YELP vs. ^SP500TR

Last updated Jun 4, 2026

YELP (Yelp Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, YELP returned -1.88%/yr vs 15.59%/yr for ^SP500TR. At a 0.45 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, YELP achieves a -27.54% return, which is significantly lower than ^SP500TR's 10.89% return. Over the past 10 years, YELP has underperformed ^SP500TR with an annualized return of -1.88%, while ^SP500TR has yielded a comparatively higher 15.59% annualized return.

YELP

• 1D: -4.55%
• 1M: -23.19%
• YTD: -27.54%
• 6M: -26.92%
• 1Y: -41.28%
• 3Y*: -13.60%
• 5Y*: -10.80%
• 10Y*: -1.88%

^SP500TR

• 1D: -0.74%
• 1M: 5.02%
• YTD: 10.89%
• 6M: 10.93%
• 1Y: 28.06%
• 3Y*: 22.47%
• 5Y*: 13.92%
• 10Y*: 15.59%

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

YELP vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YELP Yelp Inc.	-27.54%	-21.47%	-18.25%	73.15%	-24.56%	10.93%	-6.20%	-0.46%	-16.61%	10.04%
^SP500TR S&P 500 Total Return	10.89%	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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 5, 2012	0.45

Over the past year, the correlation between YELP and ^SP500TR has dropped to 0.24 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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: 5
YELP Sharpe Ratio Rank: 3
YELP Sortino Ratio Rank: 6
YELP Omega Ratio Rank: 5
YELP Calmar Ratio Rank: 7
YELP Martin Ratio Rank: 3

^SP500TR

^SP500TR Risk / Return Rank: 79
^SP500TR Sharpe Ratio Rank: 77
^SP500TR Sortino Ratio Rank: 77
^SP500TR Omega Ratio Rank: 77
^SP500TR Calmar Ratio Rank: 76
^SP500TR Martin Ratio Rank: 88

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.

	YELP	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-1.07	2.37	-3.45
Sortino ratio Return per unit of downside risk	-1.49	3.24	-4.74
Omega ratio Gain probability vs. loss probability	0.80	1.43	-0.63
Calmar ratio Return relative to maximum drawdown	-0.88	3.17	-4.05
Martin ratio Return relative to average drawdown	-1.71	14.81	-16.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YELP vs. ^SP500TR - Sharpe Ratio Comparison

The current YELP Sharpe Ratio is -1.07, which is lower than the ^SP500TR Sharpe Ratio of 2.37. 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.

Sharpe Ratios by Period

	YELP	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.07	2.37	-3.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.83	-1.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	0.87	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.65	-0.66

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.

Drawdown Indicators

	YELP	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-85.25%	-55.25%	-30.00%
Max Drawdown (1Y) Largest decline over 1 year	-47.18%	-8.89%	-38.29%
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	-77.54%	-0.74%	-76.80%
Average Drawdown Average peak-to-trough decline	-55.60%	-8.17%	-47.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.26%	1.90%	+22.36%

Volatility

YELP vs. ^SP500TR - Volatility Comparison

Yelp Inc. (YELP) has a higher volatility of 17.35% compared to S&P 500 Total Return (^SP500TR) at 2.93%. 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.

Volatility by Period

	YELP	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.35%	2.93%	+14.42%
Volatility (6M) Calculated over the trailing 6-month period	29.93%	8.99%	+20.94%
Volatility (1Y) Calculated over the trailing 1-year period	38.61%	11.89%	+26.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.80%	16.90%	+19.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.89%	18.07%	+27.82%

Frequently Asked Questions

Can I hold both YELP and ^SP500TR in my portfolio?

YELP and ^SP500TR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YELP or ^SP500TR?

YELP has higher volatility (17.35%) compared to ^SP500TR (2.93%). In terms of maximum drawdown, YELP dropped -85.25% vs ^SP500TR's -55.25%.

Which has better risk-adjusted returns?

^SP500TR currently has the higher Sharpe Ratio (2.37 vs -1.07), 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.