GNE vs. ^SP600

Last updated Apr 2, 2026

Compare and contrast key facts about Genie Energy Ltd. (GNE) and S&P 600 (^SP600).

Performance

GNE vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genie Energy Ltd. (GNE) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

GNE vs. ^SP600 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GNE Genie Energy Ltd.	2.41%	-9.91%	-43.56%	177.26%	95.26%	-21.65%	-2.76%	32.91%	46.22%	-20.42%
^SP600 S&P 600	3.65%	4.23%	6.82%	13.89%	-17.42%	25.27%	9.57%	20.86%	-9.75%	11.73%

Returns By Period

In the year-to-date period, GNE achieves a 2.41% return, which is significantly lower than ^SP600's 3.65% return. Over the past 10 years, GNE has outperformed ^SP600 with an annualized return of 10.11%, while ^SP600 has yielded a comparatively lower 8.26% annualized return.

GNE

• 1D: -0.71%
• 1M: -4.42%
• YTD: 2.41%
• 6M: -5.32%
• 1Y: -9.61%
• 3Y*: 2.40%
• 5Y*: 19.30%
• 10Y*: 10.11%

^SP600

• 1D: 0.53%
• 1M: -4.39%
• YTD: 3.65%
• 6M: 4.71%
• 1Y: 18.85%
• 3Y*: 8.77%
• 5Y*: 2.57%
• 10Y*: 8.26%

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

Return for Risk

GNE vs. ^SP600 — Risk / Return Rank

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

GNE

GNE Risk / Return Rank: 32
GNE Sharpe Ratio Rank: 29
GNE Sortino Ratio Rank: 26
GNE Omega Ratio Rank: 27
GNE Calmar Ratio Rank: 37
GNE Martin Ratio Rank: 38

^SP600

^SP600 Risk / Return Rank: 54
^SP600 Sharpe Ratio Rank: 53
^SP600 Sortino Ratio Rank: 54
^SP600 Omega Ratio Rank: 51
^SP600 Calmar Ratio Rank: 51
^SP600 Martin Ratio Rank: 59

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.

GNE vs. ^SP600 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genie Energy Ltd. (GNE) and S&P 600 (^SP600). 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.

	GNE	^SP600	Difference
Sharpe ratio Return per unit of total volatility	-0.25	0.83	-1.09
Sortino ratio Return per unit of downside risk	-0.08	1.31	-1.40
Omega ratio Gain probability vs. loss probability	0.99	1.17	-0.18
Calmar ratio Return relative to maximum drawdown	-0.10	1.28	-1.38
Martin ratio Return relative to average drawdown	-0.13	5.11	-5.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNE vs. ^SP600 - Sharpe Ratio Comparison

The current GNE Sharpe Ratio is -0.25, which is lower than the ^SP600 Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GNE and ^SP600, 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

	GNE	^SP600	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	0.83	-1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.12	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.36	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.44	-0.31

Correlation

The correlation between GNE and ^SP600 is 0.34, 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

GNE vs. ^SP600 - Drawdown Comparison

The maximum GNE drawdown since its inception was -75.12%, which is greater than ^SP600's maximum drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for GNE and ^SP600.

Drawdown Indicators

	GNE	^SP600	Difference
Max Drawdown Largest peak-to-trough decline	-75.12%	-59.17%	-15.95%
Max Drawdown (1Y) Largest decline over 1 year	-50.73%	-14.89%	-35.84%
Max Drawdown (5Y) Largest decline over 5 years	-53.89%	-28.39%	-25.50%
Max Drawdown (10Y) Largest decline over 10 years	-57.65%	-45.77%	-11.88%
Current Drawdown Current decline from peak	-52.15%	-5.55%	-46.60%
Average Drawdown Average peak-to-trough decline	-43.14%	-9.31%	-33.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.68%	3.74%	+34.94%

Volatility

GNE vs. ^SP600 - Volatility Comparison

Genie Energy Ltd. (GNE) has a higher volatility of 9.82% compared to S&P 600 (^SP600) at 6.26%. This indicates that GNE's price experiences larger fluctuations and is considered to be riskier than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GNE	^SP600	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.82%	6.26%	+3.56%
Volatility (6M) Calculated over the trailing 6-month period	19.84%	13.06%	+6.78%
Volatility (1Y) Calculated over the trailing 1-year period	38.58%	22.74%	+15.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.32%	21.56%	+21.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.13%	23.19%	+22.94%