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CPNG vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CPNG vs. ^SP500TR

Last updated May 19, 2025

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.

Correlation

The correlation between CPNG and ^SP500TR is 0.40, 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.

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.

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Key characteristics

Sharpe Ratio

CPNG:

0.52

^SP500TR:

0.72

Sortino Ratio

CPNG:

1.11

^SP500TR:

1.20

Omega Ratio

CPNG:

1.15

^SP500TR:

1.18

Calmar Ratio

CPNG:

0.37

^SP500TR:

0.81

Martin Ratio

CPNG:

2.05

^SP500TR:

3.11

Ulcer Index

CPNG:

10.93%

^SP500TR:

4.87%

Daily Std Dev

CPNG:

37.05%

^SP500TR:

19.61%

Max Drawdown

CPNG:

-81.47%

^SP500TR:

-55.25%

Current Drawdown

CPNG:

-46.01%

^SP500TR:

-2.70%

Returns By Period

In the year-to-date period, CPNG achieves a 23.93% return, which is significantly higher than ^SP500TR's 1.81% return.

CPNG

YTD

23.93%

1M

27.35%

6M

11.27%

1Y

18.43%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

1.81%

1M

12.91%

6M

2.19%

1Y

13.85%

5Y*

17.16%

10Y*

12.87%

*Annualized

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Risk-Adjusted Performance

CPNG vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CPNG
The Risk-Adjusted Performance Rank of CPNG is 6969
Overall Rank
The Sharpe Ratio Rank of CPNG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CPNG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of CPNG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CPNG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CPNG is 7373
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8282
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current CPNG Sharpe Ratio is 0.52, which is comparable to the ^SP500TR Sharpe Ratio of 0.72. 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.

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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.

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Volatility

CPNG vs. ^SP500TR - Volatility Comparison

Coupang, Inc. (CPNG) has a higher volatility of 12.18% compared to S&P 500 Total Return (^SP500TR) at 5.42%. 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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