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

Correlation

The correlation between PNW and ^GSPC is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PNW vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle West Capital Corporation (PNW) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PNW:

15.09%

^GSPC:

19.37%

Max Drawdown

PNW:

-2.45%

^GSPC:

-56.78%

Current Drawdown

PNW:

-2.45%

^GSPC:

-7.88%

Returns By Period


PNW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

PNW vs. ^GSPC — Risk-Adjusted Performance Rank

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

PNW
The Risk-Adjusted Performance Rank of PNW is 8787
Overall Rank
The Sharpe Ratio Rank of PNW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of PNW is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PNW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of PNW is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PNW is 8888
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.

PNW vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle West Capital Corporation (PNW) 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.



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Drawdowns

PNW vs. ^GSPC - Drawdown Comparison

The maximum PNW drawdown since its inception was -2.45%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PNW and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

PNW vs. ^GSPC - Volatility Comparison


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