UGI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about UGI Corporation (UGI) and S&P 500 Index (^GSPC).

Performance

UGI vs. ^GSPC - Performance Comparison

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

UGI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UGI UGI Corporation	-2.65%	38.35%	21.93%	-29.83%	-16.13%	35.43%	-19.36%	-13.24%	15.95%	3.99%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, UGI achieves a -2.65% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, UGI has underperformed ^GSPC with an annualized return of 2.35%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

UGI

• 1D: -0.96%
• 1M: -2.99%
• YTD: -2.65%
• 6M: 9.88%
• 1Y: 12.21%
• 3Y*: 6.74%
• 5Y*: 1.93%
• 10Y*: 2.35%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

UGI vs. ^GSPC — Risk / Return Rank

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

UGI

UGI Risk / Return Rank: 58
UGI Sharpe Ratio Rank: 61
UGI Sortino Ratio Rank: 52
UGI Omega Ratio Rank: 53
UGI Calmar Ratio Rank: 62
UGI Martin Ratio Rank: 62

^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.

UGI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UGI Corporation (UGI) 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.

	UGI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.58	0.92	-0.34
Sortino ratio Return per unit of downside risk	0.91	1.41	-0.50
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.09
Calmar ratio Return relative to maximum drawdown	1.01	1.41	-0.41
Martin ratio Return relative to average drawdown	2.19	6.61	-4.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UGI vs. ^GSPC - Sharpe Ratio Comparison

The current UGI Sharpe Ratio is 0.58, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UGI 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

	UGI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.92	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.61	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.68	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.46	-0.03

Correlation

The correlation between UGI and ^GSPC is 0.38, 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

UGI vs. ^GSPC - Drawdown Comparison

The maximum UGI drawdown since its inception was -59.54%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UGI and ^GSPC.

Drawdown Indicators

	UGI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-59.54%	-56.78%	-2.76%
Max Drawdown (1Y) Largest decline over 1 year	-13.58%	-12.14%	-1.44%
Max Drawdown (5Y) Largest decline over 5 years	-53.78%	-25.43%	-28.35%
Max Drawdown (10Y) Largest decline over 10 years	-59.54%	-33.92%	-25.62%
Current Drawdown Current decline from peak	-16.76%	-5.78%	-10.98%
Average Drawdown Average peak-to-trough decline	-12.72%	-10.75%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.24%	2.60%	+3.64%

Volatility

UGI vs. ^GSPC - Volatility Comparison

UGI Corporation (UGI) has a higher volatility of 6.41% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that UGI'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

	UGI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	5.37%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	15.61%	9.55%	+6.06%
Volatility (1Y) Calculated over the trailing 1-year period	21.29%	18.33%	+2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.77%	16.90%	+10.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.28%	18.05%	+10.23%