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S&P 500 (^GSPC)

Index · Currency in USD · Last updated Feb 24, 2024

The S&P 500 Index (GSPC, or SP500), is a stock market index that represents the performance of the 500 largest publicly traded companies in the US. The index comprises many industries, including technology, healthcare, financials, consumer staples, etc. It is widely considered a leading indicator of the overall performance of the US stock market. It is often used as a benchmark for the performance of mutual funds, ETFs, and other investment products.

The S&P 500 Index is calculated by Standard & Poor's, a financial services company. It is a market-capitalization-weighted index, meaning that the weight of each company in the index is based on its market capitalization (the value of its outstanding shares of stock). The index is rebalanced periodically to reflect the current market conditions.

The S&P 500 Index is often used as a benchmark for the performance of mutual funds, ETFs, and other investment products because it provides broad exposure to the US stock market and represents a diverse range of industries. In addition, many investors use the S&P 500 Index as a benchmark for their portfolio performance, or they may invest in products that track the index's performance, such as ETFs.

Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in S&P 500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
15.50%
15.50%
^GSPC (S&P 500)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^GSPC

S&P 500

Popular comparisons: ^GSPC vs. SCHD, ^GSPC vs. SPHD, ^GSPC vs. XLY, ^GSPC vs. IWM, ^GSPC vs. KOLD, ^GSPC vs. XLP, ^GSPC vs. ONEQ, ^GSPC vs. ETV, ^GSPC vs. QQQ, ^GSPC vs. IVV

Return

S&P 500 had a return of 6.69% year-to-date (YTD) and 26.83% in the last 12 months. Over the past 10 years, S&P 500 had an annualized return of 10.70%, the same as the S&P 500 benchmark.


PeriodReturnBenchmark
Year-To-Date6.69%6.69%
1 month4.52%4.52%
6 months15.50%15.50%
1 year26.83%26.83%
5 years (annualized)12.76%12.76%
10 years (annualized)10.70%10.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.59%
20233.11%-1.77%-4.87%-2.20%8.92%4.42%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for S&P 500 (^GSPC) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
^GSPC
S&P 500
2.23

Sharpe Ratio

The current S&P 500 Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.23
2.23
^GSPC (S&P 500)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
^GSPC (S&P 500)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500. 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 500 was 56.78%, occurring on Mar 9, 2009. Recovery took 1021 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.78%Oct 10, 2007355Mar 9, 20091021Mar 28, 20131376
-49.15%Mar 27, 2000637Oct 9, 20021166May 30, 20071803
-48.2%Jan 12, 1973436Oct 3, 19741462Jul 17, 19801898
-33.92%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
-33.51%Aug 26, 198771Dec 4, 1987414Jul 26, 1989485

Volatility Chart

The current S&P 500 volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.90%
3.90%
^GSPC (S&P 500)
Benchmark (^GSPC)