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PTC vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

PTC vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, PTC achieves a -35.52% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, PTC has underperformed ^GSPC with an annualized return of 11.82%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.


PTC

1D
-2.32%
1M
-24.22%
YTD
-35.52%
6M
-36.18%
1Y
-32.52%
3Y*
-7.27%
5Y*
-4.00%
10Y*
11.82%

^GSPC

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PTC vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTC
PTC Inc.
-35.52%-5.25%5.09%45.75%-0.92%1.29%59.71%-9.66%36.42%31.34%
^GSPC
S&P 500 Index
7.60%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between PTC and ^GSPC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.53

Over the past year, the correlation between PTC and ^GSPC has dropped to 0.30 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

PTC vs. ^GSPC — Risk / Return Rank

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

PTC
PTC Risk / Return Rank: 1010
Overall Rank
PTC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PTC Sortino Ratio Rank: 99
Sortino Ratio Rank
PTC Omega Ratio Rank: 88
Omega Ratio Rank
PTC Calmar Ratio Rank: 1717
Calmar Ratio Rank
PTC Martin Ratio Rank: 99
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
Martin Ratio Rank
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.

PTC vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PTC Inc. (PTC) 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.

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.


PTC^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.71

Omega ratioGain probability vs. loss probability

0.83

1.32

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.68

2.46

-3.13

Martin ratioReturn relative to average drawdown

-1.38

10.92

-12.30

PTC vs. ^GSPC - Sharpe Ratio Comparison

The current PTC Sharpe Ratio is -0.91, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PTC and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTC vs. ^GSPC - Drawdown Comparison

The maximum PTC drawdown since its inception was -95.28%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PTC and ^GSPC.


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Drawdown Indicators


PTC^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-95.28%

-56.78%

-38.50%

Max Drawdown (1Y)

Largest decline over 1 year

-48.12%

-9.10%

-39.02%

Max Drawdown (3Y)

Largest decline over 3 years

-48.12%

-18.90%

-29.22%

Max Drawdown (5Y)

Largest decline over 5 years

-48.12%

-25.43%

-22.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.37%

-33.92%

-20.45%

Current Drawdown

Current decline from peak

-48.12%

-3.21%

-44.91%

Average Drawdown

Average peak-to-trough decline

-45.13%

-10.71%

-34.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.58%

2.04%

+21.54%

Volatility

PTC vs. ^GSPC - Volatility Comparison

PTC Inc. (PTC) has a higher volatility of 15.43% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that PTC'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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Volatility by Period


PTC^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.43%

4.89%

+10.54%

Volatility (6M)

Calculated over the trailing 6-month period

25.47%

9.93%

+15.54%

Volatility (1Y)

Calculated over the trailing 1-year period

35.98%

12.57%

+23.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.82%

17.00%

+13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.07%

18.08%

+14.99%

Frequently Asked Questions


PTC and ^GSPC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTC has higher volatility (15.43%) compared to ^GSPC (4.89%). In terms of maximum drawdown, PTC dropped -95.28% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.91), 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.

Portfolio Optimizer

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