JDW.L vs. ^GSPC
JDW.L (J D Wetherspoon plc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, JDW.L returned 0.14%/yr vs 12.82%/yr for ^GSPC. At a 0.16 correlation, their price movements are largely independent.
Performance
JDW.L vs. ^GSPC - Performance Comparison
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Different Trading Currencies
JDW.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, JDW.L achieves a 2.94% return, which is significantly lower than ^GSPC's 9.05% return. Over the past 10 years, JDW.L has underperformed ^GSPC with an annualized return of 0.14%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.
JDW.L
- 1D
- -0.72%
- 1M
- 14.94%
- 6M
- 2.87%
- YTD
- 2.94%
- 1Y
- -1.98%
- 3Y*
- 3.45%
- 5Y*
- -6.72%
- 10Y*
- 0.14%
- ALL TIME*
- 3.43%
^GSPC
- 1D
- 0.00%
- 1M
- -2.42%
- 6M
- 9.57%
- YTD
- 9.05%
- 1Y
- 18.55%
- 3Y*
- 16.23%
- 5Y*
- 11.79%
- 10Y*
- 12.82%
- ALL TIME*
- 11.35%
JDW.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDW.L J D Wetherspoon plc | 2.94% | 25.19% | -24.69% | 82.46% | -53.78% | -13.89% | -32.89% | 50.66% | -10.56% | 43.06% |
^GSPC S&P 500 Index | 10.42% | 8.10% | 25.46% | 18.02% | -9.86% | 28.09% | 12.84% | 23.98% | -0.68% | 9.09% |
Correlation
The correlation between JDW.L and ^GSPC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.16 |
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Return for Risk
JDW.L vs. ^GSPC — Risk / Return Rank
JDW.L
^GSPC
JDW.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J D Wetherspoon plc (JDW.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.
| JDW.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.29 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.32 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.12 | 8.39 | -8.51 |
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Drawdowns
JDW.L vs. ^GSPC - Drawdown Comparison
The maximum JDW.L drawdown since its inception was -77.52%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for JDW.L and ^GSPC.
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Drawdown Indicators
| JDW.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.52% | -37.07% | -40.45% |
Max Drawdown (1Y)Largest decline over 1 year | -30.06% | -8.03% | -22.03% |
Max Drawdown (3Y)Largest decline over 3 years | -35.06% | -22.15% | -12.91% |
Max Drawdown (5Y)Largest decline over 5 years | -66.60% | -22.15% | -44.45% |
Max Drawdown (10Y)Largest decline over 10 years | -77.52% | -26.01% | -51.51% |
Current DrawdownCurrent decline from peak | -54.64% | -2.42% | -52.22% |
Average DrawdownAverage peak-to-trough decline | -32.39% | -5.29% | -27.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.46% | 2.22% | +14.24% |
Volatility
JDW.L vs. ^GSPC - Volatility Comparison
J D Wetherspoon plc (JDW.L) has a higher volatility of 7.80% compared to S&P 500 Index (^GSPC) at 2.41%. This indicates that JDW.L'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
| JDW.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 2.41% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 26.46% | 8.99% | +17.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.65% | 12.06% | +19.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.44% | 15.94% | +17.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.42% | 18.05% | +19.37% |
Frequently Asked Questions
JDW.L and ^GSPC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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