TSCO.L vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Tesco PLC (TSCO.L) and S&P 500 Index (^GSPC).

Performance

TSCO.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tesco PLC (TSCO.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TSCO.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSCO.L Tesco PLC	7.18%	24.45%	31.78%	34.79%	-18.79%	30.32%	-5.37%	38.15%	-7.70%	1.70%
^GSPC S&P 500 Index	-2.36%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-0.68%	9.09%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, TSCO.L achieves a 7.18% return, which is significantly higher than ^GSPC's -2.36% return. Both investments have delivered pretty close results over the past 10 years, with TSCO.L having a 12.85% annualized return and ^GSPC not far ahead at 13.04%.

TSCO.L

• 1D: 0.08%
• 1M: -0.67%
• YTD: 7.18%
• 6M: 11.39%
• 1Y: 48.86%
• 3Y*: 25.97%
• 5Y*: 20.51%
• 10Y*: 12.85%

^GSPC

• 1D: 0.49%
• 1M: -3.37%
• YTD: -2.36%
• 6M: -0.37%
• 1Y: 13.80%
• 3Y*: 14.19%
• 5Y*: 11.28%
• 10Y*: 13.04%

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

Return for Risk

TSCO.L vs. ^GSPC — Risk / Return Rank

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

TSCO.L

TSCO.L Risk / Return Rank: 90
TSCO.L Sharpe Ratio Rank: 92
TSCO.L Sortino Ratio Rank: 89
TSCO.L Omega Ratio Rank: 90
TSCO.L Calmar Ratio Rank: 89
TSCO.L Martin Ratio Rank: 89

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

TSCO.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) 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.

	TSCO.L	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.19	0.74	+1.45
Sortino ratio Return per unit of downside risk	2.78	1.15	+1.63
Omega ratio Gain probability vs. loss probability	1.40	1.18	+0.23
Calmar ratio Return relative to maximum drawdown	3.69	1.22	+2.46
Martin ratio Return relative to average drawdown	10.38	4.79	+5.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSCO.L vs. ^GSPC - Sharpe Ratio Comparison

The current TSCO.L Sharpe Ratio is 2.19, which is higher than the ^GSPC Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TSCO.L 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

	TSCO.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	0.74	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.71	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.72	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.55	-0.21

Correlation

The correlation between TSCO.L and ^GSPC is 0.21, 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

TSCO.L vs. ^GSPC - Drawdown Comparison

The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than ^GSPC's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for TSCO.L and ^GSPC.

Drawdown Indicators

	TSCO.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-63.40%	-56.78%	-6.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-12.14%	-0.98%
Max Drawdown (5Y) Largest decline over 5 years	-32.40%	-25.43%	-6.97%
Max Drawdown (10Y) Largest decline over 10 years	-32.40%	-33.92%	+1.52%
Current Drawdown Current decline from peak	-5.53%	-5.78%	+0.25%
Average Drawdown Average peak-to-trough decline	-17.53%	-10.75%	-6.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	2.60%	+2.06%

Volatility

TSCO.L vs. ^GSPC - Volatility Comparison

Tesco PLC (TSCO.L) has a higher volatility of 6.94% compared to S&P 500 Index (^GSPC) at 4.58%. This indicates that TSCO.L'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

	TSCO.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.94%	4.58%	+2.36%
Volatility (6M) Calculated over the trailing 6-month period	15.11%	9.50%	+5.61%
Volatility (1Y) Calculated over the trailing 1-year period	22.26%	18.75%	+3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	15.90%	+4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.92%	18.17%	+4.75%