ITRK.L vs. ^GSPC
ITRK.L (Intertek Group plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ITRK.L returned 7.22%/yr vs 12.82%/yr for ^GSPC. At a 0.29 correlation, their price movements are largely independent.
Performance
ITRK.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
ITRK.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITRK.L achieves a 28.32% return, which is significantly higher than ^GSPC's 9.05% return. Over the past 10 years, ITRK.L has underperformed ^GSPC with an annualized return of 7.22%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.
ITRK.L
- 1D
- 0.00%
- 1M
- 0.26%
- 6M
- 30.35%
- YTD
- 28.32%
- 1Y
- 22.95%
- 3Y*
- 14.97%
- 5Y*
- 4.20%
- 10Y*
- 7.22%
- ALL TIME*
- 12.94%
^GSPC
- 1D
- -0.04%
- 1M
- -2.42%
- 6M
- 6.80%
- YTD
- 9.05%
- 1Y
- 18.10%
- 3Y*
- 16.23%
- 5Y*
- 11.76%
- 10Y*
- 12.82%
- ALL TIME*
- 11.35%
ITRK.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRK.L Intertek Group plc | 28.32% | 1.22% | 14.32% | 8.00% | -26.60% | 1.61% | -1.53% | 24.32% | -6.05% | 51.37% |
^GSPC S&P 500 Index | 9.05% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between ITRK.L and ^GSPC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.29 |
The correlation between ITRK.L and ^GSPC shifts across timeframes, from 0.20 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ITRK.L vs. ^GSPC — Risk / Return Rank
ITRK.L
^GSPC
ITRK.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intertek Group plc (ITRK.L) 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.
| ITRK.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.26 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.05 | 8.20 | -6.15 |
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Drawdowns
ITRK.L vs. ^GSPC - Drawdown Comparison
The maximum ITRK.L drawdown since its inception was -41.32%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for ITRK.L and ^GSPC.
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Drawdown Indicators
| ITRK.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -37.07% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -30.18% | -8.03% | -22.15% |
Max Drawdown (3Y)Largest decline over 3 years | -31.19% | -22.15% | -9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -35.88% | -22.15% | -13.73% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -26.01% | -15.31% |
Current DrawdownCurrent decline from peak | -0.17% | -2.42% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -5.29% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.16% | 2.21% | +8.95% |
Volatility
ITRK.L vs. ^GSPC - Volatility Comparison
The current volatility for Intertek Group plc (ITRK.L) is 0.66%, while S&P 500 Index (^GSPC) has a volatility of 3.01%. This indicates that ITRK.L 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.
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Volatility by Period
| ITRK.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 3.01% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 31.04% | 8.99% | +22.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.96% | 12.08% | +20.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.78% | 15.94% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 18.05% | +6.86% |
Frequently Asked Questions
ITRK.L and ^GSPC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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