GRG.L vs. ^GSPC
GRG.L (Greggs plc) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.16 correlation, their price movements are largely independent.
Performance
GRG.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
GRG.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GRG.L achieves a 3.44% return, which is significantly lower than ^GSPC's 11.24% return.
GRG.L
- 1D
- 0.78%
- 1M
- 11.24%
- YTD
- 3.44%
- 6M
- 3.81%
- 1Y
- -10.82%
- 3Y*
- -11.53%
- 5Y*
- -4.96%
- 10Y*
- 7.55%
^GSPC
- 1D
- 0.00%
- 1M
- 4.31%
- YTD
- 11.24%
- 6M
- 9.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRG.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRG.L Greggs plc | 3.44% | -14.09% |
^GSPC S&P 500 Index | 8.95% | 14.53% |
Correlation
The correlation between GRG.L and ^GSPC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.16 |
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Return for Risk
GRG.L vs. ^GSPC — Risk / Return Rank
GRG.L
^GSPC
GRG.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Greggs plc (GRG.L) and S&P 500 Index (^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.
| GRG.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.94 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | — | — |
| Martin ratioReturn relative to average drawdown | -0.85 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRG.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 2.42 | -1.79 |
Drawdowns
GRG.L vs. ^GSPC - Drawdown Comparison
The maximum GRG.L drawdown since its inception was -53.77%, which is greater than ^GSPC's maximum drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for GRG.L and ^GSPC.
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Drawdown Indicators
| GRG.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -8.03% | -45.74% |
Max Drawdown (1Y)Largest decline over 1 year | -27.81% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.77% | — | — |
Current DrawdownCurrent decline from peak | -43.34% | 0.00% | -43.34% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -1.44% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.99% | — | — |
Volatility
GRG.L vs. ^GSPC - Volatility Comparison
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Volatility by Period
| GRG.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.80% | 11.47% | +21.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.56% | 11.47% | +19.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.28% | 11.47% | +21.81% |
Frequently Asked Questions
GRG.L and ^GSPC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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