PTC vs. ^GSPC
PTC (PTC Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, PTC returned 13.10%/yr vs 13.29%/yr for ^GSPC. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
PTC vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, PTC achieves a -19.72% return, which is significantly lower than ^GSPC's 11.03% return. Both investments have delivered pretty close results over the past 10 years, with PTC having a 13.10% annualized return and ^GSPC not far ahead at 13.29%.
PTC
- 1D
- 1.94%
- 1M
- 12.29%
- 6M
- -10.87%
- YTD
- -19.72%
- 1Y
- -34.06%
- 3Y*
- -0.32%
- 5Y*
- 0.66%
- 10Y*
- 13.10%
- ALL TIME*
- 11.67%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
PTC PTC Inc. | $245.81M | $203.48M | $241.88M |
PTC vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTC PTC Inc. | -19.72% | -5.25% | 5.09% | 45.75% | -0.92% | 1.29% | 59.71% | -9.66% | 36.42% | 31.34% |
^GSPC S&P 500 Index | 11.03% | 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 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
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 0.26 - 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
PTC
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.76 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.31 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.41 | -3.12 |
| Martin ratioReturn relative to average drawdown | -1.24 | 10.22 | -11.46 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -35.41% | -0.12% | -35.29% |
Average DrawdownAverage peak-to-trough decline | -45.13% | -10.70% | -34.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.61% | 2.14% | +25.47% |
Volatility
PTC vs. ^GSPC - Volatility Comparison
PTC Inc. (PTC) has a higher volatility of 12.83% compared to S&P 500 Index (^GSPC) at 3.80%. 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 | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.83% | 3.80% | +9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 28.32% | 10.20% | +18.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.85% | 12.86% | +19.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.97% | 17.02% | +13.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.28% | 18.08% | +15.20% |
Frequently Asked Questions
PTC and ^GSPC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTC has higher volatility (12.83%) compared to ^GSPC (3.80%). In terms of maximum drawdown, PTC dropped -95.28% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -1.04), 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.
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