KER.PA vs. ^GSPC

Last updated Apr 4, 2026

Compare and contrast key facts about Kering SA (KER.PA) and S&P 500 Index (^GSPC).

Performance

KER.PA vs. ^GSPC - Performance Comparison

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

Different Trading Currencies

KER.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, KER.PA achieves a -11.53% return, which is significantly lower than ^GSPC's -2.14% return. Over the past 10 years, KER.PA has underperformed ^GSPC with an annualized return of 8.61%, while ^GSPC has yielded a comparatively higher 12.14% annualized return.

KER.PA

• 1D: 0.78%
• 1M: 2.83%
• YTD: -11.53%
• 6M: -10.59%
• 1Y: 59.31%
• 3Y*: -21.15%
• 5Y*: -12.79%
• 10Y*: 8.61%

^GSPC

• 1D: 0.52%
• 1M: -3.08%
• YTD: -2.14%
• 6M: -0.28%
• 1Y: 23.19%
• 3Y*: 14.66%
• 5Y*: 10.81%
• 10Y*: 12.14%

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

KER.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KER.PA Kering SA	-11.53%	30.28%	-37.75%	-14.00%	-31.24%	20.44%	3.11%	45.37%	14.15%	87.50%
^GSPC S&P 500 Index	-2.14%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Correlation

The correlation between KER.PA and ^GSPC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

Return for Risk

KER.PA vs. ^GSPC — Risk / Return Rank

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

KER.PA

KER.PA Risk / Return Rank: 72
KER.PA Sharpe Ratio Rank: 73
KER.PA Sortino Ratio Rank: 70
KER.PA Omega Ratio Rank: 65
KER.PA Calmar Ratio Rank: 75
KER.PA Martin Ratio Rank: 76

^GSPC

^GSPC Risk / Return Rank: 62
^GSPC Sharpe Ratio Rank: 59
^GSPC Sortino Ratio Rank: 61
^GSPC Omega Ratio Rank: 64
^GSPC Calmar Ratio Rank: 54
^GSPC Martin Ratio Rank: 71

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.

KER.PA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (KER.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.

	KER.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.43	+0.57
Sortino ratio Return per unit of downside risk	1.66	0.73	+0.93
Omega ratio Gain probability vs. loss probability	1.19	1.12	+0.08
Calmar ratio Return relative to maximum drawdown	2.04	0.64	+1.40
Martin ratio Return relative to average drawdown	5.20	2.67	+2.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KER.PA vs. ^GSPC - Sharpe Ratio Comparison

The current KER.PA Sharpe Ratio is 1.00, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of KER.PA and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KER.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.43	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	0.65	-1.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.65	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.45	-0.14

Drawdowns

KER.PA vs. ^GSPC - Drawdown Comparison

The maximum KER.PA drawdown since its inception was -85.03%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for KER.PA and ^GSPC.

Drawdown Indicators

	KER.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-85.03%	-56.78%	-28.25%
Max Drawdown (1Y) Largest decline over 1 year	-32.30%	-9.10%	-23.20%
Max Drawdown (5Y) Largest decline over 5 years	-78.17%	-25.43%	-52.74%
Max Drawdown (10Y) Largest decline over 10 years	-78.17%	-33.92%	-44.25%
Current Drawdown Current decline from peak	-62.14%	-5.67%	-56.47%
Average Drawdown Average peak-to-trough decline	-30.14%	-10.75%	-19.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.67%	2.62%	+10.05%

Volatility

KER.PA vs. ^GSPC - Volatility Comparison

Kering SA (KER.PA) has a higher volatility of 9.85% compared to S&P 500 Index (^GSPC) at 4.38%. This indicates that KER.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.

Volatility by Period

	KER.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.85%	4.38%	+5.47%
Volatility (6M) Calculated over the trailing 6-month period	27.83%	9.93%	+17.90%
Volatility (1Y) Calculated over the trailing 1-year period	41.26%	20.68%	+20.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.49%	16.80%	+17.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.48%	18.63%	+13.85%