WRLD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about World Acceptance Corporation (WRLD) and S&P 500 Index (^GSPC).

Performance

WRLD vs. ^GSPC - Performance Comparison

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

WRLD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WRLD World Acceptance Corporation	0.85%	24.86%	-13.86%	97.95%	-73.13%	140.10%	18.31%	-15.51%	26.68%	25.58%
^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, WRLD achieves a 0.85% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, WRLD has outperformed ^GSPC with an annualized return of 15.04%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

WRLD

• 1D: 4.84%
• 1M: 3.46%
• YTD: 0.85%
• 6M: -16.48%
• 1Y: 9.26%
• 3Y*: 19.34%
• 5Y*: 1.69%
• 10Y*: 15.04%

^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)

Return for Risk

WRLD vs. ^GSPC — Risk / Return Rank

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

WRLD

WRLD Risk / Return Rank: 45
WRLD Sharpe Ratio Rank: 47
WRLD Sortino Ratio Rank: 42
WRLD Omega Ratio Rank: 44
WRLD Calmar Ratio Rank: 45
WRLD Martin Ratio Rank: 45

^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.

WRLD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) 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.

	WRLD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.19	0.92	-0.73
Sortino ratio Return per unit of downside risk	0.56	1.41	-0.85
Omega ratio Gain probability vs. loss probability	1.08	1.21	-0.13
Calmar ratio Return relative to maximum drawdown	0.19	1.41	-1.22
Martin ratio Return relative to average drawdown	0.42	6.61	-6.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WRLD vs. ^GSPC - Sharpe Ratio Comparison

The current WRLD Sharpe Ratio is 0.19, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WRLD 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

	WRLD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	0.92	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.61	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.68	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.46	-0.22

Correlation

The correlation between WRLD and ^GSPC is 0.35, 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

WRLD vs. ^GSPC - Drawdown Comparison

The maximum WRLD drawdown since its inception was -77.65%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WRLD and ^GSPC.

Drawdown Indicators

	WRLD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-77.65%	-56.78%	-20.87%
Max Drawdown (1Y) Largest decline over 1 year	-37.34%	-12.14%	-25.20%
Max Drawdown (5Y) Largest decline over 5 years	-77.00%	-25.43%	-51.57%
Max Drawdown (10Y) Largest decline over 10 years	-77.00%	-33.92%	-43.08%
Current Drawdown Current decline from peak	-45.34%	-5.78%	-39.56%
Average Drawdown Average peak-to-trough decline	-33.18%	-10.75%	-22.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.41%	2.60%	+14.81%

Volatility

WRLD vs. ^GSPC - Volatility Comparison

World Acceptance Corporation (WRLD) has a higher volatility of 13.52% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that WRLD'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

	WRLD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.52%	5.37%	+8.15%
Volatility (6M) Calculated over the trailing 6-month period	41.14%	9.55%	+31.59%
Volatility (1Y) Calculated over the trailing 1-year period	50.50%	18.33%	+32.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.84%	16.90%	+37.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.32%	18.05%	+37.27%