PortfoliosLab logoPortfoliosLab logo
EXPGY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

EXPGY vs. ^GSPC - Performance Comparison

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

Loading charts...

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

EXPGY vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXPGY vs. ^GSPC — Risk / Return Rank

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

EXPGY
EXPGY Risk / Return Rank: 99
Overall Rank
EXPGY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EXPGY Sortino Ratio Rank: 66
Sortino Ratio Rank
EXPGY Omega Ratio Rank: 88
Omega Ratio Rank
EXPGY Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXPGY Martin Ratio Rank: 1212
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

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^GSPCDifference
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

EXPGY vs. ^GSPC - Sharpe Ratio Comparison

The current EXPGY Sharpe Ratio is -1.04, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EXPGY and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EXPGY^GSPCDifference

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.


Loading charts...

Drawdown Indicators


EXPGY^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-35.61%

-0.33%

-35.28%

Average Drawdown

Average peak-to-trough decline

-11.39%

-10.72%

-0.67%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


EXPGY^GSPCDifference

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.

Portfolio Optimizer

Find the right allocation for EXPGY and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer