ESEA vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Euroseas Ltd (ESEA) and S&P 500 Index (^GSPC).

Performance

ESEA vs. ^GSPC - Performance Comparison

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

ESEA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESEA Euroseas Ltd	24.65%	140.95%	23.60%	83.39%	-21.02%	358.75%	33.42%	-27.32%	-58.82%	0.59%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ESEA achieves a 24.65% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, ESEA has outperformed ^GSPC with an annualized return of 25.03%, while ^GSPC has yielded a comparatively lower 12.29% annualized return.

ESEA

• 1D: -0.13%
• 1M: 1.78%
• YTD: 24.65%
• 6M: 18.12%
• 1Y: 127.10%
• 3Y*: 87.59%
• 5Y*: 68.13%
• 10Y*: 25.03%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

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

Return for Risk

ESEA vs. ^GSPC — Risk / Return Rank

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

ESEA

ESEA Risk / Return Rank: 94
ESEA Sharpe Ratio Rank: 96
ESEA Sortino Ratio Rank: 93
ESEA Omega Ratio Rank: 92
ESEA Calmar Ratio Rank: 96
ESEA Martin Ratio Rank: 93

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

ESEA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euroseas Ltd (ESEA) 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.

	ESEA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.95	0.88	+2.07
Sortino ratio Return per unit of downside risk	3.30	1.37	+1.93
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.23
Calmar ratio Return relative to maximum drawdown	6.63	1.39	+5.24
Martin ratio Return relative to average drawdown	14.23	6.43	+7.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESEA vs. ^GSPC - Sharpe Ratio Comparison

The current ESEA Sharpe Ratio is 2.95, which is higher than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ESEA 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

	ESEA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	0.88	+2.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.14	0.62	+0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.68	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.46	-0.57

Correlation

The correlation between ESEA and ^GSPC is 0.23, 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

ESEA vs. ^GSPC - Drawdown Comparison

The maximum ESEA drawdown since its inception was -99.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ESEA and ^GSPC.

Drawdown Indicators

	ESEA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.84%	-56.78%	-43.06%
Max Drawdown (1Y) Largest decline over 1 year	-18.36%	-9.10%	-9.26%
Max Drawdown (5Y) Largest decline over 5 years	-51.28%	-25.43%	-25.85%
Max Drawdown (10Y) Largest decline over 10 years	-95.54%	-33.92%	-61.62%
Current Drawdown Current decline from peak	-87.34%	-5.67%	-81.67%
Average Drawdown Average peak-to-trough decline	-85.40%	-10.75%	-74.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.55%	2.62%	+5.93%

Volatility

ESEA vs. ^GSPC - Volatility Comparison

Euroseas Ltd (ESEA) has a higher volatility of 17.78% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that ESEA'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

	ESEA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.78%	5.29%	+12.49%
Volatility (6M) Calculated over the trailing 6-month period	32.04%	9.55%	+22.49%
Volatility (1Y) Calculated over the trailing 1-year period	43.46%	18.33%	+25.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.89%	16.90%	+42.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.54%	18.04%	+77.50%