PLYM vs. ^GSPC

Last updated Jun 4, 2026

PLYM (Plymouth Industrial REIT, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.35 correlation, their price movements are largely independent.

Performance

PLYM vs. ^GSPC - Performance Comparison

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

Returns By Period

PLYM

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

PLYM vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PLYM Plymouth Industrial REIT, Inc.	0.46%	27.97%	-22.52%	30.76%	-37.29%	121.67%	-11.82%	58.65%	-24.78%	5.09%
^GSPC S&P 500 Index	10.35%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	9.95%

Correlation

The correlation between PLYM and ^GSPC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017	0.35

Over the past year, the correlation between PLYM and ^GSPC has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Return for Risk

PLYM vs. ^GSPC — Risk / Return Rank

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

^GSPC

^GSPC Risk / Return Rank: 73
^GSPC Sharpe Ratio Rank: 71
^GSPC Sortino Ratio Rank: 71
^GSPC Omega Ratio Rank: 72
^GSPC Calmar Ratio Rank: 67
^GSPC Martin Ratio Rank: 81

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.

PLYM vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plymouth Industrial REIT, Inc. (PLYM) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PLYM	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.47	—

Drawdowns

Drawdown Indicators

	PLYM	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	—	-56.78%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.10%	—
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 Drawdown Current decline from peak	—	-0.74%	—
Average Drawdown Average peak-to-trough decline	—	-10.72%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.97%	—

Volatility

Volatility by Period

	PLYM	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.90%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.06%	—

Frequently Asked Questions

Can I hold both PLYM and ^GSPC in my portfolio?

PLYM and ^GSPC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.