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PLTK vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

PLTK vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Playtika Holding Corp. (PLTK) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTK vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

PLTK
PLTK Risk / Return Rank: 1717
Overall Rank
PLTK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PLTK Sortino Ratio Rank: 1717
Sortino Ratio Rank
PLTK Omega Ratio Rank: 1919
Omega Ratio Rank
PLTK Calmar Ratio Rank: 1616
Calmar Ratio Rank
PLTK Martin Ratio Rank: 1515
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^GSPCDifference
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

PLTK vs. ^GSPC - Sharpe Ratio Comparison

The current PLTK Sharpe Ratio is -0.56, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of PLTK and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PLTK^GSPCDifference

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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-89.10%

-0.74%

-88.36%

Average Drawdown

Average peak-to-trough decline

-65.88%

-10.72%

-55.16%

Ulcer Index

Depth 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^GSPCDifference

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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