CSPX.L vs. MKL
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while MKL (Markel Corporation) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 7.12%/yr for MKL. At a 0.29 correlation, their price movements are largely independent.
Performance
CSPX.L vs. MKL - 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 MKL's -14.13% return. Over the past 10 years, CSPX.L has outperformed MKL with an annualized return of 15.24%, while MKL has yielded a comparatively lower 7.12% 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%
MKL
- 1D
- 0.87%
- 1M
- 1.40%
- YTD
- -14.13%
- 6M
- -14.86%
- 1Y
- -5.08%
- 3Y*
- 11.11%
- 5Y*
- 8.89%
- 10Y*
- 7.12%
CSPX.L vs. MKL - 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% |
MKL Markel Corporation | -14.13% | 24.53% | 21.57% | 7.77% | 6.77% | 19.42% | -9.61% | 10.13% | -8.87% | 25.94% |
Correlation
The correlation between CSPX.L and MKL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.29 |
The correlation between CSPX.L and MKL shifts across timeframes, from 0.17 (3 years) to 0.29 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSPX.L vs. MKL — Risk / Return Rank
CSPX.L
MKL
CSPX.L vs. MKL - 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 Markel Corporation (MKL). 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 | MKL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.97 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.25 | +3.24 |
| Martin ratioReturn relative to average drawdown | 12.45 | -0.60 | +13.05 |
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Drawdowns
CSPX.L vs. MKL - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum MKL drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for CSPX.L and MKL.
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Drawdown Indicators
| CSPX.L | MKL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -61.32% | +27.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -20.10% | +11.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -20.10% | +1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -28.87% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -44.66% | +10.76% |
Current DrawdownCurrent decline from peak | -2.27% | -15.78% | +13.51% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -11.39% | +7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 8.47% | -6.51% |
Volatility
CSPX.L vs. MKL - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Markel Corporation (MKL) has a volatility of 4.33%. This indicates that CSPX.L experiences smaller price fluctuations and is considered to be less risky than MKL 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 | MKL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.33% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 13.32% | -4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 18.87% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 22.43% | -6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 25.27% | -9.05% |
Dividends
CSPX.L vs. MKL - Dividend Comparison
Neither CSPX.L nor MKL has paid dividends to shareholders.
Frequently Asked Questions
CSPX.L and MKL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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