GBX vs. ^GSPC
Compare and contrast key facts about The Greenbrier Companies, Inc. (GBX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBX or ^GSPC.
Key characteristics
| GBX | ^GSPC | |
|---|---|---|
| YTD Return | 53.23% | 24.72% |
| 1Y Return | 80.91% | 32.12% |
| 3Y Return (Ann) | 19.34% | 8.33% |
| 5Y Return (Ann) | 21.65% | 13.81% |
| 10Y Return (Ann) | 3.27% | 11.31% |
| Sharpe Ratio | 2.28 | 2.66 |
| Sortino Ratio | 3.10 | 3.56 |
| Omega Ratio | 1.40 | 1.50 |
| Calmar Ratio | 2.07 | 3.81 |
| Martin Ratio | 10.14 | 17.03 |
| Ulcer Index | 8.12% | 1.90% |
| Daily Std Dev | 36.07% | 12.16% |
| Max Drawdown | -95.61% | -56.78% |
| Current Drawdown | 0.00% | -0.87% |
Correlation
The correlation between GBX and ^GSPC is 0.40, 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
GBX vs. ^GSPC - Performance Comparison
In the year-to-date period, GBX achieves a 53.23% return, which is significantly higher than ^GSPC's 24.72% return. Over the past 10 years, GBX has underperformed ^GSPC with an annualized return of 3.27%, while ^GSPC has yielded a comparatively higher 11.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Greenbrier Companies, Inc. (GBX) 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
GBX vs. ^GSPC - Drawdown Comparison
The maximum GBX drawdown since its inception was -95.61%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GBX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
GBX vs. ^GSPC - Volatility Comparison
The Greenbrier Companies, Inc. (GBX) has a higher volatility of 17.33% compared to S&P 500 (^GSPC) at 3.81%. This indicates that GBX'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.