CRDA.L vs. ^GSPC
Compare and contrast key facts about Croda International plc (CRDA.L) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRDA.L or ^GSPC.
Key characteristics
| CRDA.L | ^GSPC | |
|---|---|---|
| YTD Return | -21.69% | 15.38% |
| 1Y Return | -24.21% | 23.24% |
| 3Y Return (Ann) | -23.89% | 6.68% |
| 5Y Return (Ann) | -2.63% | 13.10% |
| 10Y Return (Ann) | 7.96% | 10.67% |
| Sharpe Ratio | -0.83 | 1.78 |
| Daily Std Dev | 28.20% | 12.59% |
| Max Drawdown | -61.63% | -56.78% |
| Current Drawdown | -60.78% | -2.89% |
Correlation
The correlation between CRDA.L and ^GSPC is 0.18, 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
CRDA.L vs. ^GSPC - Performance Comparison
In the year-to-date period, CRDA.L achieves a -21.69% return, which is significantly lower than ^GSPC's 15.38% return. Over the past 10 years, CRDA.L has underperformed ^GSPC with an annualized return of 7.96%, while ^GSPC has yielded a comparatively higher 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CRDA.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Croda International plc (CRDA.L) and S&P 500 (^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.
Drawdowns
CRDA.L vs. ^GSPC - Drawdown Comparison
The maximum CRDA.L drawdown since its inception was -61.63%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CRDA.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CRDA.L vs. ^GSPC - Volatility Comparison
Croda International plc (CRDA.L) has a higher volatility of 5.77% compared to S&P 500 (^GSPC) at 4.45%. 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.