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UGI vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, UGI achieves a -5.28% return, which is significantly lower than ^GSPC's 7.49% return. Over the past 10 years, UGI has underperformed ^GSPC with an annualized return of 1.29%, while ^GSPC has yielded a comparatively higher 13.70% annualized return.


UGI

1D
2.75%
1M
-1.55%
YTD
-5.28%
6M
-7.43%
1Y
-0.56%
3Y*
15.35%
5Y*
-1.31%
10Y*
1.29%

^GSPC

1D
-0.10%
1M
-1.54%
YTD
7.49%
6M
6.15%
1Y
20.78%
3Y*
19.17%
5Y*
11.44%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGI vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGI
UGI Corporation
-5.28%38.35%21.93%-29.83%-16.13%35.43%-19.36%-13.24%15.95%3.99%
^GSPC
S&P 500 Index
7.49%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between UGI and ^GSPC is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1988

0.38

Over the past year, the correlation between UGI and ^GSPC has dropped to 0.10 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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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: 3939
Overall Rank
UGI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
UGI Sortino Ratio Rank: 3535
Sortino Ratio Rank
UGI Omega Ratio Rank: 3434
Omega Ratio Rank
UGI Calmar Ratio Rank: 4242
Calmar Ratio Rank
UGI Martin Ratio Rank: 4141
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6060
Overall Rank
^GSPC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5656
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5959
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5555
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
Martin Ratio Rank
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UGI^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.02

1.30

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.03

2.29

-2.32

Martin ratioReturn relative to average drawdown

-0.07

10.15

-10.21

UGI vs. ^GSPC - Sharpe Ratio Comparison

The current UGI Sharpe Ratio is -0.02, which is lower than the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of UGI and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


UGI^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-59.54%

-56.78%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.64%

-9.10%

-10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.41%

-18.90%

-6.51%

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

-19.01%

-3.31%

-15.70%

Average Drawdown

Average peak-to-trough decline

-12.76%

-10.71%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

2.05%

+6.40%

Volatility

UGI vs. ^GSPC - Volatility Comparison

UGI Corporation (UGI) has a higher volatility of 6.74% compared to S&P 500 Index (^GSPC) at 4.87%. 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.


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Volatility by Period


UGI^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.87%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.83%

9.90%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

12.54%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.09%

17.00%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.51%

18.08%

+10.43%

Frequently Asked Questions


UGI and ^GSPC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGI has higher volatility (6.74%) compared to ^GSPC (4.87%). In terms of maximum drawdown, UGI dropped -59.54% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.67 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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