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S&P 500 (^GSPC)

Index · Currency in USD · Last updated Jan 28, 2023

The S&P 500 Index is a stock market index that represents the performance of the 500 largest publicly traded companies in the US. The index is composed of a broad range of industries, including technology, healthcare, financials, consumer staples, and more. It is widely considered to be a leading indicator of the overall performance of the US stock market and 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 ensure that it reflects 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.

^GSPCShare Price Chart


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S&P 500

^GSPCPerformance

The chart shows the growth of $10,000 invested in S&P 500 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,928 for a total return of roughly 259.28%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2023
-1.17%
-1.17%
^GSPC (S&P 500)
Benchmark (^GSPC)

^GSPCCompare to other instruments

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^GSPCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD6.02%6.02%
1M6.30%6.30%
6M-0.05%-0.05%
1Y-6.42%-6.42%
5Y7.22%7.22%
10Y10.51%10.51%

^GSPCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.26%-3.14%3.58%-8.80%0.01%-8.39%9.11%-4.24%-9.34%7.99%5.38%-5.90%
2021-1.11%2.61%4.24%5.24%0.55%2.22%2.27%2.90%-4.76%6.91%-0.83%4.36%
2020-0.16%-8.41%-12.51%12.68%4.53%1.84%5.51%7.01%-3.92%-2.77%10.75%3.71%
20197.87%2.97%1.79%3.93%-6.58%6.89%1.31%-1.81%1.72%2.04%3.40%2.86%
20185.62%-3.89%-2.69%0.27%2.16%0.48%3.60%3.03%0.43%-6.94%1.79%-9.18%
20171.79%3.72%-0.04%0.91%1.16%0.48%1.93%0.05%1.93%2.22%2.81%0.98%
2016-5.07%-0.41%6.60%0.27%1.53%0.09%3.56%-0.12%-0.12%-1.94%3.42%1.82%
2015-3.10%5.49%-1.74%0.85%1.05%-2.10%1.97%-6.26%-2.64%8.30%0.05%-1.75%
2014-3.56%4.31%0.69%0.62%2.10%1.91%-1.51%3.77%-1.55%2.32%2.45%-0.42%
20135.04%1.11%3.60%1.81%2.08%-1.50%4.95%-3.13%2.97%4.46%2.80%2.36%
20124.36%4.06%3.13%-0.75%-6.27%3.96%1.26%1.98%2.42%-1.98%0.28%0.71%
20112.26%3.20%-0.10%2.85%-1.35%-1.83%-2.15%-5.68%-7.18%10.77%-0.51%0.85%
2010-5.22%2.85%5.88%1.48%-8.20%-5.39%6.88%-4.74%8.76%3.69%-0.23%6.53%

^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 -0.27. 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.


-0.80-0.60-0.40-0.20SeptemberOctoberNovemberDecember2023
-0.27
-0.27
^GSPC (S&P 500)
Benchmark (^GSPC)

^GSPCDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-15.14%
-15.14%
^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
-25.43%Jan 4, 2022195Oct 12, 2022
-19.78%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-19.39%May 2, 2011108Oct 3, 201199Feb 24, 2012207
-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 16.76%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2023
16.76%
16.76%
^GSPC (S&P 500)
Benchmark (^GSPC)