IBE.MC vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Iberdrola S.A. (IBE.MC) and S&P 500 Index (^GSPC).

Performance

IBE.MC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Iberdrola S.A. (IBE.MC) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

IBE.MC vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBE.MC Iberdrola S.A.	10.17%	44.88%	17.42%	13.52%	9.72%	-7.61%	32.72%	36.69%	14.06%	8.73%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

IBE.MC is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBE.MC achieves a 10.17% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, IBE.MC has outperformed ^GSPC with an annualized return of 17.97%, while ^GSPC has yielded a comparatively lower 12.07% annualized return.

IBE.MC

• 1D: 1.65%
• 1M: 1.39%
• YTD: 10.17%
• 6M: 25.76%
• 1Y: 38.22%
• 3Y*: 25.82%
• 5Y*: 17.67%
• 10Y*: 17.97%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

IBE.MC vs. ^GSPC — Risk / Return Rank

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

IBE.MC

IBE.MC Risk / Return Rank: 92
IBE.MC Sharpe Ratio Rank: 92
IBE.MC Sortino Ratio Rank: 89
IBE.MC Omega Ratio Rank: 91
IBE.MC Calmar Ratio Rank: 94
IBE.MC Martin Ratio Rank: 92

^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.

IBE.MC vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola S.A. (IBE.MC) 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.

	IBE.MC	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.21	0.43	+1.77
Sortino ratio Return per unit of downside risk	2.76	0.73	+2.03
Omega ratio Gain probability vs. loss probability	1.43	1.12	+0.31
Calmar ratio Return relative to maximum drawdown	5.45	0.66	+4.79
Martin ratio Return relative to average drawdown	13.12	2.77	+10.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBE.MC vs. ^GSPC - Sharpe Ratio Comparison

The current IBE.MC Sharpe Ratio is 2.21, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IBE.MC 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

	IBE.MC	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.43	+1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.64	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.65	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.45	+0.07

Correlation

The correlation between IBE.MC and ^GSPC is 0.27, 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

IBE.MC vs. ^GSPC - Drawdown Comparison

The maximum IBE.MC drawdown since its inception was -71.23%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for IBE.MC and ^GSPC.

Drawdown Indicators

	IBE.MC	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-71.23%	-56.78%	-14.45%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-12.14%	+2.22%
Max Drawdown (5Y) Largest decline over 5 years	-24.34%	-25.43%	+1.09%
Max Drawdown (10Y) Largest decline over 10 years	-28.27%	-33.92%	+5.65%
Current Drawdown Current decline from peak	-1.38%	-5.78%	+4.40%
Average Drawdown Average peak-to-trough decline	-16.83%	-10.75%	-6.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.60%	+0.30%

Volatility

IBE.MC vs. ^GSPC - Volatility Comparison

Iberdrola S.A. (IBE.MC) has a higher volatility of 6.02% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that IBE.MC'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.

Volatility by Period

	IBE.MC	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	4.42%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	10.95%	9.93%	+1.02%
Volatility (1Y) Calculated over the trailing 1-year period	17.10%	20.69%	-3.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.73%	16.81%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.00%	18.63%	+1.37%