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 7.86%/yr vs 13.27%/yr for ^GSPC. At a 0.49 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 -19.62% return, which is significantly lower than ^GSPC's 9.79% return. Over the past 10 years, EXPGY has underperformed ^GSPC with an annualized return of 7.86%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.
EXPGY
- 1D
- 1.57%
- 1M
- 5.37%
- 6M
- -21.06%
- YTD
- -19.62%
- 1Y
- -30.20%
- 3Y*
- -1.60%
- 5Y*
- -1.48%
- 10Y*
- 7.86%
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
EXPGY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPGY Experian plc ADR | -19.62% | 7.09% | 6.28% | 22.70% | -30.59% | 31.35% | 13.08% | 42.97% | 12.12% | 14.99% |
^GSPC S&P 500 Index | 9.79% | 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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.49 |
Over the past year, the correlation between EXPGY and ^GSPC has dropped to 0.24 - well below their long-term average of 0.49, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXPGY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.29 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.21 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.17 | 9.61 | -10.78 |
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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 | -33.79% | -1.24% | -32.55% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -10.71% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.80% | 2.09% | +23.71% |
Volatility
EXPGY vs. ^GSPC - Volatility Comparison
Experian plc ADR (EXPGY) has a higher volatility of 6.63% compared to S&P 500 Index (^GSPC) at 3.96%. 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 | 6.63% | 3.96% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.51% | 9.99% | +13.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.68% | 12.57% | +16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.66% | 17.01% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.21% | 18.05% | +9.16% |
Frequently Asked Questions
EXPGY and ^GSPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPGY has higher volatility (6.63%) compared to ^GSPC (3.96%). In terms of maximum drawdown, EXPGY dropped -43.94% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -1.06), 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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