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

Correlation

The correlation between GNL and ^GSPC is 0.44, 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.

GNL vs. ^GSPC

Last updated May 30, 2025

Compare and contrast key facts about Global Net Lease, Inc. (GNL) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GNL or ^GSPC.

Performance

GNL vs. ^GSPC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GNL:

0.97

^GSPC:

0.62

Sortino Ratio

GNL:

1.26

^GSPC:

0.94

Omega Ratio

GNL:

1.15

^GSPC:

1.14

Calmar Ratio

GNL:

0.43

^GSPC:

0.61

Martin Ratio

GNL:

2.23

^GSPC:

2.29

Ulcer Index

GNL:

9.52%

^GSPC:

5.01%

Daily Std Dev

GNL:

27.74%

^GSPC:

19.79%

Max Drawdown

GNL:

-58.38%

^GSPC:

-56.78%

Current Drawdown

GNL:

-34.35%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, GNL achieves a 15.01% return, which is significantly higher than ^GSPC's 0.52% return.

GNL

YTD

15.01%

1M

4.25%

6M

11.64%

1Y

26.68%

3Y*

-6.28%

5Y*

0.55%

10Y*

N/A

^GSPC

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

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Global Net Lease, Inc.

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GNL vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GNL
The Risk-Adjusted Performance Rank of GNL is 7373
Overall Rank
The Sharpe Ratio Rank of GNL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GNL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of GNL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GNL is 7070
Calmar Ratio Rank
The Martin Ratio Rank of GNL is 7474
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6666
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GNL vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Net Lease, Inc. (GNL) 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.

The current GNL Sharpe Ratio is 0.97, which is higher than the ^GSPC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GNL 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

GNL vs. ^GSPC - Drawdown Comparison

The maximum GNL drawdown since its inception was -58.38%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GNL and ^GSPC.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GNL vs. ^GSPC - Volatility Comparison

Global Net Lease, Inc. (GNL) has a higher volatility of 6.76% compared to S&P 500 (^GSPC) at 4.76%. This indicates that GNL'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.

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