ELEC.PA vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Électricite de Strasbourg Société Anonyme (ELEC.PA) and S&P 500 Index (^GSPC).

Performance

ELEC.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Électricite de Strasbourg Société Anonyme (ELEC.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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	14.59%	70.20%	27.13%	2.60%	-6.08%	-0.72%	5.21%	26.58%	-18.50%	26.87%
^GSPC S&P 500 Index	-3.12%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 14.59% return, which is significantly higher than ^GSPC's -5.26% return. Over the past 10 years, ELEC.PA has outperformed ^GSPC with an annualized return of 14.09%, while ^GSPC has yielded a comparatively lower 11.74% annualized return.

ELEC.PA

• 1D: -1.40%
• 1M: -4.50%
• YTD: 14.59%
• 6M: 31.68%
• 1Y: 66.57%
• 3Y*: 40.88%
• 5Y*: 18.96%
• 10Y*: 14.09%

^GSPC

• 1D: 0.00%
• 1M: -5.11%
• YTD: -5.26%
• 6M: -3.14%
• 1Y: 6.44%
• 3Y*: 13.36%
• 5Y*: 10.10%
• 10Y*: 11.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ELEC.PA vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELEC.PA

ELEC.PA Risk / Return Rank: 96
ELEC.PA Sharpe Ratio Rank: 96
ELEC.PA Sortino Ratio Rank: 97
ELEC.PA Omega Ratio Rank: 94
ELEC.PA Calmar Ratio Rank: 96
ELEC.PA Martin Ratio Rank: 97

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	2.83	0.31	+2.52
Sortino ratio Return per unit of downside risk	3.97	0.57	+3.40
Omega ratio Gain probability vs. loss probability	1.46	1.09	+0.37
Calmar ratio Return relative to maximum drawdown	6.09	0.50	+5.59
Martin ratio Return relative to average drawdown	19.73	2.09	+17.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ELEC.PA vs. ^GSPC - Sharpe Ratio Comparison

The current ELEC.PA Sharpe Ratio is 2.83, which is higher than the ^GSPC Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ELEC.PA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ELEC.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.83	0.31	+2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.60	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.63	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.44	-0.02

Correlation

The correlation between ELEC.PA and ^GSPC is 0.06, 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.

Drawdowns

ELEC.PA vs. ^GSPC - Drawdown Comparison

The maximum ELEC.PA drawdown since its inception was -55.21%, roughly equal to the maximum ^GSPC drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for ELEC.PA and ^GSPC.

Drawdown Indicators

	ELEC.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-55.21%	-56.78%	+1.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-12.14%	+1.50%
Max Drawdown (5Y) Largest decline over 5 years	-22.98%	-25.43%	+2.45%
Max Drawdown (10Y) Largest decline over 10 years	-28.45%	-33.92%	+5.47%
Current Drawdown Current decline from peak	-5.36%	-6.45%	+1.09%
Average Drawdown Average peak-to-trough decline	-14.13%	-10.75%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.57%	+0.71%

Volatility

ELEC.PA vs. ^GSPC - Volatility Comparison

Électricite de Strasbourg Société Anonyme (ELEC.PA) has a higher volatility of 7.04% compared to S&P 500 Index (^GSPC) at 3.65%. 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.

Volatility by Period

	ELEC.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.04%	3.65%	+3.39%
Volatility (6M) Calculated over the trailing 6-month period	17.73%	9.70%	+8.03%
Volatility (1Y) Calculated over the trailing 1-year period	23.15%	20.59%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.08%	16.78%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	18.62%	+0.69%