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

Correlation

The correlation between PNW and ^GSPC is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.83%
8.88%
PNW
^GSPC

Key characteristics

Sharpe Ratio

PNW:

1.80

^GSPC:

2.06

Sortino Ratio

PNW:

2.55

^GSPC:

2.74

Omega Ratio

PNW:

1.31

^GSPC:

1.38

Calmar Ratio

PNW:

1.41

^GSPC:

3.13

Martin Ratio

PNW:

8.10

^GSPC:

12.83

Ulcer Index

PNW:

4.06%

^GSPC:

2.07%

Daily Std Dev

PNW:

18.28%

^GSPC:

12.85%

Max Drawdown

PNW:

-79.18%

^GSPC:

-56.78%

Current Drawdown

PNW:

-6.90%

^GSPC:

-0.67%

Returns By Period

In the year-to-date period, PNW achieves a 3.81% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, PNW has underperformed ^GSPC with an annualized return of 6.08%, while ^GSPC has yielded a comparatively higher 11.45% annualized return.


PNW

YTD

3.81%

1M

3.58%

6M

8.83%

1Y

32.67%

5Y*

2.73%

10Y*

6.08%

^GSPC

YTD

2.85%

1M

2.00%

6M

8.88%

1Y

24.72%

5Y*

12.77%

10Y*

11.45%

*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 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PNW is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PNW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PNW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of PNW is 8888
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9191
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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.


Sharpe ratio
The chart of Sharpe ratio for PNW, currently valued at 1.80, compared to the broader market-2.000.002.004.001.802.06
The chart of Sortino ratio for PNW, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.552.74
The chart of Omega ratio for PNW, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.38
The chart of Calmar ratio for PNW, currently valued at 1.41, compared to the broader market0.002.004.006.001.413.13
The chart of Martin ratio for PNW, currently valued at 8.10, compared to the broader market0.0010.0020.0030.008.1012.83
PNW
^GSPC

The current PNW Sharpe Ratio is 1.80, which is comparable to the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PNW 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.80
2.06
PNW
^GSPC

Drawdowns

PNW vs. ^GSPC - Drawdown Comparison

The maximum PNW drawdown since its inception was -79.18%, which is greater than ^GSPC's maximum 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.90%
-0.67%
PNW
^GSPC

Volatility

PNW vs. ^GSPC - Volatility Comparison

Pinnacle West Capital Corporation (PNW) and S&P 500 (^GSPC) have volatilities of 5.27% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.27%
5.14%
PNW
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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