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GES vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GES and ^GSPC is 0.41, 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.


-0.50.00.51.00.4

Performance

GES vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guess', Inc. (GES) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
250.32%
795.10%
GES
^GSPC

Key characteristics

Sharpe Ratio

GES:

-0.76

^GSPC:

2.10

Sortino Ratio

GES:

-1.08

^GSPC:

2.80

Omega Ratio

GES:

0.88

^GSPC:

1.39

Calmar Ratio

GES:

-0.59

^GSPC:

3.09

Martin Ratio

GES:

-1.14

^GSPC:

13.49

Ulcer Index

GES:

26.60%

^GSPC:

1.94%

Daily Std Dev

GES:

40.17%

^GSPC:

12.52%

Max Drawdown

GES:

-89.63%

^GSPC:

-56.78%

Current Drawdown

GES:

-50.13%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, GES achieves a -27.77% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, GES has underperformed ^GSPC with an annualized return of 1.62%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


GES

YTD

-27.77%

1M

-9.37%

6M

-27.32%

1Y

-29.54%

5Y*

-2.71%

10Y*

1.62%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

GES vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guess', Inc. (GES) 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.


Sharpe ratio
The chart of Sharpe ratio for GES, currently valued at -0.76, compared to the broader market-4.00-2.000.002.00-0.762.10
The chart of Sortino ratio for GES, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.082.80
The chart of Omega ratio for GES, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.39
The chart of Calmar ratio for GES, currently valued at -0.59, compared to the broader market0.002.004.006.00-0.593.09
The chart of Martin ratio for GES, currently valued at -1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1413.49
GES
^GSPC

The current GES Sharpe Ratio is -0.76, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of GES 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.76
2.10
GES
^GSPC

Drawdowns

GES vs. ^GSPC - Drawdown Comparison

The maximum GES drawdown since its inception was -89.63%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GES and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.13%
-2.62%
GES
^GSPC

Volatility

GES vs. ^GSPC - Volatility Comparison

Guess', Inc. (GES) has a higher volatility of 14.71% compared to S&P 500 (^GSPC) at 3.79%. This indicates that GES'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
14.71%
3.79%
GES
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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