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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P Global Natural Resources Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
S&P Global Natural Resources Index (^NRU) has returned 19.61% so far this year and 41.26% over the past 12 months. Over the last ten years, ^NRU has returned 8.17% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P Global Natural Resources Index
- 1D
- 1.83%
- 1M
- -1.31%
- YTD
- 19.61%
- 6M
- 26.89%
- 1Y
- 41.26%
- 3Y*
- 9.95%
- 5Y*
- 8.42%
- 10Y*
- 8.17%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2008, ^NRU's average daily return is +0.15%, while the average monthly return is +0.19%. At this rate, your investment would double in approximately 30.4 years.
Historically, 53% of months were positive and 47% were negative. The best month was Nov 2020 with a return of +17.2%, while the worst month was Mar 2020 at -18.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^NRU closed higher 53% of trading days. The best single day was May 2, 2023 with a return of +729.1%, while the worst single day was May 1, 2023 at -88.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.33% | 9.86% | -1.31% | 19.61% | |||||||||
| 2025 | 5.52% | -0.45% | 0.95% | -3.25% | 2.58% | 3.34% | 0.69% | 6.11% | 1.59% | -0.83% | 3.69% | 3.16% | 25.23% |
| 2024 | -5.39% | -0.74% | 7.67% | -0.31% | 2.40% | -4.61% | 1.35% | -0.57% | 1.70% | -4.55% | -0.99% | -7.29% | -11.60% |
| 2023 | 7.47% | -5.74% | -1.81% | -0.45% | -9.89% | 6.19% | 7.66% | -4.02% | -0.84% | -5.07% | 4.51% | 3.67% | -0.15% |
| 2022 | 3.67% | 4.07% | 6.82% | -4.62% | 4.26% | -15.92% | 3.49% | 0.02% | -9.25% | 9.99% | 9.48% | -3.30% | 5.42% |
| 2021 | 0.30% | 8.67% | 1.39% | 3.93% | 4.90% | -2.42% | -0.46% | -1.89% | -2.00% | 4.71% | -4.76% | 6.93% | 19.97% |
Benchmark Metrics
S&P Global Natural Resources Index has an annualized alpha of 36.47%, beta of 0.66, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since May 27, 2008.
- This index participated in 110.97% of S&P 500 Index downside but only 71.37% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.66 may look defensive, but with R² of 0.01 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.01 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 36.47%
- Beta
- 0.66
- R²
- 0.01
- Upside Capture
- 71.37%
- Downside Capture
- 110.97%
Return for Risk
Risk / Return Rank
^NRU ranks 98 for risk / return — in the top 98% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P Global Natural Resources Index (^NRU) and compare them to a chosen benchmark (S&P 500 Index).
| ^NRU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.35 | 0.90 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.39 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 7.07 | 1.40 | +5.67 |
Martin ratioReturn relative to average drawdown | 29.10 | 6.61 | +22.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^NRU risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 S&P Global Natural Resources 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 Global Natural Resources Index was 91.05%, occurring on May 1, 2023. Recovery took 727 trading sessions.
The current S&P Global Natural Resources Index drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.05% | May 27, 2008 | 3880 | May 1, 2023 | 727 | Feb 11, 2026 | 4607 |
| -7.49% | Mar 3, 2026 | 14 | Mar 20, 2026 | — | — | — |
| -2.83% | Feb 12, 2026 | 4 | Feb 17, 2026 | 5 | Feb 24, 2026 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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