EXPGY vs. ^GSPC
EXPGY (Experian plc ADR) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EXPGY returned 8.00%/yr vs 13.65%/yr for ^GSPC. At a 0.50 correlation, their price movements are largely independent.
Performance
EXPGY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, EXPGY achieves a -21.82% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, EXPGY has underperformed ^GSPC with an annualized return of 8.00%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.
EXPGY
- 1D
- 4.36%
- 1M
- -3.43%
- YTD
- -21.82%
- 6M
- -19.74%
- 1Y
- -29.38%
- 3Y*
- 0.23%
- 5Y*
- -0.06%
- 10Y*
- 8.00%
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
EXPGY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPGY Experian plc ADR | -21.82% | 7.09% | 6.28% | 22.70% | -30.59% | 31.35% | 13.08% | 42.97% | 12.12% | 14.99% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between EXPGY and ^GSPC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.50 |
Over the past year, the correlation between EXPGY and ^GSPC has dropped to 0.26 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
EXPGY vs. ^GSPC — Risk / Return Rank
EXPGY
^GSPC
EXPGY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Experian plc ADR (EXPGY) 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.
| EXPGY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.33 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.41 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.98 | -3.71 |
| Martin ratioReturn relative to average drawdown | -1.28 | 13.78 | -15.06 |
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
| EXPGY | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.04 | 2.28 | -3.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.74 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.76 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Drawdowns
EXPGY vs. ^GSPC - Drawdown Comparison
The maximum EXPGY drawdown since its inception was -43.94%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXPGY and ^GSPC.
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Drawdown Indicators
| EXPGY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.94% | -56.78% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -40.50% | -9.10% | -31.40% |
Max Drawdown (3Y)Largest decline over 3 years | -40.50% | -18.90% | -21.60% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -25.43% | -18.51% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -33.92% | -10.02% |
Current DrawdownCurrent decline from peak | -35.61% | -0.33% | -35.28% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -10.72% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.04% | 1.97% | +21.07% |
Volatility
EXPGY vs. ^GSPC - Volatility Comparison
Experian plc ADR (EXPGY) has a higher volatility of 10.58% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that EXPGY'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
| EXPGY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 2.88% | +7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 23.18% | 9.00% | +14.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.31% | 11.89% | +16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.55% | 16.90% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.49% | 18.06% | +9.43% |
Frequently Asked Questions
EXPGY and ^GSPC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPGY has higher volatility (10.58%) compared to ^GSPC (2.88%). In terms of maximum drawdown, EXPGY dropped -43.94% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.28 vs -1.04), 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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