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

Correlation

The correlation between PLTK and ^GSPC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

PLTK vs. ^GSPC

Last updated Jun 1, 2025

Compare and contrast key facts about Playtika Holding Corp. (PLTK) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PLTK or ^GSPC.

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PLTK:

-0.93

^GSPC:

0.66

Sortino Ratio

PLTK:

-1.31

^GSPC:

0.94

Omega Ratio

PLTK:

0.83

^GSPC:

1.14

Calmar Ratio

PLTK:

-0.47

^GSPC:

0.60

Martin Ratio

PLTK:

-1.69

^GSPC:

2.28

Ulcer Index

PLTK:

24.51%

^GSPC:

5.01%

Daily Std Dev

PLTK:

45.97%

^GSPC:

19.77%

Max Drawdown

PLTK:

-87.38%

^GSPC:

-56.78%

Current Drawdown

PLTK:

-85.08%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, PLTK achieves a -30.14% return, which is significantly lower than ^GSPC's 0.51% return.

PLTK

YTD

-30.14%

1M

-10.23%

6M

-41.58%

1Y

-42.31%

3Y*

-29.84%

5Y*

N/A

10Y*

N/A

^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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Playtika Holding Corp.

S&P 500

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

Risk-Adjusted Performance

PLTK vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PLTK
The Risk-Adjusted Performance Rank of PLTK is 99
Overall Rank
The Sharpe Ratio Rank of PLTK is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PLTK is 77
Sortino Ratio Rank
The Omega Ratio Rank of PLTK is 88
Omega Ratio Rank
The Calmar Ratio Rank of PLTK is 2020
Calmar Ratio Rank
The Martin Ratio Rank of PLTK is 33
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.

PLTK vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Playtika Holding Corp. (PLTK) 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 PLTK Sharpe Ratio is -0.93, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PLTK 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

PLTK vs. ^GSPC - Drawdown Comparison

The maximum PLTK drawdown since its inception was -87.38%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PLTK vs. ^GSPC - Volatility Comparison

Playtika Holding Corp. (PLTK) has a higher volatility of 15.45% compared to S&P 500 (^GSPC) at 4.77%. 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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