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ENS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ENS and ^GSPC is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.87%
9.82%
ENS
^GSPC

Key characteristics

Sharpe Ratio

ENS:

0.51

^GSPC:

1.74

Sortino Ratio

ENS:

0.92

^GSPC:

2.36

Omega Ratio

ENS:

1.11

^GSPC:

1.32

Calmar Ratio

ENS:

0.66

^GSPC:

2.62

Martin Ratio

ENS:

1.50

^GSPC:

10.69

Ulcer Index

ENS:

8.89%

^GSPC:

2.08%

Daily Std Dev

ENS:

26.39%

^GSPC:

12.76%

Max Drawdown

ENS:

-83.95%

^GSPC:

-56.78%

Current Drawdown

ENS:

-7.80%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, ENS achieves a 11.10% return, which is significantly higher than ^GSPC's 4.01% return. Over the past 10 years, ENS has underperformed ^GSPC with an annualized return of 5.75%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


ENS

YTD

11.10%

1M

1.99%

6M

6.87%

1Y

14.68%

5Y*

7.55%

10Y*

5.75%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

ENS vs. ^GSPC — Risk-Adjusted Performance Rank

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

ENS
The Risk-Adjusted Performance Rank of ENS is 6262
Overall Rank
The Sharpe Ratio Rank of ENS is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ENS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ENS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ENS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ENS is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EnerSys (ENS) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for ENS, currently valued at 0.51, compared to the broader market-2.000.002.000.511.74
The chart of Sortino ratio for ENS, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.922.36
The chart of Omega ratio for ENS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.32
The chart of Calmar ratio for ENS, currently valued at 0.66, compared to the broader market0.002.004.006.000.662.62
The chart of Martin ratio for ENS, currently valued at 1.50, compared to the broader market-10.000.0010.0020.0030.001.5010.69
ENS
^GSPC

The current ENS Sharpe Ratio is 0.51, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of ENS 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.51
1.74
ENS
^GSPC

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.80%
-0.43%
ENS
^GSPC

Volatility

ENS vs. ^GSPC - Volatility Comparison

EnerSys (ENS) has a higher volatility of 7.79% compared to S&P 500 (^GSPC) at 3.01%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.79%
3.01%
ENS
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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