KER.PA vs. ^GSPC
Compare and contrast key facts about Kering SA (KER.PA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KER.PA or ^GSPC.
Key characteristics
| KER.PA | ^GSPC | |
|---|---|---|
| YTD Return | -11.98% | 11.29% |
| 1Y Return | -35.73% | 29.16% |
| 3Y Return (Ann) | -19.21% | 8.35% |
| 5Y Return (Ann) | -6.13% | 13.20% |
| 10Y Return (Ann) | 10.58% | 10.97% |
| Sharpe Ratio | -1.19 | 2.44 |
| Daily Std Dev | 28.81% | 11.61% |
| Max Drawdown | -85.03% | -56.78% |
| Current Drawdown | -53.53% | 0.00% |
Correlation
The correlation between KER.PA and ^GSPC is 0.30, 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.
Performance
KER.PA vs. ^GSPC - Performance Comparison
In the year-to-date period, KER.PA achieves a -11.98% return, which is significantly lower than ^GSPC's 11.29% return. Both investments have delivered pretty close results over the past 10 years, with KER.PA having a 10.58% annualized return and ^GSPC not far ahead at 10.97%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
KER.PA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Kering SA (KER.PA) and S&P 500 (^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.
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 -56.78%. Use the drawdown chart below to compare losses from any high point for KER.PA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
KER.PA vs. ^GSPC - Volatility Comparison
Kering SA (KER.PA) has a higher volatility of 9.38% compared to S&P 500 (^GSPC) at 3.47%. 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.