PRNDY vs. SPY
PRNDY (Pernod Ricard SA.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, PRNDY returned -28.78%/yr vs 20.07%/yr for SPY. At a 0.32 correlation, their price movements are largely independent.
Performance
PRNDY vs. SPY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRNDY achieves a -14.59% return, which is significantly lower than SPY's 10.45% return.
PRNDY
- 1D
- -0.09%
- 1M
- -0.46%
- 6M
- -16.40%
- YTD
- -14.59%
- 1Y
- -30.37%
- 3Y*
- -28.78%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- -0.77%
- 1M
- 1.26%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.46%
- 3Y*
- 20.07%
- 5Y*
- 12.94%
- 10Y*
- 15.08%
PRNDY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRNDY Pernod Ricard SA. | -14.59% | -19.27% | -33.61% | -7.89% | -17.06% | 3.67% |
SPY State Street SPDR S&P 500 ETF | 10.45% | 17.72% | 24.89% | 26.18% | -18.18% | 2.08% |
Correlation
The correlation between PRNDY and SPY 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 | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.32 |
Over the past year, the correlation between PRNDY and SPY has dropped to 0.12 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRNDY vs. SPY — Risk / Return Rank
PRNDY
SPY
PRNDY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) and State Street SPDR S&P 500 ETF (SPY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRNDY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.31 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.43 | -3.16 |
| Martin ratioReturn relative to average drawdown | -1.18 | 10.57 | -11.75 |
Loading charts...
Drawdowns
PRNDY vs. SPY - Drawdown Comparison
The maximum PRNDY drawdown since its inception was -67.59%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRNDY and SPY.
Loading charts...
Drawdown Indicators
| PRNDY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -55.19% | -12.40% |
Max Drawdown (1Y)Largest decline over 1 year | -41.41% | -8.88% | -32.53% |
Max Drawdown (3Y)Largest decline over 3 years | -66.31% | -18.76% | -47.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -65.25% | -1.12% | -64.13% |
Average DrawdownAverage peak-to-trough decline | -33.11% | -9.02% | -24.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.81% | 2.03% | +23.78% |
Volatility
PRNDY vs. SPY - Volatility Comparison
Pernod Ricard SA. (PRNDY) has a higher volatility of 9.33% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that PRNDY's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRNDY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.33% | 4.26% | +5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 10.01% | +15.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.82% | 12.60% | +19.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.40% | 17.17% | +10.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 17.93% | +9.47% |
Dividends
PRNDY vs. SPY - Dividend Comparison
PRNDY's dividend yield for the trailing twelve months is around 7.54%, more than SPY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRNDY Pernod Ricard SA. | 7.54% | 6.44% | 4.53% | 2.86% | 2.10% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
PRNDY and SPY 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.
PRNDY has higher volatility (9.33%) compared to SPY (4.26%). In terms of maximum drawdown, PRNDY dropped -67.59% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.71 vs -0.96), 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.
Find the right allocation for PRNDY and SPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer