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SNEX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SNEX and ^GSPC is 0.31, 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.


-0.50.00.51.00.3

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
34.70%
5.05%
SNEX
^GSPC

Key characteristics

Sharpe Ratio

SNEX:

1.68

^GSPC:

1.92

Sortino Ratio

SNEX:

2.30

^GSPC:

2.57

Omega Ratio

SNEX:

1.29

^GSPC:

1.35

Calmar Ratio

SNEX:

3.16

^GSPC:

2.86

Martin Ratio

SNEX:

10.53

^GSPC:

12.10

Ulcer Index

SNEX:

4.40%

^GSPC:

2.00%

Daily Std Dev

SNEX:

27.49%

^GSPC:

12.65%

Max Drawdown

SNEX:

-97.68%

^GSPC:

-56.78%

Current Drawdown

SNEX:

-2.44%

^GSPC:

-2.82%

Returns By Period

In the year-to-date period, SNEX achieves a 4.32% return, which is significantly higher than ^GSPC's 0.62% return. Over the past 10 years, SNEX has outperformed ^GSPC with an annualized return of 22.61%, while ^GSPC has yielded a comparatively lower 11.24% annualized return.


SNEX

YTD

4.32%

1M

-0.97%

6M

34.70%

1Y

51.41%

5Y*

25.66%

10Y*

22.61%

^GSPC

YTD

0.62%

1M

-2.22%

6M

5.05%

1Y

24.42%

5Y*

12.67%

10Y*

11.24%

*Annualized

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Risk-Adjusted Performance

SNEX vs. ^GSPC — Risk-Adjusted Performance Rank

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

SNEX
The Risk-Adjusted Performance Rank of SNEX is 8989
Overall Rank
The Sharpe Ratio Rank of SNEX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SNEX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SNEX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SNEX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SNEX is 9292
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8686
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
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.

SNEX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) 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 SNEX, currently valued at 1.68, compared to the broader market-4.00-2.000.002.001.681.92
The chart of Sortino ratio for SNEX, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.302.57
The chart of Omega ratio for SNEX, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.35
The chart of Calmar ratio for SNEX, currently valued at 3.16, compared to the broader market0.002.004.006.003.162.86
The chart of Martin ratio for SNEX, currently valued at 10.53, compared to the broader market-10.000.0010.0020.0010.5312.10
SNEX
^GSPC

The current SNEX Sharpe Ratio is 1.68, which is comparable to the ^GSPC Sharpe Ratio of 1.92. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.68
1.92
SNEX
^GSPC

Drawdowns

SNEX vs. ^GSPC - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.68%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.44%
-2.82%
SNEX
^GSPC

Volatility

SNEX vs. ^GSPC - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 9.51% compared to S&P 500 (^GSPC) at 4.46%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.51%
4.46%
SNEX
^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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