RI.PA vs. ^GSPC
Compare and contrast key facts about Pernod Ricard SA (RI.PA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RI.PA or ^GSPC.
Key characteristics
| RI.PA | ^GSPC | |
|---|---|---|
| YTD Return | -11.11% | 5.21% |
| 1Y Return | -31.05% | 21.82% |
| 3Y Return (Ann) | -3.84% | 6.28% |
| 5Y Return (Ann) | 0.24% | 11.27% |
| 10Y Return (Ann) | 6.96% | 10.33% |
| Sharpe Ratio | -1.52 | 1.74 |
| Daily Std Dev | 21.04% | 11.70% |
| Max Drawdown | -50.25% | -56.78% |
| Current Drawdown | -32.96% | -4.49% |
Correlation
The correlation between RI.PA and ^GSPC is 0.20, 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.
Performance
RI.PA vs. ^GSPC - Performance Comparison
In the year-to-date period, RI.PA achieves a -11.11% return, which is significantly lower than ^GSPC's 5.21% return. Over the past 10 years, RI.PA has underperformed ^GSPC with an annualized return of 6.96%, while ^GSPC has yielded a comparatively higher 10.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RI.PA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA (RI.PA) and S&P 500 (^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.
Drawdowns
RI.PA vs. ^GSPC - Drawdown Comparison
The maximum RI.PA drawdown since its inception was -50.25%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RI.PA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
RI.PA vs. ^GSPC - Volatility Comparison
Pernod Ricard SA (RI.PA) has a higher volatility of 5.45% compared to S&P 500 (^GSPC) at 3.91%. 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.