EXPN.L vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Experian plc (EXPN.L) and S&P 500 Index (^GSPC).

Performance

EXPN.L vs. ^GSPC - Performance Comparison

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

EXPN.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXPN.L Experian plc	-22.57%	-1.12%	9.03%	15.56%	-21.28%	32.39%	10.32%	36.22%	18.65%	5.36%
^GSPC S&P 500 Index	-2.04%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-0.68%	9.09%

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 -22.57% return, which is significantly lower than ^GSPC's -2.36% return. Over the past 10 years, EXPN.L has underperformed ^GSPC with an annualized return of 9.16%, while ^GSPC has yielded a comparatively higher 13.10% annualized return.

EXPN.L

• 1D: -1.78%
• 1M: -3.10%
• YTD: -22.57%
• 6M: -26.02%
• 1Y: -27.33%
• 3Y*: 0.54%
• 5Y*: 1.78%
• 10Y*: 9.16%

^GSPC

• 1D: 0.00%
• 1M: -2.80%
• YTD: -2.36%
• 6M: -0.73%
• 1Y: 13.71%
• 3Y*: 14.30%
• 5Y*: 11.28%
• 10Y*: 13.10%

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

Return for Risk

EXPN.L vs. ^GSPC — Risk / Return Rank

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

EXPN.L

EXPN.L Risk / Return Rank: 10
EXPN.L Sharpe Ratio Rank: 5
EXPN.L Sortino Ratio Rank: 7
EXPN.L Omega Ratio Rank: 8
EXPN.L Calmar Ratio Rank: 20
EXPN.L Martin Ratio Rank: 12

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

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 ratio Return per unit of total volatility	-0.95	0.73	-1.68
Sortino ratio Return per unit of downside risk	-1.27	1.14	-2.42
Omega ratio Gain probability vs. loss probability	0.85	1.18	-0.33
Calmar ratio Return relative to maximum drawdown	-0.60	1.19	-1.79
Martin ratio Return relative to average drawdown	-1.35	4.63	-5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXPN.L vs. ^GSPC - Sharpe Ratio Comparison

The current EXPN.L Sharpe Ratio is -0.95, which is lower than the ^GSPC Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EXPN.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXPN.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.95	0.73	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.71	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.72	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.55	-0.17

Correlation

The correlation between EXPN.L and ^GSPC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 -37.67%. Use the drawdown chart below to compare losses from any high point for EXPN.L and ^GSPC.

Drawdown Indicators

	EXPN.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-56.26%	-56.78%	+0.52%
Max Drawdown (1Y) Largest decline over 1 year	-41.63%	-9.10%	-32.53%
Max Drawdown (5Y) Largest decline over 5 years	-41.63%	-25.43%	-16.20%
Max Drawdown (10Y) Largest decline over 10 years	-41.63%	-33.92%	-7.71%
Current Drawdown Current decline from peak	-36.30%	-5.67%	-30.63%
Average Drawdown Average peak-to-trough decline	-10.87%	-10.75%	-0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.52%	2.62%	+15.90%

Volatility

EXPN.L vs. ^GSPC - Volatility Comparison

Experian plc (EXPN.L) has a higher volatility of 7.42% compared to S&P 500 Index (^GSPC) at 4.50%. 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.

Volatility by Period

	EXPN.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	4.50%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	21.28%	9.50%	+11.78%
Volatility (1Y) Calculated over the trailing 1-year period	28.76%	18.75%	+10.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	15.89%	+9.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.98%	18.16%	+6.82%