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SBUX vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

SBUX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Starbucks Corporation (SBUX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBUX achieves a 21.00% return, which is significantly higher than ^SP500TR's 10.20% return. Over the past 10 years, SBUX has underperformed ^SP500TR with an annualized return of 8.45%, while ^SP500TR has yielded a comparatively higher 15.60% annualized return.


SBUX

1D
0.83%
1M
-5.39%
YTD
21.00%
6M
13.95%
1Y
11.95%
3Y*
2.12%
5Y*
0.61%
10Y*
8.45%

^SP500TR

1D
1.09%
1M
2.12%
YTD
10.20%
6M
11.38%
1Y
26.93%
3Y*
21.00%
5Y*
14.11%
10Y*
15.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBUX vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBUX
Starbucks Corporation
21.00%-5.26%-2.48%-1.19%-13.18%11.15%24.19%39.09%14.74%5.36%
^SP500TR
S&P 500 Total Return
10.20%17.88%25.02%26.29%-18.11%28.71%18.40%31.49%-4.38%21.83%

Correlation

The correlation between SBUX and ^SP500TR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.34

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 26, 1992

0.50

Over the past year, the correlation between SBUX and ^SP500TR has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

SBUX vs. ^SP500TR — Risk / Return Rank

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

SBUX
SBUX Risk / Return Rank: 5454
Overall Rank
SBUX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SBUX Sortino Ratio Rank: 5151
Sortino Ratio Rank
SBUX Omega Ratio Rank: 4949
Omega Ratio Rank
SBUX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SBUX Martin Ratio Rank: 5757
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 8282
Overall Rank
^SP500TR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 8181
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8282
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7979
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 8888
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.

SBUX vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Starbucks Corporation (SBUX) and S&P 500 Total Return (^SP500TR). 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.


SBUX^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.09

1.39

-0.30

Calmar ratioReturn relative to maximum drawdown

0.65

3.04

-2.40

Martin ratioReturn relative to average drawdown

1.43

13.76

-12.34

SBUX vs. ^SP500TR - Sharpe Ratio Comparison

The current SBUX Sharpe Ratio is 0.42, which is lower than the ^SP500TR Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SBUX and ^SP500TR, 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

SBUX vs. ^SP500TR - Drawdown Comparison

The maximum SBUX drawdown since its inception was -81.91%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SBUX and ^SP500TR.


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Drawdown Indicators


SBUX^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-81.91%

-55.25%

-26.66%

Max Drawdown (1Y)

Largest decline over 1 year

-18.53%

-8.89%

-9.64%

Max Drawdown (3Y)

Largest decline over 3 years

-31.97%

-18.75%

-13.22%

Max Drawdown (5Y)

Largest decline over 5 years

-43.68%

-24.49%

-19.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

-33.79%

-9.89%

Current Drawdown

Current decline from peak

-10.28%

-1.36%

-8.92%

Average Drawdown

Average peak-to-trough decline

-16.24%

-8.16%

-8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.39%

1.96%

+6.43%

Volatility

SBUX vs. ^SP500TR - Volatility Comparison

Starbucks Corporation (SBUX) has a higher volatility of 7.52% compared to S&P 500 Total Return (^SP500TR) at 4.77%. This indicates that SBUX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBUX^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

4.77%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

9.91%

+11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

28.47%

12.47%

+16.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.70%

16.99%

+14.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.48%

18.11%

+11.37%

Frequently Asked Questions


SBUX and ^SP500TR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBUX has higher volatility (7.52%) compared to ^SP500TR (4.77%). In terms of maximum drawdown, SBUX dropped -81.91% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (2.17 vs 0.42), 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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