Correlation
The correlation between PEBO and ^GSPC is 0.37, 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.
PEBO vs. ^GSPC
Compare and contrast key facts about Peoples Bancorp Inc. (PEBO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEBO or ^GSPC.
Performance
PEBO vs. ^GSPC - Performance Comparison
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Key characteristics
PEBO:
0.22
^GSPC:
0.66
PEBO:
0.54
^GSPC:
0.94
PEBO:
1.07
^GSPC:
1.14
PEBO:
0.26
^GSPC:
0.60
PEBO:
0.56
^GSPC:
2.28
PEBO:
11.31%
^GSPC:
5.01%
PEBO:
30.49%
^GSPC:
19.77%
PEBO:
-74.33%
^GSPC:
-56.78%
PEBO:
-16.44%
^GSPC:
-3.78%
Returns By Period
In the year-to-date period, PEBO achieves a -5.03% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, PEBO has underperformed ^GSPC with an annualized return of 6.75%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.
PEBO
-5.03%
1.84%
-14.20%
5.98%
6.43%
11.16%
6.75%
^GSPC
0.51%
5.49%
-2.00%
12.02%
12.68%
14.19%
10.85%
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Risk-Adjusted Performance
PEBO vs. ^GSPC — Risk-Adjusted Performance Rank
PEBO
^GSPC
PEBO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Peoples Bancorp Inc. (PEBO) 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.
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Drawdowns
PEBO vs. ^GSPC - Drawdown Comparison
The maximum PEBO drawdown since its inception was -74.33%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PEBO and ^GSPC.
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Volatility
PEBO vs. ^GSPC - Volatility Comparison
Peoples Bancorp Inc. (PEBO) has a higher volatility of 6.52% compared to S&P 500 (^GSPC) at 4.77%. This indicates that PEBO'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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