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S&P 500 (^GSPC)

Index · Currency in USD · Last updated May 17, 2022

    ^GSPCShare Price Chart


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    ^GSPCPerformance

    The chart shows the growth of $10,000 invested in S&P 500 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,376 for a total return of roughly 253.76%. All prices are adjusted for splits and dividends.


    ^GSPC (S&P 500)
    Benchmark (^GSPC)

    ^GSPCReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-8.76%-8.76%
    YTD-15.91%-15.91%
    6M-14.41%-14.41%
    1Y-3.97%-3.97%
    5Y10.80%10.80%
    10Y11.90%11.90%

    ^GSPCMonthly Returns Heatmap


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    ^GSPCSharpe Ratio Chart

    The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

    The current S&P 500 Sharpe ratio is -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

    The chart below displays rolling 12-month Sharpe Ratio.


    ^GSPC (S&P 500)
    Benchmark (^GSPC)

    ^GSPCDrawdowns Chart

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


    ^GSPC (S&P 500)
    Benchmark (^GSPC)

    ^GSPCWorst Drawdowns

    The table below shows the maximum drawdowns of the S&P 500. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

    The maximum drawdown since January 2010 for the S&P 500 is 33.92%, recorded on Mar 23, 2020. It took 103 trading sessions for the portfolio to recover.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -33.92%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
    -19.78%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
    -19.39%May 2, 2011108Oct 3, 201199Feb 24, 2012207
    -18.06%Jan 4, 202290May 12, 2022
    -15.99%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
    -14.16%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
    -10.16%Jan 29, 20189Feb 8, 2018137Aug 24, 2018146
    -9.94%Apr 3, 201242Jun 1, 201267Sep 6, 2012109
    -9.6%Sep 3, 202014Sep 23, 202037Nov 13, 202051
    -8.13%Jan 20, 201014Feb 8, 201022Mar 11, 201036

    ^GSPCVolatility Chart

    Current S&P 500 volatility is 35.25%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


    ^GSPC (S&P 500)
    Benchmark (^GSPC)

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