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Performance
^OEX Performance Chart
S&P 100 Index (^OEX) is up 9.5% since the beginning of the year. ^OEX is currently trading at $3,757 per share. Investors who bought $1,000 worth of ^OEX shares 5 years ago would now be looking at an investment worth $1,961.
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Returns By Period
S&P 100 Index (^OEX) has returned 9.46% so far this year and 29.63% over the past 12 months.
S&P 100 Index
- 1D
- 0.35%
- 1M
- 2.95%
- YTD
- 9.46%
- 6M
- 8.91%
- 1Y
- 29.63%
- 3Y*
- 23.43%
- 5Y*
- 14.42%
- 10Y*
- 14.96%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^OEX Monthly Returns History
Based on dividend-adjusted daily data since Mar 11, 1983, ^OEX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 1987 with a return of +13.8%, while the worst month was Oct 1987 at -21.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^OEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Oct 19, 1987 at -21.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.14% | -2.61% | -4.82% | 11.50% | 6.22% | -0.43% | 9.46% | ||||||
| 2025 | 2.11% | -1.67% | -6.62% | -0.56% | 7.05% | 5.58% | 2.81% | 2.06% | 4.26% | 3.57% | -0.35% | -0.19% | 18.76% |
| 2024 | 2.34% | 5.45% | 2.72% | -3.75% | 5.69% | 4.90% | 0.43% | 2.11% | 2.19% | -0.58% | 5.33% | -0.44% | 29.25% |
| 2023 | 6.27% | -2.13% | 5.45% | 2.06% | 2.28% | 6.02% | 3.26% | -1.32% | -4.93% | -1.61% | 8.97% | 3.78% | 30.83% |
| 2022 | -4.65% | -4.04% | 3.86% | -9.89% | -0.42% | -7.80% | 9.27% | -4.65% | -9.58% | 7.06% | 5.00% | -6.48% | -22.12% |
| 2021 | -0.62% | 1.27% | 4.07% | 5.49% | 0.20% | 3.16% | 2.39% | 3.35% | -4.89% | 7.30% | -0.21% | 3.64% | 27.55% |
Benchmark Metrics
S&P 100 Index has an annualized alpha of 0.45%, beta of 1.04, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since March 14, 1983.
- This index participated in 122.53% of S&P 500 Index downside but only 112.39% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.04 and R2 of 0.96, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.45%
- Beta
- 1.04
- R²
- 0.96
- Upside Capture
- 112.39%
- Downside Capture
- 122.53%
Return for Risk
Risk / Return Rank
^OEX ranks 74 for risk / return — better than 74% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 100 Index (^OEX) and compare them to S&P 500 Index.
| ^OEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | — | — |
| Martin ratioReturn relative to average drawdown | 10.65 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 100 Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P 100 Index was 61.31%, occurring on Mar 9, 2009. Recovery took 1276 trading sessions.
The current S&P 100 Index drawdown is 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.31%Mar 2009 | 8y 11mo | 5y 24d | 14y 8dMar 2000 - Apr 2014 |
Black Monday1987 | -34.96%Oct 1987 | 1mo 24d | 1y 11mo | 2y 1moAug 1987 - Oct 1989 |
COVID crash2020 | -31.53%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -27.23%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1990 bear market1990 | -20.15%Oct 1990 | 2mo 26d | 4mo 21d | 7mo 17dJul 1990 - Mar 1991 |
Drawdown Indicators
| ^OEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.31% | -9.10% | -52.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.53% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -2.97% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -1.13% | -11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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