MONC.MI vs. ^GSPC
Compare and contrast key facts about Moncler SpA (MONC.MI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MONC.MI or ^GSPC.
Key characteristics
MONC.MI | ^GSPC | |
---|---|---|
YTD Return | 14.61% | 11.29% |
1Y Return | -0.32% | 29.16% |
3Y Return (Ann) | 8.67% | 8.35% |
5Y Return (Ann) | 13.76% | 13.20% |
10Y Return (Ann) | 18.61% | 10.97% |
Sharpe Ratio | 0.03 | 2.44 |
Daily Std Dev | 27.39% | 11.61% |
Max Drawdown | -45.80% | -56.78% |
Current Drawdown | -9.24% | 0.00% |
Correlation
The correlation between MONC.MI and ^GSPC is 0.34, 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
MONC.MI vs. ^GSPC - Performance Comparison
In the year-to-date period, MONC.MI achieves a 14.61% return, which is significantly higher than ^GSPC's 11.29% return. Over the past 10 years, MONC.MI has outperformed ^GSPC with an annualized return of 18.61%, while ^GSPC has yielded a comparatively lower 10.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MONC.MI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Moncler SpA (MONC.MI) 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
MONC.MI vs. ^GSPC - Drawdown Comparison
The maximum MONC.MI drawdown since its inception was -45.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MONC.MI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
MONC.MI vs. ^GSPC - Volatility Comparison
Moncler SpA (MONC.MI) has a higher volatility of 5.98% compared to S&P 500 (^GSPC) at 3.47%. This indicates that MONC.MI'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.