CRDA.L vs. ^GSPC
CRDA.L (Croda International plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, CRDA.L returned 0.17%/yr vs 12.82%/yr for ^GSPC. At a 0.27 correlation, their price movements are largely independent.
Performance
CRDA.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
CRDA.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRDA.L achieves a 10.52% return, which is significantly higher than ^GSPC's 9.05% return. Over the past 10 years, CRDA.L has underperformed ^GSPC with an annualized return of 0.17%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.
CRDA.L
- 1D
- -0.41%
- 1M
- -6.48%
- 6M
- 10.60%
- YTD
- 10.52%
- 1Y
- 6.67%
- 3Y*
- -17.51%
- 5Y*
- -16.01%
- 10Y*
- 0.17%
- ALL TIME*
- 10.76%
^GSPC
- 1D
- -0.04%
- 1M
- -2.42%
- 6M
- 6.80%
- YTD
- 9.05%
- 1Y
- 18.10%
- 3Y*
- 16.23%
- 5Y*
- 11.76%
- 10Y*
- 12.82%
- ALL TIME*
- 11.35%
CRDA.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRDA.L Croda International plc | 10.52% | -16.87% | -31.73% | -22.54% | -34.03% | 54.83% | 30.57% | 7.53% | 7.71% | 41.15% |
^GSPC S&P 500 Index | 9.05% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between CRDA.L and ^GSPC is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.27 |
Over the past year, the correlation between CRDA.L and ^GSPC has dropped to 0.05 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
CRDA.L vs. ^GSPC — Risk / Return Rank
CRDA.L
^GSPC
CRDA.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Croda International plc (CRDA.L) and S&P 500 Index (^GSPC). 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.
| CRDA.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.28 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.26 | -1.96 |
| Martin ratioReturn relative to average drawdown | 0.75 | 8.20 | -7.45 |
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Drawdowns
CRDA.L vs. ^GSPC - Drawdown Comparison
The maximum CRDA.L drawdown since its inception was -74.84%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for CRDA.L and ^GSPC.
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Drawdown Indicators
| CRDA.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.84% | -37.07% | -37.77% |
Max Drawdown (1Y)Largest decline over 1 year | -21.61% | -8.03% | -13.58% |
Max Drawdown (3Y)Largest decline over 3 years | -56.79% | -22.15% | -34.64% |
Max Drawdown (5Y)Largest decline over 5 years | -74.84% | -22.15% | -52.69% |
Max Drawdown (10Y)Largest decline over 10 years | -74.84% | -26.01% | -48.83% |
Current DrawdownCurrent decline from peak | -68.84% | -2.42% | -66.42% |
Average DrawdownAverage peak-to-trough decline | -17.96% | -5.29% | -12.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 2.21% | +6.72% |
Volatility
CRDA.L vs. ^GSPC - Volatility Comparison
Croda International plc (CRDA.L) has a higher volatility of 7.87% compared to S&P 500 Index (^GSPC) at 3.01%. This indicates that CRDA.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRDA.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 3.01% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 8.99% | +14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.07% | 12.08% | +18.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.24% | 15.94% | +13.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 18.05% | +7.34% |
Frequently Asked Questions
CRDA.L and ^GSPC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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