UGI vs. ^GSPC
Compare and contrast key facts about UGI Corporation (UGI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UGI or ^GSPC.
Key characteristics
| UGI | ^GSPC | |
|---|---|---|
| YTD Return | 2.77% | 9.49% |
| 1Y Return | -8.03% | 26.44% |
| 3Y Return (Ann) | -14.74% | 7.96% |
| 5Y Return (Ann) | -11.17% | 12.64% |
| 10Y Return (Ann) | 0.81% | 10.67% |
| Sharpe Ratio | -0.31 | 2.27 |
| Daily Std Dev | 34.43% | 11.56% |
| Max Drawdown | -59.54% | -56.78% |
| Current Drawdown | -47.90% | -0.60% |
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.
Performance
UGI vs. ^GSPC - Performance Comparison
In the year-to-date period, UGI achieves a 2.77% return, which is significantly lower than ^GSPC's 9.49% return. Over the past 10 years, UGI has underperformed ^GSPC with an annualized return of 0.81%, while ^GSPC has yielded a comparatively higher 10.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UGI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UGI Corporation (UGI) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
UGI vs. ^GSPC - Volatility Comparison
UGI Corporation (UGI) has a higher volatility of 11.84% compared to S&P 500 (^GSPC) at 3.93%. 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.