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MDT vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MDT vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, MDT achieves a -9.57% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, MDT has underperformed ^GSPC with an annualized return of 2.43%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.


MDT

1D
-0.37%
1M
2.64%
6M
-15.63%
YTD
-9.57%
1Y
-1.31%
3Y*
2.43%
5Y*
-5.33%
10Y*
2.43%
ALL TIME*
13.29%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$617.64M$644.39M$789.93M

MDT vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDT
Medtronic plc
-9.57%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%
^GSPC
S&P 500 Index
9.41%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between MDT and ^GSPC is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1981

0.46

Over the past year, the correlation between MDT and ^GSPC has dropped to 0.12 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

MDT vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MDT
MDT Risk / Return Rank: 3838
Overall Rank
MDT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 3434
Sortino Ratio Rank
MDT Omega Ratio Rank: 3434
Omega Ratio Rank
MDT Calmar Ratio Rank: 4242
Calmar Ratio Rank
MDT Martin Ratio Rank: 4141
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MDT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) 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.


MDT^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.08

2.00

-2.08

Martin ratioReturn relative to average drawdown

-0.17

8.49

-8.66

MDT vs. ^GSPC - Sharpe Ratio Comparison

The current MDT Sharpe Ratio is -0.10, which is lower than the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of MDT 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.


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Drawdowns

MDT vs. ^GSPC - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MDT and ^GSPC.


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Drawdown Indicators


MDT^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-56.78%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-9.10%

-19.80%

Max Drawdown (3Y)

Largest decline over 3 years

-28.90%

-18.90%

-10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-25.43%

-19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-45.10%

-33.92%

-11.18%

Current Drawdown

Current decline from peak

-26.11%

-1.58%

-24.53%

Average Drawdown

Average peak-to-trough decline

-16.58%

-10.70%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.67%

2.14%

+11.53%

Volatility

MDT vs. ^GSPC - Volatility Comparison

Medtronic plc (MDT) has a higher volatility of 9.97% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that MDT'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


MDT^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.97%

3.51%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

10.11%

+8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

12.87%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.40%

17.01%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.47%

18.07%

+5.40%

Frequently Asked Questions


MDT and ^GSPC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDT has higher volatility (9.97%) compared to ^GSPC (3.51%). In terms of maximum drawdown, MDT dropped -57.63% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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