SNEX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about StoneX Group Inc. (SNEX) and S&P 500 Index (^GSPC).

Performance

SNEX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SNEX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNEX StoneX Group Inc.	27.34%	45.65%	32.70%	16.21%	55.59%	5.79%	18.57%	33.49%	-13.99%	7.40%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, SNEX achieves a 27.34% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, SNEX has outperformed ^GSPC with an annualized return of 26.11%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

SNEX

• 1D: 0.14%
• 1M: -7.28%
• YTD: 27.34%
• 6M: 19.75%
• 1Y: 58.42%
• 3Y*: 38.08%
• 5Y*: 32.88%
• 10Y*: 26.11%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

SNEX vs. ^GSPC — Risk / Return Rank

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

SNEX

SNEX Risk / Return Rank: 80
SNEX Sharpe Ratio Rank: 82
SNEX Sortino Ratio Rank: 75
SNEX Omega Ratio Rank: 77
SNEX Calmar Ratio Rank: 84
SNEX Martin Ratio Rank: 82

^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.

SNEX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) 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.

	SNEX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.44	0.92	+0.52
Sortino ratio Return per unit of downside risk	1.85	1.41	+0.44
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	2.80	1.41	+1.39
Martin ratio Return relative to average drawdown	6.82	6.61	+0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNEX vs. ^GSPC - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 1.44, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SNEX 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

	SNEX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	0.92	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.61	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.68	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.46	-0.27

Correlation

The correlation between SNEX and ^GSPC is 0.32, 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

SNEX vs. ^GSPC - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SNEX and ^GSPC.

Drawdown Indicators

	SNEX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.89%	-56.78%	-41.11%
Max Drawdown (1Y) Largest decline over 1 year	-20.91%	-12.14%	-8.77%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	-25.43%	+1.36%
Max Drawdown (10Y) Largest decline over 10 years	-48.65%	-33.92%	-14.73%
Current Drawdown Current decline from peak	-7.50%	-5.78%	-1.72%
Average Drawdown Average peak-to-trough decline	-43.17%	-10.75%	-32.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.59%	2.60%	+5.99%

Volatility

SNEX vs. ^GSPC - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 14.62% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that SNEX'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

	SNEX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.62%	5.37%	+9.25%
Volatility (6M) Calculated over the trailing 6-month period	28.24%	9.55%	+18.69%
Volatility (1Y) Calculated over the trailing 1-year period	40.91%	18.33%	+22.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.50%	16.90%	+17.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.00%	18.05%	+17.95%