SSEZY vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about SSE PLC ADR (SSEZY) and S&P 500 Index (^GSPC).

Performance

SSEZY vs. ^GSPC - Performance Comparison

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

SSEZY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSEZY SSE PLC ADR	22.97%	55.64%	-14.33%	23.22%	-2.83%	15.63%	12.81%	50.44%	-17.36%	1.53%
^GSPC S&P 500 Index	-3.84%	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, SSEZY achieves a 22.97% return, which is significantly higher than ^GSPC's -3.84% return. Both investments have delivered pretty close results over the past 10 years, with SSEZY having a 12.33% annualized return and ^GSPC not far behind at 12.29%.

SSEZY

• 1D: 1.14%
• 1M: 2.70%
• YTD: 22.97%
• 6M: 58.10%
• 1Y: 80.80%
• 3Y*: 22.55%
• 5Y*: 17.48%
• 10Y*: 12.33%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

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

Return for Risk

SSEZY vs. ^GSPC — Risk / Return Rank

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

SSEZY

SSEZY Risk / Return Rank: 93
SSEZY Sharpe Ratio Rank: 95
SSEZY Sortino Ratio Rank: 95
SSEZY Omega Ratio Rank: 94
SSEZY Calmar Ratio Rank: 91
SSEZY Martin Ratio Rank: 92

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

SSEZY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) 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.

	SSEZY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.73	0.88	+1.85
Sortino ratio Return per unit of downside risk	3.68	1.37	+2.32
Omega ratio Gain probability vs. loss probability	1.50	1.21	+0.29
Calmar ratio Return relative to maximum drawdown	4.56	1.39	+3.17
Martin ratio Return relative to average drawdown	13.46	6.43	+7.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSEZY vs. ^GSPC - Sharpe Ratio Comparison

The current SSEZY Sharpe Ratio is 2.73, which is higher than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SSEZY 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

	SSEZY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	0.88	+1.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.62	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.68	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.46	-0.21

Correlation

The correlation between SSEZY and ^GSPC is 0.37, 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

SSEZY vs. ^GSPC - Drawdown Comparison

The maximum SSEZY drawdown since its inception was -54.69%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SSEZY and ^GSPC.

Drawdown Indicators

	SSEZY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-54.69%	-56.78%	+2.09%
Max Drawdown (1Y) Largest decline over 1 year	-17.81%	-9.10%	-8.71%
Max Drawdown (5Y) Largest decline over 5 years	-31.90%	-25.43%	-6.47%
Max Drawdown (10Y) Largest decline over 10 years	-42.77%	-33.92%	-8.85%
Current Drawdown Current decline from peak	-1.11%	-5.67%	+4.56%
Average Drawdown Average peak-to-trough decline	-15.62%	-10.75%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.03%	2.62%	+3.41%

Volatility

SSEZY vs. ^GSPC - Volatility Comparison

SSE PLC ADR (SSEZY) has a higher volatility of 9.28% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that SSEZY'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

	SSEZY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	5.29%	+3.99%
Volatility (6M) Calculated over the trailing 6-month period	22.16%	9.55%	+12.61%
Volatility (1Y) Calculated over the trailing 1-year period	29.75%	18.33%	+11.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.36%	16.90%	+8.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.05%	18.04%	+10.01%