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GRG.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

GRG.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Greggs plc (GRG.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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 -2.83% return, which is significantly lower than ^GSPC's 9.05% return. Over the past 10 years, GRG.L has underperformed ^GSPC with an annualized return of 6.91%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.


GRG.L

1D
-0.82%
1M
-0.94%
6M
-2.19%
YTD
-2.83%
1Y
-4.28%
3Y*
-13.73%
5Y*
-6.70%
10Y*
6.91%
ALL TIME*
13.18%

^GSPC

1D
-0.04%
1M
-2.42%
6M
6.80%
YTD
9.05%
1Y
18.10%
3Y*
16.23%
5Y*
11.76%
10Y*
12.82%
ALL TIME*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRG.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRG.L
Greggs plc
-2.83%-37.28%8.88%12.75%-26.86%87.35%-22.11%85.67%-7.63%47.31%
^GSPC
S&P 500 Index
9.05%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between GRG.L and ^GSPC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2007

0.17

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Return for Risk

GRG.L vs. ^GSPC — Risk / Return Rank

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

GRG.L
GRG.L Risk / Return Rank: 3636
Overall Rank
GRG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GRG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
GRG.L Omega Ratio Rank: 3434
Omega Ratio Rank
GRG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
GRG.L Martin Ratio Rank: 3535
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GRG.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.00

1.28

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.25

2.26

-2.51

Martin ratioReturn relative to average drawdown

-0.54

8.20

-8.74

GRG.L vs. ^GSPC - Sharpe Ratio Comparison

The current GRG.L Sharpe Ratio is -0.14, which is lower than the ^GSPC Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GRG.L and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GRG.L vs. ^GSPC - Drawdown Comparison

The maximum GRG.L drawdown since its inception was -54.24%, which is greater than ^GSPC's maximum drawdown of -37.07%. 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^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-37.07%

-17.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.08%

-8.03%

-9.05%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-22.15%

-31.62%

Max Drawdown (5Y)

Largest decline over 5 years

-53.77%

-22.15%

-31.62%

Max Drawdown (10Y)

Largest decline over 10 years

-54.24%

-26.01%

-28.23%

Current Drawdown

Current decline from peak

-46.78%

-2.42%

-44.36%

Average Drawdown

Average peak-to-trough decline

-15.56%

-5.29%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

2.21%

+5.67%

Volatility

GRG.L vs. ^GSPC - Volatility Comparison

Greggs plc (GRG.L) has a higher volatility of 8.94% compared to S&P 500 Index (^GSPC) at 3.01%. This indicates that GRG.L'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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Volatility by Period


GRG.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

3.01%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.43%

8.99%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

29.76%

12.08%

+17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.63%

15.94%

+14.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.84%

18.05%

+14.79%

Frequently Asked Questions


GRG.L and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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