GALP.LS vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Galp Energia SGPS S.A. (GALP.LS) and S&P 500 Index (^GSPC).

Performance

GALP.LS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Galp Energia SGPS S.A. (GALP.LS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

GALP.LS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GALP.LS Galp Energia SGPS S.A.	43.61%	-4.14%	23.10%	10.93%	55.57%	4.01%	-39.00%	13.55%	-6.63%	11.98%
^GSPC S&P 500 Index	-3.12%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

GALP.LS is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GALP.LS achieves a 43.61% return, which is significantly higher than ^GSPC's -5.26% return. Both investments have delivered pretty close results over the past 10 years, with GALP.LS having a 11.60% annualized return and ^GSPC not far ahead at 11.74%.

GALP.LS

• 1D: -0.28%
• 1M: 15.31%
• YTD: 43.61%
• 6M: 30.50%
• 1Y: 35.29%
• 3Y*: 31.35%
• 5Y*: 21.63%
• 10Y*: 11.60%

^GSPC

• 1D: 0.00%
• 1M: -5.11%
• YTD: -5.26%
• 6M: -3.14%
• 1Y: 6.44%
• 3Y*: 13.36%
• 5Y*: 10.10%
• 10Y*: 11.74%

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

Return for Risk

GALP.LS vs. ^GSPC — Risk / Return Rank

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

GALP.LS

GALP.LS Risk / Return Rank: 74
GALP.LS Sharpe Ratio Rank: 77
GALP.LS Sortino Ratio Rank: 67
GALP.LS Omega Ratio Rank: 73
GALP.LS Calmar Ratio Rank: 75
GALP.LS Martin Ratio Rank: 79

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

GALP.LS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galp Energia SGPS S.A. (GALP.LS) 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.

	GALP.LS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.31	+0.77
Sortino ratio Return per unit of downside risk	1.44	0.57	+0.87
Omega ratio Gain probability vs. loss probability	1.23	1.09	+0.14
Calmar ratio Return relative to maximum drawdown	1.83	0.50	+1.33
Martin ratio Return relative to average drawdown	5.62	2.09	+3.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GALP.LS vs. ^GSPC - Sharpe Ratio Comparison

The current GALP.LS Sharpe Ratio is 1.09, which is higher than the ^GSPC Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GALP.LS 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

	GALP.LS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.31	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.60	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.63	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.44	-0.13

Correlation

The correlation between GALP.LS and ^GSPC is 0.21, 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

GALP.LS vs. ^GSPC - Drawdown Comparison

The maximum GALP.LS drawdown since its inception was -67.19%, which is greater than ^GSPC's maximum drawdown of -53.00%. Use the drawdown chart below to compare losses from any high point for GALP.LS and ^GSPC.

Drawdown Indicators

	GALP.LS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-67.19%	-56.78%	-10.41%
Max Drawdown (1Y) Largest decline over 1 year	-24.27%	-12.14%	-12.13%
Max Drawdown (5Y) Largest decline over 5 years	-38.12%	-25.43%	-12.69%
Max Drawdown (10Y) Largest decline over 10 years	-57.72%	-33.92%	-23.80%
Current Drawdown Current decline from peak	-5.19%	-6.45%	+1.26%
Average Drawdown Average peak-to-trough decline	-23.33%	-10.75%	-12.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.90%	2.57%	+5.33%

Volatility

GALP.LS vs. ^GSPC - Volatility Comparison

Galp Energia SGPS S.A. (GALP.LS) has a higher volatility of 11.31% compared to S&P 500 Index (^GSPC) at 3.65%. This indicates that GALP.LS'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

	GALP.LS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.31%	3.65%	+7.66%
Volatility (6M) Calculated over the trailing 6-month period	25.67%	9.70%	+15.97%
Volatility (1Y) Calculated over the trailing 1-year period	32.05%	20.59%	+11.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.16%	16.78%	+14.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.33%	18.62%	+11.71%