PortfoliosLab logoPortfoliosLab logo
WIX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

WIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wix.com Ltd. (WIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WIX achieves a -48.31% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, WIX has underperformed ^GSPC with an annualized return of 7.11%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.


WIX

1D
-2.50%
1M
-30.29%
YTD
-48.31%
6M
-47.68%
1Y
-64.96%
3Y*
-10.78%
5Y*
-26.84%
10Y*
7.11%

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIX
Wix.com Ltd.
-48.31%-51.58%74.40%60.12%-51.31%-36.87%104.25%35.47%56.98%29.18%
^GSPC
S&P 500 Index
10.79%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between WIX and ^GSPC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.40

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

0.47

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

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2013

0.44

Over the past year, the correlation between WIX and ^GSPC has dropped to 0.19 - well below their long-term average of 0.44, 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

WIX vs. ^GSPC — Risk / Return Rank

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

WIX
WIX Risk / Return Rank: 55
Overall Rank
WIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WIX Sortino Ratio Rank: 55
Sortino Ratio Rank
WIX Omega Ratio Rank: 55
Omega Ratio Rank
WIX Calmar Ratio Rank: 66
Calmar Ratio Rank
WIX Martin Ratio Rank: 55
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

WIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wix.com Ltd. (WIX) 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.


WIX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.28

Sortino ratioReturn per unit of downside risk

-4.73

Omega ratioGain probability vs. loss probability

0.79

1.41

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.91

2.98

-3.90

Martin ratioReturn relative to average drawdown

-1.52

13.78

-15.30

WIX vs. ^GSPC - Sharpe Ratio Comparison

The current WIX Sharpe Ratio is -0.99, which is lower than the ^GSPC Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of WIX 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.


Loading charts...

Sharpe Ratios by Period


WIX^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

2.28

-3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

0.74

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.76

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.47

-0.29

Drawdowns

WIX vs. ^GSPC - Drawdown Comparison

The maximum WIX drawdown since its inception was -85.09%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WIX and ^GSPC.


Loading charts...

Drawdown Indicators


WIX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-85.09%

-56.78%

-28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-71.42%

-9.10%

-62.32%

Max Drawdown (3Y)

Largest decline over 3 years

-78.66%

-18.90%

-59.76%

Max Drawdown (5Y)

Largest decline over 5 years

-82.74%

-25.43%

-57.31%

Max Drawdown (10Y)

Largest decline over 10 years

-85.09%

-33.92%

-51.17%

Current Drawdown

Current decline from peak

-84.79%

-0.33%

-84.46%

Average Drawdown

Average peak-to-trough decline

-35.88%

-10.72%

-25.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.67%

1.97%

+40.70%

Volatility

WIX vs. ^GSPC - Volatility Comparison

Wix.com Ltd. (WIX) has a higher volatility of 38.19% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that WIX'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


WIX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.19%

2.88%

+35.31%

Volatility (6M)

Calculated over the trailing 6-month period

55.43%

9.00%

+46.43%

Volatility (1Y)

Calculated over the trailing 1-year period

65.65%

11.89%

+53.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.49%

16.90%

+41.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.83%

18.06%

+36.77%

Frequently Asked Questions


WIX 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.

WIX has higher volatility (38.19%) compared to ^GSPC (2.88%). In terms of maximum drawdown, WIX dropped -85.09% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs -0.99), 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

Find the right allocation for WIX 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