S&P 100 Index (^OEX)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in S&P 100 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: ^OEX vs. SPY, ^OEX vs. ^NDX, ^OEX vs. QQQ, ^OEX vs. ^GSPC, ^OEX vs. MSFT, ^OEX vs. SPOT, ^OEX vs. VIGIX, ^OEX vs. LLY, ^OEX vs. AAPL
Return
S&P 100 Index had a return of 17.16% year-to-date (YTD) and 20.30% in the last 12 months. Over the past 10 years, S&P 100 Index had an annualized return of 10.29%, outperforming the S&P 500 benchmark which had an annualized return of 9.76%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -3.38% | -3.58% |
| 6 months | 9.05% | 6.12% |
| Year-To-Date | 17.16% | 11.33% |
| 1 year | 20.30% | 17.20% |
| 5 years (annualized) | 9.16% | 8.05% |
| 10 years (annualized) | 10.29% | 9.76% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.13% | 5.45% | 2.06% | 2.28% | 6.02% | 3.26% | -1.32% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^OEX S&P 100 Index | 1.11 | ||||
^GSPC S&P 500 | 0.98 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the S&P 100 Index. 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 100 Index is 61.31%, recorded on Mar 9, 2009. It took 1276 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.31% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 1276 | Apr 1, 2014 | 3526 |
| -34.96% | Aug 26, 1987 | 38 | Oct 19, 1987 | 496 | Oct 4, 1989 | 534 |
| -31.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -27.23% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -20.15% | Jul 17, 1990 | 62 | Oct 11, 1990 | 97 | Mar 1, 1991 | 159 |
Volatility Chart
The current S&P 100 Index volatility is 3.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.