SSEZY vs. ^GSPC
Compare and contrast key facts about SSE PLC ADR (SSEZY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSEZY or ^GSPC.
Correlation
The correlation between SSEZY and ^GSPC is 0.26, 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.
Performance
SSEZY vs. ^GSPC - Performance Comparison
Key characteristics
SSEZY:
-0.14
^GSPC:
1.62
SSEZY:
-0.05
^GSPC:
2.20
SSEZY:
0.99
^GSPC:
1.30
SSEZY:
-0.11
^GSPC:
2.46
SSEZY:
-0.25
^GSPC:
10.01
SSEZY:
12.58%
^GSPC:
2.08%
SSEZY:
21.69%
^GSPC:
12.88%
SSEZY:
-54.49%
^GSPC:
-56.78%
SSEZY:
-27.24%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, SSEZY achieves a -3.85% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, SSEZY has underperformed ^GSPC with an annualized return of 3.22%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
SSEZY
-3.85%
-3.10%
-21.93%
-0.86%
2.20%
3.22%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SSEZY vs. ^GSPC — Risk-Adjusted Performance Rank
SSEZY
^GSPC
SSEZY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) 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.
Drawdowns
SSEZY vs. ^GSPC - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.49%, 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. For additional features, visit the drawdowns tool.
Volatility
SSEZY vs. ^GSPC - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 6.13% compared to S&P 500 (^GSPC) at 3.43%. 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.