ELEC.PA vs. ^GSPC
ELEC.PA (Électricite de Strasbourg Société Anonyme) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ELEC.PA returned 15.07%/yr vs 13.40%/yr for ^GSPC. At a 0.06 correlation, their price movements are largely independent.
Performance
ELEC.PA vs. ^GSPC - Performance Comparison
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Different Trading Currencies
ELEC.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ELEC.PA achieves a 24.32% return, which is significantly higher than ^GSPC's 12.06% return. Over the past 10 years, ELEC.PA has outperformed ^GSPC with an annualized return of 15.07%, while ^GSPC has yielded a comparatively lower 13.40% annualized return.
ELEC.PA
- 1D
- 0.00%
- 1M
- -1.29%
- YTD
- 24.32%
- 6M
- 32.18%
- 1Y
- 63.12%
- 3Y*
- 45.06%
- 5Y*
- 21.31%
- 10Y*
- 15.07%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
ELEC.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELEC.PA Électricite de Strasbourg Société Anonyme | 24.32% | 70.20% | 27.13% | 2.60% | -6.08% | -0.72% | 5.21% | 26.58% | -18.50% | 26.87% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between ELEC.PA and ^GSPC is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.06 |
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Return for Risk
ELEC.PA vs. ^GSPC — Risk / Return Rank
ELEC.PA
^GSPC
ELEC.PA vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Électricite de Strasbourg Société Anonyme (ELEC.PA) 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.
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.95 | 3.30 | +2.65 |
| Martin ratioReturn relative to average drawdown | 18.32 | 12.34 | +5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 2.04 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.80 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.72 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Drawdowns
ELEC.PA vs. ^GSPC - Drawdown Comparison
The maximum ELEC.PA drawdown since its inception was -55.21%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for ELEC.PA and ^GSPC.
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Drawdown Indicators
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.21% | -51.62% | -3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -7.57% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.64% | -23.99% | +13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -23.99% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -28.45% | -33.42% | +4.97% |
Current DrawdownCurrent decline from peak | -8.00% | -0.20% | -7.80% |
Average DrawdownAverage peak-to-trough decline | -14.06% | -9.08% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.02% | +1.45% |
Volatility
ELEC.PA vs. ^GSPC - Volatility Comparison
Électricite de Strasbourg Société Anonyme (ELEC.PA) has a higher volatility of 6.88% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that ELEC.PA'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
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 2.24% | +4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 8.62% | +8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 12.29% | +11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.29% | 16.79% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 18.59% | +0.85% |
Frequently Asked Questions
ELEC.PA and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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