YELP vs. ^SP500TR
YELP (Yelp Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, YELP returned -1.49%/yr vs 15.84%/yr for ^SP500TR. At a 0.44 correlation, their price movements are largely independent.
Performance
YELP vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, YELP achieves a -24.58% return, which is significantly lower than ^SP500TR's 8.11% return. Over the past 10 years, YELP has underperformed ^SP500TR with an annualized return of -1.49%, while ^SP500TR has yielded a comparatively higher 15.84% annualized return.
YELP
- 1D
- -1.88%
- 1M
- -0.04%
- YTD
- -24.58%
- 6M
- -25.51%
- 1Y
- -31.97%
- 3Y*
- -13.24%
- 5Y*
- -10.99%
- 10Y*
- -1.49%
^SP500TR
- 1D
- -0.01%
- 1M
- -2.04%
- YTD
- 8.11%
- 6M
- 6.78%
- 1Y
- 22.24%
- 3Y*
- 20.96%
- 5Y*
- 13.06%
- 10Y*
- 15.84%
YELP vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YELP Yelp Inc. | -24.58% | -21.47% | -18.25% | 73.15% | -24.56% | 10.93% | -6.20% | -0.46% | -16.61% | 10.04% |
^SP500TR S&P 500 Total Return | 8.11% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between YELP and ^SP500TR 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 | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.44 |
Over the past year, the correlation between YELP and ^SP500TR has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
YELP vs. ^SP500TR — Risk / Return Rank
YELP
^SP500TR
YELP vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) and S&P 500 Total Return (^SP500TR). 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.
| YELP | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.51 | -3.24 |
| Martin ratioReturn relative to average drawdown | -1.45 | 11.17 | -12.62 |
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Drawdowns
YELP vs. ^SP500TR - Drawdown Comparison
The maximum YELP drawdown since its inception was -85.25%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for YELP and ^SP500TR.
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Drawdown Indicators
| YELP | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -55.25% | -30.00% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -8.89% | -35.01% |
Max Drawdown (3Y)Largest decline over 3 years | -59.16% | -18.75% | -40.41% |
Max Drawdown (5Y)Largest decline over 5 years | -59.16% | -24.49% | -34.67% |
Max Drawdown (10Y)Largest decline over 10 years | -72.23% | -33.79% | -38.44% |
Current DrawdownCurrent decline from peak | -76.62% | -3.23% | -73.39% |
Average DrawdownAverage peak-to-trough decline | -55.67% | -8.16% | -47.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.02% | 2.00% | +20.02% |
Volatility
YELP vs. ^SP500TR - Volatility Comparison
Yelp Inc. (YELP) has a higher volatility of 14.03% compared to S&P 500 Total Return (^SP500TR) at 4.82%. This indicates that YELP's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YELP | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.03% | 4.82% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 31.84% | 9.88% | +21.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.28% | 12.50% | +27.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.81% | 17.00% | +19.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.92% | 18.08% | +27.84% |
Frequently Asked Questions
YELP and ^SP500TR 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.
YELP has higher volatility (14.03%) compared to ^SP500TR (4.82%). In terms of maximum drawdown, YELP dropped -85.25% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.79 vs -0.80), 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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