UNM vs. ^GSPC
UNM (Unum Group) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, UNM returned 13.77%/yr vs 13.26%/yr for ^GSPC. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
UNM vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, UNM achieves a 13.11% return, which is significantly higher than ^GSPC's 9.41% return. Both investments have delivered pretty close results over the past 10 years, with UNM having a 13.77% annualized return and ^GSPC not far behind at 13.26%.
UNM
- 1D
- -0.76%
- 1M
- -6.20%
- 6M
- 14.69%
- YTD
- 13.11%
- 1Y
- 26.47%
- 3Y*
- 24.15%
- 5Y*
- 29.59%
- 10Y*
- 13.77%
- ALL TIME*
- 8.82%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
UNM Unum Group | $144.51M | $136.21M | $122.97M |
UNM vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 13.11% | 8.56% | 66.31% | 13.72% | 73.56% | 11.87% | -16.22% | 2.63% | -45.22% | 27.19% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between UNM and ^GSPC is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 1986 | 0.49 |
Over the past year, the correlation between UNM and ^GSPC has dropped to 0.19 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
UNM vs. ^GSPC — Risk / Return Rank
UNM
^GSPC
UNM vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) 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.
| UNM | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.00 | -0.02 |
| Martin ratioReturn relative to average drawdown | 4.97 | 8.49 | -3.52 |
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Drawdowns
UNM vs. ^GSPC - Drawdown Comparison
The maximum UNM drawdown since its inception was -89.38%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UNM and ^GSPC.
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Drawdown Indicators
| UNM | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.38% | -56.78% | -32.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -9.10% | -2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -18.90% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -20.95% | -25.43% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -81.06% | -33.92% | -47.14% |
Current DrawdownCurrent decline from peak | -6.59% | -1.58% | -5.01% |
Average DrawdownAverage peak-to-trough decline | -32.57% | -10.70% | -21.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 2.14% | +2.52% |
Volatility
UNM vs. ^GSPC - Volatility Comparison
Unum Group (UNM) has a higher volatility of 8.35% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that UNM'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
| UNM | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 3.51% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 10.11% | +6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.38% | 12.87% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.81% | 17.01% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.46% | 18.07% | +19.39% |
Frequently Asked Questions
UNM and ^GSPC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNM has higher volatility (8.35%) compared to ^GSPC (3.51%). In terms of maximum drawdown, UNM dropped -89.38% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs 1.02), 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.
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