PLTK vs. ^GSPC
PLTK (Playtika Holding Corp.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, PLTK returned -27.88%/yr vs 11.54%/yr for ^GSPC. At a 0.44 correlation, their price movements are largely independent.
Performance
PLTK vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
PLTK
- 1D
- 10.96%
- 1M
- 15.50%
- YTD
- -0.00%
- 6M
- 0.98%
- 1Y
- -8.37%
- 3Y*
- -26.72%
- 5Y*
- -27.88%
- 10Y*
- —
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
PLTK vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PLTK Playtika Holding Corp. | -0.00% | -37.16% | -16.05% | 2.47% | -50.78% | -48.23% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 25.57% |
Correlation
The correlation between PLTK and ^GSPC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2021 | 0.44 |
The correlation between PLTK and ^GSPC shifts across timeframes, from 0.29 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PLTK vs. ^GSPC — Risk / Return Rank
PLTK
^GSPC
PLTK vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Playtika Holding Corp. (PLTK) 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.
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 2.46 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.33 | 10.92 | -11.25 |
Loading charts...
Drawdowns
PLTK vs. ^GSPC - Drawdown Comparison
The maximum PLTK drawdown since its inception was -90.76%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PLTK and ^GSPC.
Loading charts...
Drawdown Indicators
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.76% | -56.78% | -33.98% |
Max Drawdown (1Y)Largest decline over 1 year | -42.58% | -9.10% | -33.48% |
Max Drawdown (3Y)Largest decline over 3 years | -75.12% | -18.90% | -56.22% |
Max Drawdown (5Y)Largest decline over 5 years | -89.33% | -25.43% | -63.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -86.58% | -3.21% | -83.37% |
Average DrawdownAverage peak-to-trough decline | -66.08% | -10.71% | -55.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.26% | 2.04% | +23.22% |
Volatility
PLTK vs. ^GSPC - Volatility Comparison
Playtika Holding Corp. (PLTK) has a higher volatility of 18.42% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that PLTK'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.
Loading charts...
Volatility by Period
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.42% | 4.89% | +13.53% |
Volatility (6M)Calculated over the trailing 6-month period | 40.98% | 9.93% | +31.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.36% | 12.57% | +39.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.10% | 17.00% | +34.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.30% | 18.08% | +32.22% |
Frequently Asked Questions
PLTK and ^GSPC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTK has higher volatility (18.42%) compared to ^GSPC (4.89%). In terms of maximum drawdown, PLTK dropped -90.76% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.16), 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.
Find the right allocation for PLTK and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer