%

10Y*

13.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for CPNG, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.062.03
The chart of Sortino ratio for CPNG, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.582.71
The chart of Omega ratio for CPNG, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.38
The chart of Calmar ratio for CPNG, currently valued at 0.55, compared to the broader market0.002.004.006.000.553.03
The chart of Martin ratio for CPNG, currently valued at 5.13, compared to the broader market0.0010.0020.005.1313.52
CPNG
^SP500TR

The current CPNG Sharpe Ratio is 1.06, which is lower than the ^SP500TR Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CPNG and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.06
2.03
CPNG
^SP500TR

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.28%
-3.54%
CPNG
^SP500TR

Volatility

CPNG vs. ^SP500TR - Volatility Comparison

Coupang, Inc. (CPNG) has a higher volatility of 7.98% compared to S&P 500 Total Return (^SP500TR) at 3.65%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.98%
3.65%
CPNG
^SP500TR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab