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YELP vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

YELP vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yelp Inc. (YELP) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YELP vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

YELP
YELP Risk / Return Rank: 1212
Overall Rank
YELP Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YELP Sortino Ratio Rank: 1313
Sortino Ratio Rank
YELP Omega Ratio Rank: 1212
Omega Ratio Rank
YELP Calmar Ratio Rank: 1616
Calmar Ratio Rank
YELP Martin Ratio Rank: 88
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 7979
Overall Rank
^SP500TR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 7878
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8181
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7575
Calmar Ratio Rank
^SP500TR 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.

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^SP500TRDifference
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

YELP vs. ^SP500TR - Sharpe Ratio Comparison

The current YELP Sharpe Ratio is -0.80, which is lower than the ^SP500TR Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of YELP and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^SP500TRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-76.62%

-3.23%

-73.39%

Average Drawdown

Average peak-to-trough decline

-55.67%

-8.16%

-47.51%

Ulcer Index

Depth 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^SP500TRDifference

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.

Portfolio Optimizer

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