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PEBO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


Performance

PEBO vs. ^GSPC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PEBO:

0.22

^GSPC:

0.66

Sortino Ratio

PEBO:

0.54

^GSPC:

0.94

Omega Ratio

PEBO:

1.07

^GSPC:

1.14

Calmar Ratio

PEBO:

0.26

^GSPC:

0.60

Martin Ratio

PEBO:

0.56

^GSPC:

2.28

Ulcer Index

PEBO:

11.31%

^GSPC:

5.01%

Daily Std Dev

PEBO:

30.49%

^GSPC:

19.77%

Max Drawdown

PEBO:

-74.33%

^GSPC:

-56.78%

Current Drawdown

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

YTD

-5.03%

1M

1.84%

6M

-14.20%

1Y

5.98%

3Y*

6.43%

5Y*

11.16%

10Y*

6.75%

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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Peoples Bancorp Inc.

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PEBO vs. ^GSPC — Risk-Adjusted Performance Rank

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

PEBO
The Risk-Adjusted Performance Rank of PEBO is 5757
Overall Rank
The Sharpe Ratio Rank of PEBO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PEBO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PEBO is 5151
Omega Ratio Rank
The Calmar Ratio Rank of PEBO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PEBO is 5959
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PEBO Sharpe Ratio is 0.22, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PEBO 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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