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

Correlation

The correlation between TAP and ^GSPC is 0.36, 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.


-0.50.00.51.00.4

Performance

TAP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Molson Coors Brewing Company (TAP) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.82%
6.72%
TAP
^GSPC

Key characteristics

Sharpe Ratio

TAP:

-0.03

^GSPC:

1.62

Sortino Ratio

TAP:

0.14

^GSPC:

2.20

Omega Ratio

TAP:

1.02

^GSPC:

1.30

Calmar Ratio

TAP:

-0.02

^GSPC:

2.46

Martin Ratio

TAP:

-0.05

^GSPC:

10.01

Ulcer Index

TAP:

16.45%

^GSPC:

2.08%

Daily Std Dev

TAP:

26.10%

^GSPC:

12.88%

Max Drawdown

TAP:

-67.73%

^GSPC:

-56.78%

Current Drawdown

TAP:

-33.95%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, TAP achieves a 5.25% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, TAP has underperformed ^GSPC with an annualized return of -0.07%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


TAP

YTD

5.25%

1M

9.93%

6M

13.82%

1Y

-0.71%

5Y*

4.11%

10Y*

-0.07%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

TAP vs. ^GSPC — Risk-Adjusted Performance Rank

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

TAP
The Risk-Adjusted Performance Rank of TAP is 4141
Overall Rank
The Sharpe Ratio Rank of TAP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TAP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TAP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TAP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of TAP is 4545
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

TAP vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Molson Coors Brewing Company (TAP) 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 TAP, currently valued at -0.03, compared to the broader market-2.000.002.00-0.031.62
The chart of Sortino ratio for TAP, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.006.000.142.20
The chart of Omega ratio for TAP, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.30
The chart of Calmar ratio for TAP, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.022.46
The chart of Martin ratio for TAP, currently valued at -0.05, compared to the broader market-10.000.0010.0020.0030.00-0.0510.01
TAP
^GSPC

The current TAP Sharpe Ratio is -0.03, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TAP 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.03
1.62
TAP
^GSPC

Drawdowns

TAP vs. ^GSPC - Drawdown Comparison

The maximum TAP drawdown since its inception was -67.73%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TAP and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.95%
-2.13%
TAP
^GSPC

Volatility

TAP vs. ^GSPC - Volatility Comparison

Molson Coors Brewing Company (TAP) has a higher volatility of 11.58% compared to S&P 500 (^GSPC) at 3.43%. This indicates that TAP'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%12.00%SeptemberOctoberNovemberDecember2025February
11.58%
3.43%
TAP
^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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