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 12.06%/yr vs 12.84%/yr for ^GSPC. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
ELEC.PA vs. ^GSPC - Performance Comparison
Loading charts...
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 -6.31% return, which is significantly lower than ^GSPC's 13.13% return. Over the past 10 years, ELEC.PA has underperformed ^GSPC with an annualized return of 12.06%, while ^GSPC has yielded a comparatively higher 12.84% annualized return.
ELEC.PA
- 1D
- -16.75%
- 1M
- -22.01%
- 6M
- -20.49%
- YTD
- -6.31%
- 1Y
- 12.55%
- 3Y*
- 29.31%
- 5Y*
- 14.43%
- 10Y*
- 12.06%
- ALL TIME*
- 4.91%
^GSPC
- 1D
- 1.48%
- 1M
- 0.74%
- 6M
- 11.41%
- YTD
- 13.13%
- 1Y
- 22.44%
- 3Y*
- 17.47%
- 5Y*
- 12.13%
- 10Y*
- 12.84%
- ALL TIME*
- 10.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | €33.23T | €32.80T | €36.04T |
| €471.89K | €448.83K | €522.46K |
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 | -6.31% | 70.20% | 27.13% | 2.60% | -6.08% | -0.72% | 5.21% | 26.58% | -18.50% | 26.87% |
^GSPC S&P 500 Index | 13.13% | 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 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2007 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 2.98 | -2.42 |
| Martin ratioReturn relative to average drawdown | 2.55 | 11.04 | -8.48 |
Loading charts...
Drawdowns
ELEC.PA vs. ^GSPC - Drawdown Comparison
The maximum ELEC.PA drawdown since its inception was -54.87%, which is greater than ^GSPC's maximum drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for ELEC.PA and ^GSPC.
Loading charts...
Drawdown Indicators
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.87% | -48.59% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -30.67% | -7.57% | -23.10% |
Max Drawdown (3Y)Largest decline over 3 years | -30.67% | -23.99% | -6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.67% | -23.99% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -30.67% | -33.42% | +2.75% |
Current DrawdownCurrent decline from peak | -30.67% | -0.64% | -30.03% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -7.93% | -8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 2.04% | +4.77% |
Volatility
ELEC.PA vs. ^GSPC - Volatility Comparison
Électricite de Strasbourg Société Anonyme (ELEC.PA) has a higher volatility of 18.94% compared to S&P 500 Index (^GSPC) at 3.70%. 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.
Loading charts...
Volatility by Period
| ELEC.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.94% | 3.70% | +15.24% |
Volatility (6M)Calculated over the trailing 6-month period | 25.61% | 8.96% | +16.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.91% | 12.49% | +17.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 16.87% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.62% | +1.61% |
Frequently Asked Questions
ELEC.PA and ^GSPC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ELEC.PA and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer