VPK.AS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Koninklijke Vopak NV (VPK.AS) and S&P 500 Index (^GSPC).

Performance

VPK.AS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Koninklijke Vopak NV (VPK.AS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

VPK.AS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VPK.AS Koninklijke Vopak NV	22.86%	-6.85%	45.35%	13.94%	-5.88%	-26.07%	-9.06%	25.01%	11.33%	-16.40%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

VPK.AS is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VPK.AS achieves a 22.86% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, VPK.AS has underperformed ^GSPC with an annualized return of 3.83%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

VPK.AS

• 1D: -0.77%
• 1M: 0.87%
• YTD: 22.86%
• 6M: 19.52%
• 1Y: 21.47%
• 3Y*: 17.42%
• 5Y*: 5.97%
• 10Y*: 3.83%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

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

Return for Risk

VPK.AS vs. ^GSPC — Risk / Return Rank

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

VPK.AS

VPK.AS Risk / Return Rank: 72
VPK.AS Sharpe Ratio Rank: 74
VPK.AS Sortino Ratio Rank: 67
VPK.AS Omega Ratio Rank: 69
VPK.AS Calmar Ratio Rank: 77
VPK.AS Martin Ratio Rank: 73

^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.

VPK.AS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Vopak NV (VPK.AS) 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.

	VPK.AS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.05	0.43	+0.62
Sortino ratio Return per unit of downside risk	1.50	0.73	+0.77
Omega ratio Gain probability vs. loss probability	1.22	1.12	+0.10
Calmar ratio Return relative to maximum drawdown	2.13	0.66	+1.46
Martin ratio Return relative to average drawdown	4.49	2.77	+1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VPK.AS vs. ^GSPC - Sharpe Ratio Comparison

The current VPK.AS Sharpe Ratio is 1.05, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VPK.AS 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

	VPK.AS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	0.43	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.64	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	0.65	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.45	-0.13

Correlation

The correlation between VPK.AS and ^GSPC is 0.25, 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

VPK.AS vs. ^GSPC - Drawdown Comparison

The maximum VPK.AS drawdown since its inception was -62.67%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for VPK.AS and ^GSPC.

Drawdown Indicators

	VPK.AS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-62.67%	-56.78%	-5.89%
Max Drawdown (1Y) Largest decline over 1 year	-14.15%	-12.14%	-2.01%
Max Drawdown (5Y) Largest decline over 5 years	-52.89%	-25.43%	-27.46%
Max Drawdown (10Y) Largest decline over 10 years	-62.67%	-33.92%	-28.75%
Current Drawdown Current decline from peak	-3.28%	-5.78%	+2.50%
Average Drawdown Average peak-to-trough decline	-19.62%	-10.75%	-8.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.71%	2.60%	+4.11%

Volatility

VPK.AS vs. ^GSPC - Volatility Comparison

Koninklijke Vopak NV (VPK.AS) has a higher volatility of 6.58% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that VPK.AS'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

	VPK.AS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.58%	4.42%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	9.93%	+3.43%
Volatility (1Y) Calculated over the trailing 1-year period	20.19%	20.69%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.07%	16.81%	+8.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.23%	18.63%	+5.60%