Highlights
- Avg. Volume (1M)
- 5B
- Avg. Volume Value (1M)
- $18.18T
Share Price Chart
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Performance
^SP100 Performance Chart
S&P 100 Index (^SP100) is up 7.5% since the beginning of the year. ^SP100 is currently trading at $3,691 per share. Investors who bought $1,000 worth of ^SP100 shares 5 years ago would now be looking at an investment worth $1,835.
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Returns By Period
S&P 100 Index (^SP100) has returned 7.54% so far this year and 20.06% over the past 12 months. Looking at the last ten years, ^SP100 has achieved an annualized return of 14.45%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
S&P 100 Index
- 1D
- 0.93%
- 1M
- 0.53%
- 6M
- 7.38%
- YTD
- 7.54%
- 1Y
- 20.06%
- 3Y*
- 20.00%
- 5Y*
- 12.91%
- 10Y*
- 14.45%
- ALL TIME*
- 10.04%
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%
^SP100 Monthly Returns History
Based on dividend-adjusted daily data since Aug 2, 1982, ^SP100's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 1987 with a return of +13.8%, while the worst month was Oct 1987 at -21.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^SP100 closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Oct 19, 1987 at -21.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.14% | -2.61% | -4.82% | 11.50% | 6.22% | -2.81% | 0.65% | 7.54% | |||||
| 2025 | 2.11% | -1.67% | -6.62% | -0.56% | 7.05% | 5.58% | 2.81% | 2.06% | 4.26% | 3.57% | -0.35% | -0.19% | 18.76% |
| 2024 | 2.34% | 5.45% | 2.72% | -3.75% | 5.69% | 4.90% | 0.43% | 2.11% | 2.19% | -0.58% | 5.33% | -0.44% | 29.25% |
| 2023 | 6.27% | -2.13% | 5.45% | 2.06% | 2.28% | 6.02% | 3.26% | -1.32% | -4.93% | -1.61% | 8.97% | 3.78% | 30.83% |
| 2022 | -4.65% | -4.04% | 3.86% | -9.89% | -0.42% | -7.80% | 9.27% | -4.65% | -9.58% | 7.06% | 5.00% | -6.48% | -22.12% |
| 2021 | -0.62% | 1.27% | 4.07% | 5.49% | 0.20% | 3.16% | 2.39% | 3.35% | -4.89% | 7.30% | -0.21% | 3.64% | 27.55% |
Benchmark Metrics
S&P 100 Index has an annualized alpha of -0.17%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since August 02, 1982.
- With beta of 1.01 and R2 of 0.98, 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
- -0.17%
- Beta
- 1.01
- R²
- 0.98
- Upside Capture
- 100.37%
- Downside Capture
- 100.87%
Return for Risk
Risk / Return Rank
^SP100 ranks 46 for risk / return — above 46% 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 100 Index (^SP100) 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.
| ^SP100 | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.00 | -0.41 |
| Martin ratioReturn relative to average drawdown | 5.97 | 8.49 | -2.52 |
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 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 100 Index was 61.31%, occurring on Mar 9, 2009. Recovery took 1275 trading sessions.
The current S&P 100 Index drawdown is 2.43%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-61.31%Mar 2009 | 8y 11mo | 5y 24d | 14y 8dMar 2000 - Apr 2014 | Financial crisis2007–2009 |
-34.96%Oct 1987 | 1mo 24d | 1y 11mo | 2y 1moAug 1987 - Oct 1989 | Black Monday1987 |
-31.53%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 | COVID crash2020 |
-27.23%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-20.15%Oct 1990 | 2mo 26d | 4mo 21d | 7mo 17dJul 1990 - Mar 1991 | — |
Drawdown Indicators
| ^SP100 | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.31% | -56.78% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -9.10% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | -18.90% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.23% | -25.43% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -31.53% | -33.92% | +2.39% |
Current DrawdownCurrent decline from peak | -2.43% | -1.58% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -10.70% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.14% | +0.86% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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