STE vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about STERIS plc (STE) and S&P 500 Total Return (^SP500TR).

Performance

STE vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STERIS plc (STE) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

STE vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STE STERIS plc	-13.02%	24.57%	-5.60%	20.19%	-23.43%	29.47%	25.50%	44.09%	23.66%	31.73%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, STE achieves a -13.02% return, which is significantly lower than ^SP500TR's -3.64% return. Over the past 10 years, STE has underperformed ^SP500TR with an annualized return of 12.98%, while ^SP500TR has yielded a comparatively higher 14.17% annualized return.

STE

• 1D: -0.54%
• 1M: -11.23%
• YTD: -13.02%
• 6M: -8.40%
• 1Y: -1.59%
• 3Y*: 5.79%
• 5Y*: 3.56%
• 10Y*: 12.98%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

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

Return for Risk

STE vs. ^SP500TR — Risk / Return Rank

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

STE

STE Risk / Return Rank: 35
STE Sharpe Ratio Rank: 37
STE Sortino Ratio Rank: 31
STE Omega Ratio Rank: 31
STE Calmar Ratio Rank: 38
STE Martin Ratio Rank: 36

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

STE vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STERIS plc (STE) and S&P 500 Total Return (^SP500TR). 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.

	STE	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-0.06	1.00	-1.06
Sortino ratio Return per unit of downside risk	0.10	1.52	-1.42
Omega ratio Gain probability vs. loss probability	1.01	1.23	-0.22
Calmar ratio Return relative to maximum drawdown	-0.10	1.54	-1.64
Martin ratio Return relative to average drawdown	-0.29	7.32	-7.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STE vs. ^SP500TR - Sharpe Ratio Comparison

The current STE Sharpe Ratio is -0.06, which is lower than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of STE and ^SP500TR, 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

	STE	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	1.00	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.71	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.79	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.62	-0.21

Correlation

The correlation between STE and ^SP500TR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

STE vs. ^SP500TR - Drawdown Comparison

The maximum STE drawdown since its inception was -77.22%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for STE and ^SP500TR.

Drawdown Indicators

	STE	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-77.22%	-55.25%	-21.97%
Max Drawdown (1Y) Largest decline over 1 year	-20.76%	-12.12%	-8.64%
Max Drawdown (5Y) Largest decline over 5 years	-36.18%	-24.49%	-11.69%
Max Drawdown (10Y) Largest decline over 10 years	-36.18%	-33.79%	-2.39%
Current Drawdown Current decline from peak	-17.92%	-5.55%	-12.37%
Average Drawdown Average peak-to-trough decline	-18.32%	-8.20%	-10.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	2.55%	+4.34%

Volatility

STE vs. ^SP500TR - Volatility Comparison

STERIS plc (STE) has a higher volatility of 7.36% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that STE's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STE	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.36%	5.38%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	17.81%	9.55%	+8.26%
Volatility (1Y) Calculated over the trailing 1-year period	25.55%	18.32%	+7.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.62%	16.90%	+8.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.97%	18.05%	+6.92%