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S&P Global 100 Index

Often compared with ^OOI:
^OOI vs. GOOGL

Performance

^OOI Performance Chart

S&P Global 100 Index (^OOI) is up 13.0% since the beginning of the year. ^OOI is currently trading at $5,815 per share. Investors who bought $1,000 worth of ^OOI shares 5 years ago would now be looking at an investment worth $2,071.


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S&P 500 Index

Returns By Period

S&P Global 100 Index (^OOI) has returned 12.99% so far this year and 38.80% over the past 12 months. Looking at the last ten years, ^OOI has achieved an annualized return of 14.80%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


S&P Global 100 Index

1D
0.05%
1M
6.46%
YTD
12.99%
6M
13.34%
1Y
38.80%
3Y*
24.66%
5Y*
15.67%
10Y*
14.80%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^OOI Monthly Returns History

Based on dividend-adjusted daily data since Nov 22, 2000, ^OOI's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +12.1%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ^OOI closed higher 53% of trading days. The best single day was Nov 27, 2006 with a return of +10.7%, while the worst single day was Nov 28, 2006 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.77%-1.10%-5.86%12.05%5.73%0.65%12.99%
20251.41%-0.48%-5.76%-0.07%6.69%5.44%3.56%2.62%4.44%5.04%0.62%0.25%25.76%
20242.10%4.74%3.51%-2.52%6.25%4.50%-0.21%1.68%1.00%-1.74%2.97%0.79%25.21%
20235.88%-3.00%5.75%3.71%-0.18%5.43%2.47%-1.83%-4.58%-1.75%8.42%3.42%25.35%
2022-2.85%-2.80%2.84%-7.99%-0.11%-7.75%7.69%-4.94%-9.44%6.78%6.32%-4.93%-17.62%
2021-0.27%1.35%2.94%4.82%0.70%2.36%2.33%2.55%-4.65%6.19%-0.79%4.56%23.90%

Benchmark Metrics

S&P Global 100 Index has an annualized alpha of -0.04%, beta of 0.81, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since November 24, 2000.

  • This index participated in 102.01% of S&P 500 Index downside but only 95.19% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.04%
Beta
0.81
0.78
Upside Capture
95.19%
Downside Capture
102.01%

Return for Risk

Risk / Return Rank

^OOI ranks 93 for risk / return — in the top 93% 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.


^OOI Risk / Return Rank: 9393
Overall Rank
^OOI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^OOI Sortino Ratio Rank: 9696
Sortino Ratio Rank
^OOI Omega Ratio Rank: 9696
Omega Ratio Rank
^OOI Calmar Ratio Rank: 8888
Calmar Ratio Rank
^OOI Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P Global 100 Index (^OOI) and compare them to S&P 500 Index.


^OOIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.11

2.39

+0.72

Sortino ratio

Return per unit of downside risk

4.23

3.25

+0.97

Omega ratio

Gain probability vs. loss probability

1.57

1.43

+0.13

Calmar ratio

Return relative to maximum drawdown

3.79

3.11

+0.68

Martin ratio

Return relative to average drawdown

17.11

14.38

+2.73

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 100 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 100 Index was 57.27%, occurring on Mar 9, 2009. Recovery took 2089 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.27%Mar 2009
1y 4mo8y 1mo
9y 6moNov 2007 - May 2017
2003 bear market2003
-45.29%Mar 2003
2y 3mo3y 8mo
5y 11moDec 2000 - Nov 2006
COVID crash2020
-31.27%Mar 2020
1mo 9d4mo 16d
5mo 25dFeb 2020 - Aug 2020
Bear market2022
-24.25%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-18.88%Apr 2025
1mo 17d2mo 5d
3mo 22dFeb 2025 - Jun 2025

Drawdown Indicators


^OOIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.27%

-56.78%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-9.10%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-18.90%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-25.43%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

-33.92%

+2.65%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-14.11%

-10.72%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.97%

+0.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^OOI

Add S&P Global 100 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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