UGI vs. ^GSPC
UGI (UGI Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, UGI returned 1.29%/yr vs 13.70%/yr for ^GSPC. At a 0.38 correlation, their price movements are largely independent.
Performance
UGI vs. ^GSPC - Performance Comparison
Loading charts...
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%
UGI vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UGI vs. ^GSPC — Risk / Return Rank
UGI
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| UGI | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.01% | -3.31% | -15.70% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -10.71% | -2.05% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| UGI | ^GSPC | Difference | |
|---|---|---|---|
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.
Find the right allocation for UGI and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer