ETD vs. ^GSPC
ETD (Ethan Allen Interiors Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ETD returned 1.31%/yr vs 13.66%/yr for ^GSPC. At a 0.46 correlation, their price movements are largely independent.
Performance
ETD vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ETD achieves a -6.68% return, which is significantly lower than ^GSPC's 10.35% return. Over the past 10 years, ETD has underperformed ^GSPC with an annualized return of 1.31%, while ^GSPC has yielded a comparatively higher 13.66% annualized return.
ETD
- 1D
- 0.54%
- 1M
- 4.68%
- YTD
- -6.68%
- 6M
- -12.43%
- 1Y
- -16.49%
- 3Y*
- -1.35%
- 5Y*
- -0.43%
- 10Y*
- 1.31%
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
ETD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETD Ethan Allen Interiors Inc. | -6.68% | -13.21% | -5.95% | 28.70% | 7.47% | 44.17% | 11.29% | 18.89% | -35.80% | -20.54% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between ETD and ^GSPC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1993 | 0.46 |
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Return for Risk
ETD vs. ^GSPC — Risk / Return Rank
ETD
^GSPC
ETD vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethan Allen Interiors Inc. (ETD) 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.
| ETD | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.41 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.93 | -3.40 |
| Martin ratioReturn relative to average drawdown | -0.88 | 13.52 | -14.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETD | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 2.24 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.73 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.76 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.47 | -0.31 |
Drawdowns
ETD vs. ^GSPC - Drawdown Comparison
The maximum ETD drawdown since its inception was -82.91%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ETD and ^GSPC.
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Drawdown Indicators
| ETD | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.91% | -56.78% | -26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -35.36% | -9.10% | -26.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.84% | -18.90% | -17.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -25.43% | -11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -73.68% | -33.92% | -39.76% |
Current DrawdownCurrent decline from peak | -30.52% | -0.74% | -29.78% |
Average DrawdownAverage peak-to-trough decline | -26.54% | -10.72% | -15.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.67% | 1.97% | +16.70% |
Volatility
ETD vs. ^GSPC - Volatility Comparison
Ethan Allen Interiors Inc. (ETD) has a higher volatility of 8.11% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that ETD'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.
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Volatility by Period
| ETD | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 2.93% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.98% | 8.99% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.96% | 11.89% | +17.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.34% | 16.90% | +17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.22% | 18.06% | +19.16% |
Frequently Asked Questions
ETD and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETD has higher volatility (8.11%) compared to ^GSPC (2.93%). In terms of maximum drawdown, ETD dropped -82.91% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs -0.57), 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.
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