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

Correlation

The correlation between GPN and ^GSPC is 0.56, 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.


-0.50.00.51.00.6

Performance

GPN vs. ^GSPC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.65%
10.44%
GPN
^GSPC

Key characteristics

Sharpe Ratio

GPN:

-0.35

^GSPC:

2.16

Sortino Ratio

GPN:

-0.31

^GSPC:

2.87

Omega Ratio

GPN:

0.96

^GSPC:

1.40

Calmar Ratio

GPN:

-0.18

^GSPC:

3.19

Martin Ratio

GPN:

-0.51

^GSPC:

13.87

Ulcer Index

GPN:

20.06%

^GSPC:

1.95%

Daily Std Dev

GPN:

28.69%

^GSPC:

12.54%

Max Drawdown

GPN:

-56.97%

^GSPC:

-56.78%

Current Drawdown

GPN:

-46.86%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, GPN achieves a -10.24% return, which is significantly lower than ^GSPC's 26.63% return. Both investments have delivered pretty close results over the past 10 years, with GPN having a 11.20% annualized return and ^GSPC not far ahead at 11.23%.


GPN

YTD

-10.24%

1M

-3.29%

6M

18.65%

1Y

-10.16%

5Y*

-8.61%

10Y*

11.20%

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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Risk-Adjusted Performance

GPN vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) 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 GPN, currently valued at -0.35, compared to the broader market-4.00-2.000.002.00-0.352.16
The chart of Sortino ratio for GPN, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.00-0.312.87
The chart of Omega ratio for GPN, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.40
The chart of Calmar ratio for GPN, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.183.19
The chart of Martin ratio for GPN, currently valued at -0.51, compared to the broader market0.0010.0020.00-0.5113.87
GPN
^GSPC

The current GPN Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of GPN 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
-0.35
2.16
GPN
^GSPC

Drawdowns

GPN vs. ^GSPC - Drawdown Comparison

The maximum GPN drawdown since its inception was -56.97%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GPN and ^GSPC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.86%
-0.82%
GPN
^GSPC

Volatility

GPN vs. ^GSPC - Volatility Comparison

Global Payments Inc. (GPN) has a higher volatility of 5.61% compared to S&P 500 (^GSPC) at 3.96%. This indicates that GPN'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%JulyAugustSeptemberOctoberNovemberDecember
5.61%
3.96%
GPN
^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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