RI.PA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Pernod Ricard SA (RI.PA) and S&P 500 Index (^GSPC).

Performance

RI.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Pernod Ricard SA (RI.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RI.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RI.PA Pernod Ricard SA	-13.02%	-29.20%	-28.90%	-10.77%	-11.15%	37.02%	0.14%	13.37%	10.45%	30.30%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

RI.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RI.PA achieves a -13.02% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, RI.PA has underperformed ^GSPC with an annualized return of -1.63%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

RI.PA

• 1D: -1.00%
• 1M: -17.83%
• YTD: -13.02%
• 6M: -20.94%
• 1Y: -27.15%
• 3Y*: -29.93%
• 5Y*: -14.31%
• 10Y*: -1.63%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RI.PA vs. ^GSPC — Risk / Return Rank

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

RI.PA

RI.PA Risk / Return Rank: 11
RI.PA Sharpe Ratio Rank: 6
RI.PA Sortino Ratio Rank: 8
RI.PA Omega Ratio Rank: 10
RI.PA Calmar Ratio Rank: 20
RI.PA Martin Ratio Rank: 13

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

RI.PA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA (RI.PA) 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.

	RI.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.89	0.43	-1.33
Sortino ratio Return per unit of downside risk	-1.23	0.73	-1.96
Omega ratio Gain probability vs. loss probability	0.86	1.12	-0.26
Calmar ratio Return relative to maximum drawdown	-0.60	0.66	-1.27
Martin ratio Return relative to average drawdown	-1.35	2.77	-4.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RI.PA vs. ^GSPC - Sharpe Ratio Comparison

The current RI.PA Sharpe Ratio is -0.89, which is lower than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of RI.PA 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.

Sharpe Ratios by Period

	RI.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.89	0.43	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.58	0.64	-1.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.65	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.45	-0.18

Correlation

The correlation between RI.PA and ^GSPC is 0.25, 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.

Drawdowns

RI.PA vs. ^GSPC - Drawdown Comparison

The maximum RI.PA drawdown since its inception was -68.87%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for RI.PA and ^GSPC.

Drawdown Indicators

	RI.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-68.87%	-56.78%	-12.09%
Max Drawdown (1Y) Largest decline over 1 year	-40.07%	-12.14%	-27.93%
Max Drawdown (5Y) Largest decline over 5 years	-68.87%	-25.43%	-43.44%
Max Drawdown (10Y) Largest decline over 10 years	-68.87%	-33.92%	-34.95%
Current Drawdown Current decline from peak	-66.98%	-5.78%	-61.20%
Average Drawdown Average peak-to-trough decline	-12.46%	-10.75%	-1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.87%	2.60%	+15.27%

Volatility

RI.PA vs. ^GSPC - Volatility Comparison

Pernod Ricard SA (RI.PA) has a higher volatility of 12.60% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that RI.PA'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.

Volatility by Period

	RI.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.60%	4.42%	+8.18%
Volatility (6M) Calculated over the trailing 6-month period	23.29%	9.93%	+13.36%
Volatility (1Y) Calculated over the trailing 1-year period	30.10%	20.69%	+9.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.19%	16.81%	+7.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.84%	18.63%	+3.21%