GTY vs. ^GSPC

Last updated Apr 1, 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.	17.96%	-2.86%	9.91%	-8.76%	11.68%	22.75%	-11.32%	16.81%	13.56%	11.31%
^GSPC S&P 500 Index	-4.63%	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 17.96% return, which is significantly higher than ^GSPC's -4.63% return. Over the past 10 years, GTY has underperformed ^GSPC with an annualized return of 10.56%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

GTY

• 1D: -0.09%
• 1M: -1.63%
• YTD: 17.96%
• 6M: 22.45%
• 1Y: 9.04%
• 3Y*: 2.17%
• 5Y*: 8.22%
• 10Y*: 10.56%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*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: 49
GTY Omega Ratio Rank: 48
GTY Calmar Ratio Rank: 59
GTY Martin Ratio Rank: 57

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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	0.44	0.90	-0.46
Sortino ratio Return per unit of downside risk	0.74	1.39	-0.65
Omega ratio Gain probability vs. loss probability	1.09	1.21	-0.12
Calmar ratio Return relative to maximum drawdown	0.73	1.40	-0.67
Martin ratio Return relative to average drawdown	1.42	6.61	-5.19
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 0.44, which is lower than the ^GSPC Sharpe Ratio of 0.90. 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	0.44	0.90	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	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	-14.31%	-12.14%	-2.17%
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	-4.56%	-6.45%	+1.89%
Average Drawdown Average peak-to-trough decline	-29.12%	-10.75%	-18.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.73%	2.57%	+5.16%

Volatility

GTY vs. ^GSPC - Volatility Comparison

The current volatility for Getty Realty Corp. (GTY) is 4.68%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. 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	4.68%	5.34%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	15.61%	9.54%	+6.07%
Volatility (1Y) Calculated over the trailing 1-year period	20.78%	18.33%	+2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.73%	16.91%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.40%	18.05%	+9.35%