Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^HGX Performance Chart
PHLX Housing Sector Index (^HGX) is down 1.4% since the beginning of the year. ^HGX is currently trading at $655 per share. Investors who bought $1,000 worth of ^HGX shares 5 years ago would now be looking at an investment worth $1,362.
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Returns By Period
PHLX Housing Sector Index (^HGX) has returned -1.40% so far this year and -4.24% over the past 12 months. Over the last ten years, ^HGX has returned 10.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
PHLX Housing Sector Index
- 1D
- -0.61%
- 1M
- -8.66%
- 6M
- -4.88%
- YTD
- -1.40%
- 1Y
- -4.24%
- 3Y*
- 4.28%
- 5Y*
- 6.38%
- 10Y*
- 10.30%
- ALL TIME*
- 6.69%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^HGX Monthly Returns History
Based on dividend-adjusted daily data since Jul 3, 2002, ^HGX'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, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +22.8%, while the worst month was Mar 2020 at -32.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^HGX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -17.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.65% | 5.01% | -13.06% | 8.56% | -3.82% | 10.73% | -9.89% | -1.40% | |||||
| 2025 | 3.29% | -6.59% | -3.57% | -2.06% | -1.37% | 3.74% | 4.74% | 10.85% | -1.00% | -6.60% | 2.09% | -5.50% | -3.44% |
| 2024 | -2.12% | 6.70% | 7.59% | -9.76% | 4.44% | -3.57% | 17.52% | -0.46% | 4.25% | -5.73% | 5.56% | -15.69% | 4.48% |
| 2023 | 13.43% | -3.39% | 0.82% | 7.58% | -1.77% | 16.70% | 4.68% | -3.25% | -7.92% | -4.30% | 16.88% | 15.02% | 63.47% |
| 2022 | -11.56% | -5.19% | -8.07% | -2.32% | 2.71% | -12.69% | 15.51% | -7.32% | -8.30% | 7.77% | 8.72% | -1.94% | -23.84% |
| 2021 | 2.46% | 3.83% | 12.02% | 7.54% | -0.26% | -5.62% | 1.94% | 1.99% | -10.08% | 7.05% | 2.18% | 9.66% | 35.28% |
Benchmark Metrics
PHLX Housing Sector Index has an annualized alpha of -1.55%, beta of 1.22, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since July 03, 2002.
- This index participated in 134.10% of S&P 500 Index downside but only 127.79% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.55%
- Beta
- 1.22
- R²
- 0.58
- Upside Capture
- 127.79%
- Downside Capture
- 134.10%
Return for Risk
Risk / Return Rank
^HGX ranks 4 for risk / return — above 4% of indices peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PHLX Housing Sector Index (^HGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^HGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.00 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.21 | 8.49 | -8.70 |
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 PHLX Housing Sector 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 PHLX Housing Sector Index was 81.17%, occurring on Mar 9, 2009. Recovery took 2156 trading sessions.
The current PHLX Housing Sector Index drawdown is 21.54%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-81.17%Mar 2009 | 3y 7mo | 8y 6mo | 12y 2moJul 2005 - Sep 2017 | Financial crisis2007–2009 |
-52.28%Mar 2020 | 1mo 1d | 4mo 27d | 5mo 28dFeb 2020 - Aug 2020 | COVID crash2020 |
-37.15%Dec 2018 | 11mo 4d | 1y 28d | 1y 12moJan 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
-36.16%Jun 2022 | 5mo 15d | 1y 4d | 1y 5moJan 2022 - Jun 2023 | Bear market2022 |
-34.02%Oct 2002 | 3mo 3d | 7mo 28d | 11mo 1dJul 2002 - Jun 2003 | Dot-com crash2000–2002 |
Drawdown Indicators
| ^HGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.17% | -56.78% | -24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -9.10% | -12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -31.24% | -18.90% | -12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -36.16% | -25.43% | -10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -52.28% | -33.92% | -18.36% |
Current DrawdownCurrent decline from peak | -21.54% | -1.58% | -19.96% |
Average DrawdownAverage peak-to-trough decline | -26.12% | -10.70% | -15.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.16% | 2.14% | +10.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^HGX
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