IDIP.PA vs. ^GSPC
IDIP.PA (IDI) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IDIP.PA returned 17.12%/yr vs 12.65%/yr for ^GSPC. At a 0.08 correlation, their price movements are largely independent.
Performance
IDIP.PA vs. ^GSPC - Performance Comparison
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Different Trading Currencies
IDIP.PA 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, IDIP.PA achieves a 5.93% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, IDIP.PA has outperformed ^GSPC with an annualized return of 17.12%, while ^GSPC has yielded a comparatively lower 12.65% annualized return.
IDIP.PA
- 1D
- -0.85%
- 1M
- 1.16%
- 6M
- 5.62%
- YTD
- 5.93%
- 1Y
- -7.75%
- 3Y*
- 8.77%
- 5Y*
- 17.92%
- 10Y*
- 17.12%
- ALL TIME*
- 6.95%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
IDIP.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDIP.PA IDI | 5.93% | 3.25% | 12.43% | 43.18% | -2.87% | 34.40% | -1.49% | 16.39% | -4.06% | 89.17% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between IDIP.PA and ^GSPC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.08 |
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Return for Risk
IDIP.PA vs. ^GSPC — Risk / Return Rank
IDIP.PA
^GSPC
IDIP.PA vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IDI (IDIP.PA) 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.
| IDIP.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.30 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.70 | -3.16 |
| Martin ratioReturn relative to average drawdown | -0.79 | 9.96 | -10.75 |
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Drawdowns
IDIP.PA vs. ^GSPC - Drawdown Comparison
The maximum IDIP.PA drawdown since its inception was -68.37%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for IDIP.PA and ^GSPC.
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Drawdown Indicators
| IDIP.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -50.14% | -18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -7.57% | -9.31% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -23.99% | +7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -23.99% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.29% | -33.42% | -0.87% |
Current DrawdownCurrent decline from peak | -8.21% | -1.73% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -22.74% | -8.49% | -14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.71% | 2.05% | +7.66% |
Volatility
IDIP.PA vs. ^GSPC - Volatility Comparison
IDI (IDIP.PA) has a higher volatility of 3.97% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that IDIP.PA'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
| IDIP.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.79% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 9.21% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.86% | 12.64% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.36% | 16.83% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 18.61% | +2.44% |
Frequently Asked Questions
IDIP.PA and ^GSPC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IDIP.PA and ^GSPC
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