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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.

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WIX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIX
Wix.com Ltd.
-12.89%-51.58%74.40%60.12%-51.31%-36.87%104.25%35.47%56.98%29.18%
^GSPC
S&P 500 Index
-3.95%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Returns By Period

In the year-to-date period, WIX achieves a -12.89% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, WIX has outperformed ^GSPC with an annualized return of 16.28%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.


WIX

1D
0.48%
1M
24.72%
YTD
-12.89%
6M
-41.15%
1Y
-44.82%
3Y*
-3.21%
5Y*
-20.96%
10Y*
16.28%

^GSPC

1D
0.72%
1M
-4.45%
YTD
-3.95%
6M
-2.02%
1Y
16.73%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1313
Overall Rank
WIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
WIX Omega Ratio Rank: 1010
Omega Ratio Rank
WIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
WIX Martin Ratio Rank: 1717
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6464
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6969
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6060
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7777
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 ratio

Return per unit of total volatility

-0.80

0.92

-1.72

Sortino ratio

Return per unit of downside risk

-1.01

1.41

-2.43

Omega ratio

Gain probability vs. loss probability

0.87

1.21

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.67

1.41

-2.08

Martin ratio

Return relative to average drawdown

-1.23

6.61

-7.85

WIX vs. ^GSPC - Sharpe Ratio Comparison

The current WIX Sharpe Ratio is -0.80, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WIX 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.


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Sharpe Ratios by Period


WIX^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

0.92

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.61

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.68

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.46

-0.17

Correlation

The correlation between WIX and ^GSPC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Drawdowns

WIX vs. ^GSPC - Drawdown Comparison

The maximum WIX drawdown since its inception was -84.56%, 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.


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Drawdown Indicators


WIX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-84.56%

-56.78%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-66.88%

-12.14%

-54.74%

Max Drawdown (5Y)

Largest decline over 5 years

-83.18%

-25.43%

-57.75%

Max Drawdown (10Y)

Largest decline over 10 years

-84.56%

-33.92%

-50.64%

Current Drawdown

Current decline from peak

-74.37%

-5.78%

-68.59%

Average Drawdown

Average peak-to-trough decline

-35.24%

-10.75%

-24.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.15%

2.60%

+33.55%

Volatility

WIX vs. ^GSPC - Volatility Comparison

Wix.com Ltd. (WIX) has a higher volatility of 17.18% compared to S&P 500 Index (^GSPC) at 5.37%. 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.


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Volatility by Period


WIX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.18%

5.37%

+11.81%

Volatility (6M)

Calculated over the trailing 6-month period

44.00%

9.55%

+34.45%

Volatility (1Y)

Calculated over the trailing 1-year period

56.20%

18.33%

+37.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.29%

16.90%

+39.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.24%

18.05%

+35.19%