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 11.82%/yr vs 13.71%/yr for ^GSPC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
PTC vs. ^GSPC - Performance Comparison
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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%
PTC vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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 | -2.69 | ||
| 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 |
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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 | -48.12% | -3.21% | -44.91% |
Average DrawdownAverage peak-to-trough decline | -45.13% | -10.71% | -34.42% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
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