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SFE.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SFE.DE and ^GSPC is 0.17, 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.


-0.50.00.51.00.2

Performance

SFE.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SFE.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
9.82%
SFE.DE
^GSPC

Key characteristics

Returns By Period


SFE.DE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

SFE.DE vs. ^GSPC — Risk-Adjusted Performance Rank

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

SFE.DE
The Risk-Adjusted Performance Rank of SFE.DE is 8383
Overall Rank
The Sharpe Ratio Rank of SFE.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SFE.DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SFE.DE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SFE.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SFE.DE is 8585
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFE.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SFE.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for SFE.DE, currently valued at 0.07, compared to the broader market-2.000.002.000.071.74
The chart of Sortino ratio for SFE.DE, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.006.000.152.36
The chart of Omega ratio for SFE.DE, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.32
The chart of Calmar ratio for SFE.DE, currently valued at 0.04, compared to the broader market0.002.004.006.000.042.62
The chart of Martin ratio for SFE.DE, currently valued at 0.09, compared to the broader market-10.000.0010.0020.0030.000.0910.69
SFE.DE
^GSPC


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.07
1.74
SFE.DE
^GSPC

Drawdowns

SFE.DE vs. ^GSPC - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.99%
-0.43%
SFE.DE
^GSPC

Volatility

SFE.DE vs. ^GSPC - Volatility Comparison

The current volatility for Synchrony Financial (SFE.DE) is 0.00%, while S&P 500 (^GSPC) has a volatility of 3.01%. This indicates that SFE.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.01%
SFE.DE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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