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 -32.06%/yr vs 12.30%/yr for ^GSPC. At a 0.45 correlation, their price movements are largely independent.
Performance
PLTK vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, PLTK achieves a -18.73% return, which is significantly lower than ^GSPC's 10.35% return.
PLTK
- 1D
- -5.03%
- 1M
- -12.05%
- YTD
- -18.73%
- 6M
- -21.65%
- 1Y
- -28.27%
- 3Y*
- -28.30%
- 5Y*
- -32.06%
- 10Y*
- —
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PLTK vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PLTK Playtika Holding Corp. | -18.73% | -37.16% | -16.05% | 2.47% | -50.78% | -45.32% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.48% |
Correlation
The correlation between PLTK and ^GSPC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2021 | 0.45 |
The correlation between PLTK and ^GSPC shifts across timeframes, from 0.34 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
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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.
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.41 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.93 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.17 | 13.52 | -14.69 |
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
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 2.24 | -2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.63 | 0.73 | -1.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.66 | 0.47 | -1.13 |
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.
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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 | -89.10% | -0.74% | -88.36% |
Average DrawdownAverage peak-to-trough decline | -65.88% | -10.72% | -55.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.30% | 1.97% | +22.33% |
Volatility
PLTK vs. ^GSPC - Volatility Comparison
Playtika Holding Corp. (PLTK) has a higher volatility of 15.68% compared to S&P 500 Index (^GSPC) at 2.93%. 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.
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Volatility by Period
| PLTK | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.68% | 2.93% | +12.75% |
Volatility (6M)Calculated over the trailing 6-month period | 38.92% | 8.99% | +29.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.64% | 11.89% | +38.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.76% | 16.90% | +33.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.12% | 18.06% | +32.06% |
Frequently Asked Questions
PLTK and ^GSPC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTK has higher volatility (15.68%) compared to ^GSPC (2.93%). In terms of maximum drawdown, PLTK dropped -90.76% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs -0.56), 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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