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

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.


-0.50.00.51.0
Correlation: 0.3

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
53,272.32%
4,912.89%
GTY
^GSPC

Key characteristics

Sharpe Ratio

GTY:

0.32

^GSPC:

0.46

Sortino Ratio

GTY:

0.58

^GSPC:

0.77

Omega Ratio

GTY:

1.07

^GSPC:

1.11

Calmar Ratio

GTY:

0.27

^GSPC:

0.47

Martin Ratio

GTY:

1.16

^GSPC:

1.94

Ulcer Index

GTY:

5.38%

^GSPC:

4.61%

Daily Std Dev

GTY:

19.68%

^GSPC:

19.44%

Max Drawdown

GTY:

-63.16%

^GSPC:

-56.78%

Current Drawdown

GTY:

-15.23%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, GTY achieves a -7.72% return, which is significantly lower than ^GSPC's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with GTY having a 10.26% annualized return and ^GSPC not far behind at 10.15%.


GTY

YTD

-7.72%

1M

-10.44%

6M

-12.37%

1Y

8.24%

5Y*

7.31%

10Y*

10.26%

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

GTY vs. ^GSPC — Risk-Adjusted Performance Rank

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

GTY
The Risk-Adjusted Performance Rank of GTY is 6161
Overall Rank
The Sharpe Ratio Rank of GTY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GTY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of GTY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of GTY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of GTY is 6666
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GTY vs. ^GSPC - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for GTY, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
GTY: 0.32
^GSPC: 0.46
The chart of Sortino ratio for GTY, currently valued at 0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
GTY: 0.58
^GSPC: 0.77
The chart of Omega ratio for GTY, currently valued at 1.07, compared to the broader market0.501.001.502.00
GTY: 1.07
^GSPC: 1.11
The chart of Calmar ratio for GTY, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
GTY: 0.27
^GSPC: 0.47
The chart of Martin ratio for GTY, currently valued at 1.16, compared to the broader market-5.000.005.0010.0015.0020.00
GTY: 1.16
^GSPC: 1.94

The current GTY Sharpe Ratio is 0.32, which is lower than the ^GSPC Sharpe Ratio of 0.46. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.46
GTY
^GSPC

Drawdowns

GTY vs. ^GSPC - Drawdown Comparison

The maximum GTY drawdown since its inception was -63.16%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.23%
-10.07%
GTY
^GSPC

Volatility

GTY vs. ^GSPC - Volatility Comparison

The current volatility for Getty Realty Corp. (GTY) is 8.42%, while S&P 500 (^GSPC) has a volatility of 14.23%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.42%
14.23%
GTY
^GSPC