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 -0.80%/yr vs 15.19%/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 -9.87% return, which is significantly lower than ^SP500TR's 10.76% return. Over the past 10 years, YELP has underperformed ^SP500TR with an annualized return of -0.80%, while ^SP500TR has yielded a comparatively higher 15.19% annualized return.
YELP
- 1D
- 2.16%
- 1M
- 17.55%
- 6M
- -6.07%
- YTD
- -9.87%
- 1Y
- -20.82%
- 3Y*
- -13.29%
- 5Y*
- -5.77%
- 10Y*
- -0.80%
^SP500TR
- 1D
- -0.51%
- 1M
- 0.37%
- 6M
- 9.12%
- YTD
- 10.76%
- 1Y
- 21.72%
- 3Y*
- 20.14%
- 5Y*
- 13.35%
- 10Y*
- 15.19%
YELP vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YELP Yelp Inc. | -9.87% | -21.47% | -18.25% | 73.15% | -24.56% | 10.93% | -6.20% | -0.46% | -16.61% | 10.04% |
^SP500TR S&P 500 Total Return | 10.76% | 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 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
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 0.16 - 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 | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.45 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.91 | 10.76 | -11.67 |
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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 | -72.06% | -0.86% | -71.20% |
Average DrawdownAverage peak-to-trough decline | -55.74% | -8.15% | -47.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.91% | 2.02% | +20.89% |
Volatility
YELP vs. ^SP500TR - Volatility Comparison
Yelp Inc. (YELP) has a higher volatility of 12.79% compared to S&P 500 Total Return (^SP500TR) at 3.26%. 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 | 12.79% | 3.26% | +9.53% |
Volatility (6M)Calculated over the trailing 6-month period | 33.55% | 10.00% | +23.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.67% | 12.55% | +29.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.03% | 17.00% | +20.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.92% | 18.05% | +27.87% |
Frequently Asked Questions
YELP and ^SP500TR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YELP has higher volatility (12.79%) compared to ^SP500TR (3.26%). In terms of maximum drawdown, YELP dropped -85.25% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.74 vs -0.50), 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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