EXPGY vs. ^GSPC
Compare and contrast key facts about Experian plc ADR (EXPGY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXPGY or ^GSPC.
Correlation
The correlation between EXPGY and ^GSPC is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXPGY vs. ^GSPC - Performance Comparison
Key characteristics
EXPGY:
0.39
^GSPC:
2.03
EXPGY:
0.73
^GSPC:
2.71
EXPGY:
1.09
^GSPC:
1.37
EXPGY:
0.43
^GSPC:
3.04
EXPGY:
1.32
^GSPC:
12.93
EXPGY:
6.38%
^GSPC:
2.00%
EXPGY:
21.54%
^GSPC:
12.72%
EXPGY:
-78.11%
^GSPC:
-56.78%
EXPGY:
-19.51%
^GSPC:
-2.98%
Returns By Period
In the year-to-date period, EXPGY achieves a -0.77% return, which is significantly lower than ^GSPC's 0.47% return. Both investments have delivered pretty close results over the past 10 years, with EXPGY having a 11.65% annualized return and ^GSPC not far behind at 11.22%.
EXPGY
-0.77%
-10.57%
-9.01%
6.00%
6.02%
11.65%
^GSPC
0.47%
-2.98%
5.95%
24.05%
12.57%
11.22%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EXPGY vs. ^GSPC — Risk-Adjusted Performance Rank
EXPGY
^GSPC
EXPGY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Experian plc ADR (EXPGY) and S&P 500 (^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.
Drawdowns
EXPGY vs. ^GSPC - Drawdown Comparison
The maximum EXPGY drawdown since its inception was -78.11%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXPGY and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXPGY vs. ^GSPC - Volatility Comparison
Experian plc ADR (EXPGY) and S&P 500 (^GSPC) have volatilities of 4.54% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.