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

ENV vs. ^GSPC

Last updated May 21, 2025

Compare and contrast key facts about Envestnet, Inc. (ENV) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENV or ^GSPC.

Correlation

The correlation between ENV and ^GSPC is 0.51, 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.

Performance

ENV vs. ^GSPC - Performance Comparison

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

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Key characteristics

Returns By Period

ENV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

1.00%

1M

12.45%

6M

0.40%

1Y

11.91%

3Y*

15.05%

5Y*

15.04%

10Y*

10.82%

*Annualized

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Envestnet, Inc.

S&P 500

Risk-Adjusted Performance

ENV vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENV
The Risk-Adjusted Performance Rank of ENV is 9393
Overall Rank
The Sharpe Ratio Rank of ENV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ENV is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ENV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ENV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ENV is 9292
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7373
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.

ENV vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Envestnet, Inc. (ENV) 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.

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Drawdowns

ENV vs. ^GSPC - Drawdown Comparison

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Volatility

ENV vs. ^GSPC - Volatility Comparison

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