TEP.PA vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Teleperformance SE (TEP.PA) and S&P 500 Index (^GSPC).

Performance

TEP.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Teleperformance SE (TEP.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TEP.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEP.PA Teleperformance SE	-20.52%	-22.02%	-34.74%	-39.59%	-42.63%	45.56%	26.14%	57.55%	18.57%	26.81%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

TEP.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TEP.PA achieves a -20.52% return, which is significantly lower than ^GSPC's -2.47% return. Over the past 10 years, TEP.PA has underperformed ^GSPC with an annualized return of -2.74%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.

TEP.PA

• 1D: -0.71%
• 1M: -9.18%
• YTD: -20.52%
• 6M: -22.72%
• 1Y: -42.95%
• 3Y*: -37.32%
• 5Y*: -29.29%
• 10Y*: -2.74%

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

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

Return for Risk

TEP.PA vs. ^GSPC — Risk / Return Rank

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

TEP.PA

TEP.PA Risk / Return Rank: 10
TEP.PA Sharpe Ratio Rank: 5
TEP.PA Sortino Ratio Rank: 8
TEP.PA Omega Ratio Rank: 8
TEP.PA Calmar Ratio Rank: 14
TEP.PA Martin Ratio Rank: 16

^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.

TEP.PA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teleperformance SE (TEP.PA) 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.

	TEP.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.94	0.41	-1.36
Sortino ratio Return per unit of downside risk	-1.20	0.71	-1.91
Omega ratio Gain probability vs. loss probability	0.84	1.11	-0.28
Calmar ratio Return relative to maximum drawdown	-0.74	0.62	-1.36
Martin ratio Return relative to average drawdown	-1.23	2.56	-3.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEP.PA vs. ^GSPC - Sharpe Ratio Comparison

The current TEP.PA Sharpe Ratio is -0.94, which is lower than the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TEP.PA 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

	TEP.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.94	0.41	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.68	0.64	-1.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.65	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.45	-0.14

Correlation

The correlation between TEP.PA 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.

Drawdowns

TEP.PA vs. ^GSPC - Drawdown Comparison

The maximum TEP.PA drawdown since its inception was -87.08%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for TEP.PA and ^GSPC.

Drawdown Indicators

	TEP.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-87.08%	-56.78%	-30.30%
Max Drawdown (1Y) Largest decline over 1 year	-51.79%	-9.10%	-42.69%
Max Drawdown (5Y) Largest decline over 5 years	-87.08%	-25.43%	-61.65%
Max Drawdown (10Y) Largest decline over 10 years	-87.08%	-33.92%	-53.16%
Current Drawdown Current decline from peak	-86.13%	-5.67%	-80.46%
Average Drawdown Average peak-to-trough decline	-30.64%	-10.75%	-19.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.30%	2.62%	+28.68%

Volatility

TEP.PA vs. ^GSPC - Volatility Comparison

Teleperformance SE (TEP.PA) has a higher volatility of 13.74% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that TEP.PA'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

	TEP.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.74%	4.36%	+9.38%
Volatility (6M) Calculated over the trailing 6-month period	29.86%	9.93%	+19.93%
Volatility (1Y) Calculated over the trailing 1-year period	45.32%	20.68%	+24.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.67%	16.80%	+25.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.08%	18.63%	+17.45%