CSPX.L vs. CPRT
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while CPRT (Copart, Inc.) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 17.57%/yr for CPRT. At a 0.34 correlation, their price movements are largely independent.
Performance
CSPX.L vs. CPRT - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than CPRT's -21.46% return. Over the past 10 years, CSPX.L has underperformed CPRT with an annualized return of 15.24%, while CPRT has yielded a comparatively higher 17.57% annualized return.
CSPX.L
- 1D
- 2.02%
- 1M
- 0.42%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.50%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
CPRT
- 1D
- -1.00%
- 1M
- -6.65%
- YTD
- -21.46%
- 6M
- -20.48%
- 1Y
- -38.49%
- 3Y*
- -10.83%
- 5Y*
- -0.30%
- 10Y*
- 17.57%
CSPX.L vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
CPRT Copart, Inc. | -21.46% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
Correlation
The correlation between CSPX.L and CPRT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.34 |
Over the past year, the correlation between CSPX.L and CPRT has dropped to 0.07 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
CSPX.L vs. CPRT — Risk / Return Rank
CSPX.L
CPRT
CSPX.L vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and Copart, Inc. (CPRT). 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.
| CSPX.L | CPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.66 | ||
| Sortino ratioReturn per unit of downside risk | +5.38 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.71 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.98 | +3.97 |
| Martin ratioReturn relative to average drawdown | 12.45 | -1.75 | +14.20 |
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Drawdowns
CSPX.L vs. CPRT - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum CPRT drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for CSPX.L and CPRT.
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Drawdown Indicators
| CSPX.L | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -72.49% | +38.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -39.26% | +31.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -52.46% | +33.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -52.46% | +28.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -52.46% | +18.56% |
Current DrawdownCurrent decline from peak | -2.27% | -51.83% | +49.56% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -16.57% | +12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 22.06% | -20.10% |
Volatility
CSPX.L vs. CPRT - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Copart, Inc. (CPRT) has a volatility of 8.74%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSPX.L | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 8.74% | -4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 18.69% | -9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 23.70% | -11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 25.94% | -9.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 27.43% | -11.21% |
Dividends
CSPX.L vs. CPRT - Dividend Comparison
Neither CSPX.L nor CPRT has paid dividends to shareholders.
Frequently Asked Questions
CSPX.L and CPRT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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