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S&P 500 Communication Services Index (^S5TELS)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Communication Services Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
268.54%
1,514.94%
^S5TELS (S&P 500 Communication Services Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Communication Services Index (^S5TELS) returned -4.52% year-to-date (YTD) and 11.67% over the past 12 months. Over the past 10 years, ^S5TELS returned 7.59% annually, underperforming the S&P 500 benchmark at 10.31%.


^S5TELS

YTD

-4.52%

1M

10.52%

6M

-0.50%

1Y

11.67%

5Y*

13.43%

10Y*

7.59%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^S5TELS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.98%-6.30%-8.35%0.60%1.41%-4.52%
20244.84%5.66%4.33%-2.22%6.57%4.71%-4.16%1.23%4.54%1.80%3.09%3.49%38.89%
202314.22%-4.67%10.37%3.56%6.21%2.57%6.74%-0.40%-3.27%-2.00%7.81%4.78%54.36%
2022-6.38%-6.98%0.93%-12.64%-1.86%-7.70%3.50%-4.21%-12.16%-0.09%6.85%-7.85%-40.42%
2021-1.51%6.18%3.10%7.64%-0.07%2.71%3.39%4.99%-6.59%2.65%-5.17%2.52%20.53%
20200.66%-6.34%-12.20%13.51%5.99%-0.56%6.57%9.05%-6.48%0.54%9.54%3.07%22.18%
201910.07%0.82%2.39%6.22%-5.95%4.26%3.01%-1.54%0.41%2.73%3.74%1.91%30.88%
2018-0.64%-7.05%-1.12%-2.25%-2.27%2.24%1.00%2.93%4.26%-6.02%-0.68%-7.39%-16.43%
2017-3.50%-0.39%-1.23%-4.38%-0.98%-2.98%5.07%-3.08%3.52%-8.69%5.90%5.77%-5.97%
20165.48%2.69%6.26%-3.14%-0.04%9.32%0.02%-5.73%-0.95%-7.50%3.55%8.09%17.81%
2015-2.24%6.58%-3.79%4.68%-1.86%-2.32%-1.15%-3.36%-3.70%5.79%-1.33%1.72%-1.73%
2014-4.16%-1.04%4.67%0.42%3.39%-1.27%2.57%-1.07%0.35%-0.19%1.11%-6.19%-1.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^S5TELS is 74, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^S5TELS is 7474
Overall Rank
The Sharpe Ratio Rank of ^S5TELS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^S5TELS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ^S5TELS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^S5TELS is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ^S5TELS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P 500 Communication Services Index (^S5TELS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Communication Services Index Sharpe ratio is 0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P 500 Communication Services Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.50
0.44
^S5TELS (S&P 500 Communication Services Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.61%
-8.35%
^S5TELS (S&P 500 Communication Services Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Communication Services 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 500 Communication Services Index was 76.72%, occurring on Sep 30, 2002. Recovery took 5587 trading sessions.

The current S&P 500 Communication Services Index drawdown is 13.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.72%Nov 30, 1999711Sep 30, 20025587Dec 4, 20246298
-26.59%Jan 3, 1990163Aug 23, 1990605Jan 14, 1993768
-22.81%Feb 5, 202544Apr 8, 2025
-20.85%Feb 13, 1996143Sep 5, 1996194Jun 12, 1997337
-18.63%Oct 15, 1993290Dec 7, 1994194Sep 14, 1995484

Volatility

Volatility Chart

The current S&P 500 Communication Services Index volatility is 12.52%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.52%
11.43%
^S5TELS (S&P 500 Communication Services Index)
Benchmark (^GSPC)