PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ENS vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

ENS vs. ^GSPC

Last updated Jun 3, 2026

ENS (EnerSys) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ENS returned 15.00%/yr vs 13.75%/yr for ^GSPC. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

ENS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EnerSys (ENS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ENS achieves a 62.11% return, which is significantly higher than ^GSPC's 11.16% return. Over the past 10 years, ENS has outperformed ^GSPC with an annualized return of 15.00%, while ^GSPC has yielded a comparatively lower 13.75% annualized return.

ENS

1D
4.22%
1M
11.83%
YTD
62.11%
6M
64.67%
1Y
191.85%
3Y*
33.21%
5Y*
21.08%
10Y*
15.00%

^GSPC

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENS vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENS
EnerSys		62.11%60.28%-7.57%37.90%-5.64%-4.04%12.19%-2.57%12.46%-9.97%
^GSPC
S&P 500 Index		11.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ENS and ^GSPC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2004

0.60

The correlation between ENS and ^GSPC has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

EnerSys

S&P 500 Index

Often compared with ENS:
ENS vs. ENBENS vs. ESPENS vs. AYIENS vs. OLLIENS vs. FFN.TOENS vs. QQQENS vs. SPY
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. TSMU^GSPC vs. GC=F^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

ENS vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENS
ENS Risk / Return Rank: 9898
Overall Rank
ENS Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ENS Sortino Ratio Rank: 9797
Sortino Ratio Rank
ENS Omega Ratio Rank: 9797
Omega Ratio Rank
ENS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ENS Martin Ratio Rank: 9898
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 7979
Overall Rank
^GSPC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7676
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7979
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8888
Martin Ratio Rank
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.

ENS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EnerSys (ENS) 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.

ENS^GSPCDifference

Sharpe ratio

Return per unit of total volatility

5.25

2.39

+2.87

Sortino ratio

Return per unit of downside risk

4.94

3.25

+1.68

Omega ratio

Gain probability vs. loss probability

1.73

1.43

+0.30

Calmar ratio

Return relative to maximum drawdown

10.18

3.16

+7.02

Martin ratio

Return relative to average drawdown

37.03

14.61

+22.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENS vs. ^GSPC - Sharpe Ratio Comparison

The current ENS Sharpe Ratio is 5.25, which is higher than the ^GSPC Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of ENS and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

ENS^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.25

2.39

+2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.75

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.76

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.11

Drawdowns

ENS vs. ^GSPC - Drawdown Comparison

The maximum ENS drawdown since its inception was -83.95%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ENS and ^GSPC.

Loading charts...

Drawdown Indicators

ENS^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-83.95%

-56.78%

-27.17%

Max Drawdown (1Y)

Largest decline over 1 year

-18.32%

-9.10%

-9.22%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

-18.90%

-10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-41.77%

-25.43%

-16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-56.27%

-33.92%

-22.35%

Current Drawdown

Current decline from peak

-2.40%

0.00%

-2.40%

Average Drawdown

Average peak-to-trough decline

-18.01%

-10.72%

-7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

1.97%

+3.06%

Volatility

ENS vs. ^GSPC - Volatility Comparison

EnerSys (ENS) has a higher volatility of 16.86% compared to S&P 500 Index (^GSPC) at 2.84%. This indicates that ENS'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

ENS^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.86%

2.84%

+14.02%

Volatility (6M)

Calculated over the trailing 6-month period

31.39%

8.98%

+22.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.83%

11.87%

+24.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

16.90%

+17.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.67%

18.07%

+18.60%

Frequently Asked Questions

ENS and ^GSPC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENS has higher volatility (16.86%) compared to ^GSPC (2.84%). In terms of maximum drawdown, ENS dropped -83.95% vs ^GSPC's -56.78%.

ENS currently has the higher Sharpe Ratio (5.25 vs 2.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ENS 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