Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^MID Performance Chart
S&P Mid Cap 400 Index (^MID) is up 13.7% since the beginning of the year. ^MID is currently trading at $3,759 per share. Investors who bought $1,000 worth of ^MID shares 5 years ago would now be looking at an investment worth $1,390.
Loading charts...
Compare this symbol against anything
Returns By Period
S&P Mid Cap 400 Index (^MID) has returned 13.72% so far this year and 21.07% over the past 12 months. Over the last ten years, ^MID has returned 9.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
S&P Mid Cap 400 Index
- 1D
- -0.15%
- 1M
- -1.16%
- 6M
- 9.35%
- YTD
- 13.72%
- 1Y
- 21.07%
- 3Y*
- 11.36%
- 5Y*
- 6.81%
- 10Y*
- 9.35%
- ALL TIME*
- 10.68%
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%
^MID Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1981, ^MID's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +14.8%, while the worst month was Oct 1987 at -23.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^MID closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.99% | 4.02% | -5.56% | 7.80% | 2.34% | 3.42% | -2.44% | 13.72% | |||||
| 2025 | 3.78% | -4.44% | -5.68% | -2.32% | 5.25% | 3.38% | 1.56% | 3.26% | 0.29% | -0.53% | 1.92% | -0.10% | 5.90% |
| 2024 | -1.77% | 5.80% | 5.39% | -6.08% | 4.26% | -1.77% | 5.73% | -0.21% | 0.98% | -0.77% | 8.66% | -7.29% | 12.20% |
| 2023 | 9.14% | -1.95% | -3.41% | -0.87% | -3.36% | 8.96% | 4.05% | -3.04% | -5.42% | -5.42% | 8.33% | 8.50% | 14.45% |
| 2022 | -7.27% | 0.99% | 1.21% | -7.18% | 0.58% | -9.78% | 10.75% | -3.25% | -9.36% | 10.42% | 5.95% | -5.72% | -14.48% |
| 2021 | 1.45% | 6.67% | 4.53% | 4.44% | 0.08% | -1.15% | 0.28% | 1.83% | -4.09% | 5.82% | -3.06% | 4.92% | 23.21% |
Benchmark Metrics
S&P Mid Cap 400 Index has an annualized alpha of 2.23%, beta of 0.93, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 02, 1981.
- This index captured 107.65% of S&P 500 Index gains and 100.99% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 2.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R2 of 0.79, 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
- 2.23%
- Beta
- 0.93
- R²
- 0.79
- Upside Capture
- 107.65%
- Downside Capture
- 100.99%
Return for Risk
Risk / Return Rank
^MID ranks 55 for risk / return — above 55% of indices peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for S&P Mid Cap 400 Index (^MID) 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.
| ^MID | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.00 | +0.16 |
| Martin ratioReturn relative to average drawdown | 7.74 | 8.49 | -0.75 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P Mid Cap 400 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 Mid Cap 400 Index was 56.32%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current S&P Mid Cap 400 Index drawdown is 2.44%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-56.32%Mar 2009 | 1y 7mo | 1y 10mo | 3y 6moJul 2007 - Jan 2011 | Financial crisis2007–2009 |
-42.14%Mar 2020 | 1mo 1d | 7mo 22d | 8mo 23dFeb 2020 - Nov 2020 | COVID crash2020 |
-32.78%Oct 1987 | 2mo 2d | 1y 6mo | 1y 8moAug 1987 - Apr 1989 | Black Monday1987 |
-32.25%Oct 2002 | 5mo 25d | 1y 25d | 1y 6moApr 2002 - Nov 2003 | Dot-com crash2000–2002 |
-27.51%Oct 1998 | 5mo 18d | 2mo 24d | 8mo 12dApr 1998 - Dec 1998 | — |
Drawdown Indicators
| ^MID | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.32% | -56.78% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -9.10% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -18.90% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -25.43% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -33.92% | -8.22% |
Current DrawdownCurrent decline from peak | -2.44% | -1.58% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -10.70% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.14% | +0.36% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^MID
Add S&P Mid Cap 400 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^MID