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SSEZY vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

SSEZY vs. ^GSPC

Last updated Jun 5, 2026

SSEZY (SSE PLC ADR) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, SSEZY returned 10.54%/yr vs 13.65%/yr for ^GSPC. At a 0.37 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, SSEZY achieves a 9.26% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, SSEZY has underperformed ^GSPC with an annualized return of 10.54%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.

SSEZY

1D
2.78%
1M
-7.71%
YTD
9.26%
6M
9.26%
1Y
39.07%
3Y*
16.25%
5Y*
13.12%
10Y*
10.54%

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSEZY vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSEZY
SSE PLC ADR		9.26%55.64%-14.33%23.22%-2.83%15.63%12.81%50.44%-17.36%1.53%
^GSPC
S&P 500 Index		10.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between SSEZY and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.24

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

0.31

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.37

The correlation between SSEZY and ^GSPC shifts across timeframes, from 0.22 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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SSE PLC ADR

S&P 500 Index

Often compared with SSEZY:
SSEZY vs. NG.LSSEZY vs. SPYGSSEZY vs. ELEZYSSEZY vs. NGGSSEZY vs. IMI.LSSEZY vs. FTSSSEZY vs. ISFU.L
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

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: 7676
Overall Rank
SSEZY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SSEZY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SSEZY Omega Ratio Rank: 7575
Omega Ratio Rank
SSEZY Calmar Ratio Rank: 7676
Calmar Ratio Rank
SSEZY Martin Ratio Rank: 7777
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

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^GSPCDifference
Sharpe ratioReturn per unit of total volatility
1.28
2.28

-1.01

Sortino ratioReturn per unit of downside risk
1.98
3.12

-1.14

Omega ratioGain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratioReturn relative to maximum drawdown

2.18

2.98

-0.80

Martin ratioReturn relative to average drawdown

5.48

13.78

-8.30

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 1.28, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SSEZY and ^GSPC, 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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Sharpe Ratios by Period

SSEZY^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.28

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.74

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.76

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.47

-0.25

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.

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Drawdown Indicators

SSEZY^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-54.69%

-56.78%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.01%

-9.10%

-8.91%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-18.90%

-10.81%

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

-13.12%

-0.33%

-12.79%

Average Drawdown

Average peak-to-trough decline

-15.55%

-10.72%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

1.97%

+5.17%

Volatility

SSEZY vs. ^GSPC - Volatility Comparison

SSE PLC ADR (SSEZY) has a higher volatility of 11.40% compared to S&P 500 Index (^GSPC) at 2.88%. 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.

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Volatility by Period

SSEZY^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

2.88%

+8.52%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

9.00%

+11.60%

Volatility (1Y)

Calculated over the trailing 1-year period

30.77%

11.89%

+18.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.90%

16.90%

+9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.33%

18.06%

+10.27%

Frequently Asked Questions

SSEZY and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSEZY has higher volatility (11.40%) compared to ^GSPC (2.88%). In terms of maximum drawdown, SSEZY dropped -54.69% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs 1.28), 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.

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