GTY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Getty Realty Corp. (GTY) and S&P 500 Index (^GSPC).

Performance

GTY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Getty Realty Corp. (GTY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

GTY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTY Getty Realty Corp.	19.04%	-2.86%	9.91%	-8.76%	11.68%	22.75%	-11.32%	16.81%	13.56%	11.31%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, GTY achieves a 19.04% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, GTY has underperformed ^GSPC with an annualized return of 10.66%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

GTY

• 1D: 0.91%
• 1M: -1.66%
• YTD: 19.04%
• 6M: 22.65%
• 1Y: 10.93%
• 3Y*: 2.48%
• 5Y*: 8.42%
• 10Y*: 10.66%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

GTY vs. ^GSPC — Risk / Return Rank

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

GTY

GTY Risk / Return Rank: 54
GTY Sharpe Ratio Rank: 59
GTY Sortino Ratio Rank: 50
GTY Omega Ratio Rank: 50
GTY Calmar Ratio Rank: 57
GTY Martin Ratio Rank: 55

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

GTY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Getty Realty Corp. (GTY) 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.

	GTY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.53	0.92	-0.39
Sortino ratio Return per unit of downside risk	0.86	1.41	-0.56
Omega ratio Gain probability vs. loss probability	1.11	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.70	1.41	-0.71
Martin ratio Return relative to average drawdown	1.41	6.61	-5.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTY vs. ^GSPC - Sharpe Ratio Comparison

The current GTY Sharpe Ratio is 0.53, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GTY 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.

Sharpe Ratios by Period

	GTY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	0.92	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.61	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.68	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.46	-0.23

Correlation

The correlation between GTY and ^GSPC is 0.29, 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

GTY vs. ^GSPC - Drawdown Comparison

The maximum GTY drawdown since its inception was -71.75%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GTY and ^GSPC.

Drawdown Indicators

	GTY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-71.75%	-56.78%	-14.97%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-12.14%	-1.13%
Max Drawdown (5Y) Largest decline over 5 years	-24.99%	-25.43%	+0.44%
Max Drawdown (10Y) Largest decline over 10 years	-47.77%	-33.92%	-13.85%
Current Drawdown Current decline from peak	-3.69%	-5.78%	+2.09%
Average Drawdown Average peak-to-trough decline	-29.12%	-10.75%	-18.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.12%	2.60%	+4.52%

Volatility

GTY vs. ^GSPC - Volatility Comparison

The current volatility for Getty Realty Corp. (GTY) is 4.78%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that GTY experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	5.37%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	15.57%	9.55%	+6.02%
Volatility (1Y) Calculated over the trailing 1-year period	20.73%	18.33%	+2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.72%	16.90%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.40%	18.05%	+9.35%