PHIN vs. ^GSPC
PHIN (PHINIA Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past year, PHIN returned 100.78% vs 27.02% for ^GSPC. At a 0.40 correlation, their price movements are largely independent.
Performance
PHIN vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, PHIN achieves a 31.77% return, which is significantly higher than ^GSPC's 10.79% return.
PHIN
- 1D
- 2.77%
- 1M
- 8.15%
- YTD
- 31.77%
- 6M
- 52.19%
- 1Y
- 100.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
PHIN vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PHIN PHINIA Inc. | 31.77% | 32.99% | 62.69% | -16.59% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 8.98% |
Correlation
The correlation between PHIN and ^GSPC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.40 |
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Return for Risk
PHIN vs. ^GSPC — Risk / Return Rank
PHIN
^GSPC
PHIN vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PHINIA Inc. (PHIN) 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.
| PHIN | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.41 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.97 | 2.98 | +1.99 |
| Martin ratioReturn relative to average drawdown | 13.93 | 13.78 | +0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHIN | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.44 | 2.28 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.47 | +0.38 |
Drawdowns
PHIN vs. ^GSPC - Drawdown Comparison
The maximum PHIN drawdown since its inception was -34.71%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PHIN and ^GSPC.
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Drawdown Indicators
| PHIN | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -56.78% | +22.07% |
Max Drawdown (1Y)Largest decline over 1 year | -20.37% | -9.10% | -11.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -12.21% | -10.72% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 1.97% | +5.29% |
Volatility
PHIN vs. ^GSPC - Volatility Comparison
PHINIA Inc. (PHIN) has a higher volatility of 10.94% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that PHIN'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
| PHIN | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.94% | 2.88% | +8.06% |
Volatility (6M)Calculated over the trailing 6-month period | 22.82% | 9.00% | +13.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 11.89% | +17.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.46% | 16.90% | +23.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.46% | 18.06% | +22.40% |
Frequently Asked Questions
PHIN and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHIN has higher volatility (10.94%) compared to ^GSPC (2.88%). In terms of maximum drawdown, PHIN dropped -34.71% vs ^GSPC's -56.78%.
PHIN currently has the higher Sharpe Ratio (3.44 vs 2.28), 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.
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