LINK vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Interlink Electronics, Inc. (LINK) and S&P 500 Index (^GSPC).

Performance

LINK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Interlink Electronics, Inc. (LINK) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

LINK vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LINK Interlink Electronics, Inc.	-24.23%	-6.66%	-26.76%	56.50%	-15.75%	7.61%	89.47%	126.19%	-59.77%	-25.61%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, LINK achieves a -24.23% return, which is significantly lower than ^GSPC's -4.63% return. Over the past 10 years, LINK has underperformed ^GSPC with an annualized return of -0.73%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

LINK

• 1D: 6.91%
• 1M: -7.26%
• YTD: -24.23%
• 6M: -65.33%
• 1Y: -30.88%
• 3Y*: -10.08%
• 5Y*: -14.82%
• 10Y*: -0.73%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

LINK vs. ^GSPC — Risk / Return Rank

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

LINK

LINK Risk / Return Rank: 30
LINK Sharpe Ratio Rank: 28
LINK Sortino Ratio Rank: 35
LINK Omega Ratio Rank: 34
LINK Calmar Ratio Rank: 26
LINK Martin Ratio Rank: 28

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

LINK vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Interlink Electronics, Inc. (LINK) 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.

	LINK	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.31	0.90	-1.20
Sortino ratio Return per unit of downside risk	0.20	1.39	-1.19
Omega ratio Gain probability vs. loss probability	1.02	1.21	-0.19
Calmar ratio Return relative to maximum drawdown	-0.47	1.40	-1.87
Martin ratio Return relative to average drawdown	-0.81	6.61	-7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LINK vs. ^GSPC - Sharpe Ratio Comparison

The current LINK Sharpe Ratio is -0.31, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LINK and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LINK	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	0.90	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.61	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	0.68	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.46	-0.38

Correlation

The correlation between LINK and ^GSPC is 0.06, 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.

Drawdowns

LINK vs. ^GSPC - Drawdown Comparison

The maximum LINK drawdown since its inception was -87.37%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LINK and ^GSPC.

Drawdown Indicators

	LINK	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-87.37%	-56.78%	-30.59%
Max Drawdown (1Y) Largest decline over 1 year	-71.27%	-12.14%	-59.13%
Max Drawdown (5Y) Largest decline over 5 years	-71.27%	-25.43%	-45.84%
Max Drawdown (10Y) Largest decline over 10 years	-87.37%	-33.92%	-53.45%
Current Drawdown Current decline from peak	-69.29%	-6.45%	-62.84%
Average Drawdown Average peak-to-trough decline	-43.11%	-10.75%	-32.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.21%	2.57%	+38.64%

Volatility

LINK vs. ^GSPC - Volatility Comparison

Interlink Electronics, Inc. (LINK) has a higher volatility of 17.76% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that LINK'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

	LINK	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.76%	5.34%	+12.42%
Volatility (6M) Calculated over the trailing 6-month period	63.10%	9.54%	+53.56%
Volatility (1Y) Calculated over the trailing 1-year period	100.76%	18.33%	+82.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.98%	16.91%	+61.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.80%	18.05%	+76.75%