EXPN.L vs. ^GSPC
EXPN.L (Experian plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EXPN.L returned 8.88%/yr vs 14.50%/yr for ^GSPC. At a 0.32 correlation, their price movements are largely independent.
Performance
EXPN.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
EXPN.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXPN.L achieves a -22.03% return, which is significantly lower than ^GSPC's 11.24% return. Over the past 10 years, EXPN.L has underperformed ^GSPC with an annualized return of 8.88%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.
EXPN.L
- 1D
- 3.53%
- 1M
- -2.61%
- YTD
- -22.03%
- 6M
- -20.90%
- 1Y
- -28.97%
- 3Y*
- -2.41%
- 5Y*
- 1.02%
- 10Y*
- 8.88%
^GSPC
- 1D
- 0.41%
- 1M
- 5.44%
- YTD
- 11.24%
- 6M
- 9.84%
- 1Y
- 28.25%
- 3Y*
- 18.03%
- 5Y*
- 13.60%
- 10Y*
- 14.50%
EXPN.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPN.L Experian plc | -22.03% | -1.12% | 9.03% | 15.56% | -21.28% | 32.39% | 10.32% | 36.22% | 18.65% | 5.36% |
^GSPC S&P 500 Index | 11.24% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between EXPN.L and ^GSPC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2007 | 0.32 |
Over the past year, the correlation between EXPN.L and ^GSPC has dropped to 0.11 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
EXPN.L vs. ^GSPC — Risk / Return Rank
EXPN.L
^GSPC
EXPN.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Experian plc (EXPN.L) 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.
| EXPN.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.62 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.46 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.53 | -4.23 |
| Martin ratioReturn relative to average drawdown | -1.25 | 13.19 | -14.45 |
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
| EXPN.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 2.46 | -3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.86 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.80 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.21 |
Drawdowns
EXPN.L vs. ^GSPC - Drawdown Comparison
The maximum EXPN.L drawdown since its inception was -56.26%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for EXPN.L and ^GSPC.
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Drawdown Indicators
| EXPN.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.26% | -37.07% | -19.19% |
Max Drawdown (1Y)Largest decline over 1 year | -41.63% | -8.03% | -33.60% |
Max Drawdown (3Y)Largest decline over 3 years | -41.63% | -22.15% | -19.48% |
Max Drawdown (5Y)Largest decline over 5 years | -41.63% | -22.15% | -19.48% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -26.01% | -15.62% |
Current DrawdownCurrent decline from peak | -35.86% | 0.00% | -35.86% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -5.32% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.11% | 2.15% | +20.96% |
Volatility
EXPN.L vs. ^GSPC - Volatility Comparison
Experian plc (EXPN.L) has a higher volatility of 10.00% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that EXPN.L'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
| EXPN.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 2.60% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 23.59% | 8.20% | +15.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.94% | 11.52% | +16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 15.85% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.29% | 18.15% | +7.14% |
Frequently Asked Questions
EXPN.L and ^GSPC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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