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Performance
^SP500TR Performance Chart
S&P 500 Total Return (^SP500TR) is up 8.4% since the beginning of the year. ^SP500TR is currently trading at $16,504 per share. Investors who bought $1,000 worth of ^SP500TR shares 5 years ago would now be looking at an investment worth $1,876.
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Returns By Period
S&P 500 Total Return (^SP500TR) has returned 8.43% so far this year and 24.56% over the past 12 months. Looking at the last ten years, ^SP500TR has achieved an annualized return of 15.26%, outperforming the S&P 500 Index benchmark, which averaged 13.33% per year.
S&P 500 Total Return
- 1D
- -2.63%
- 1M
- 0.78%
- YTD
- 8.43%
- 6M
- 8.12%
- 1Y
- 24.56%
- 3Y*
- 21.54%
- 5Y*
- 13.41%
- 10Y*
- 15.26%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.64%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
^SP500TR Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 1988, ^SP500TR's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SP500TR closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.76% | -4.98% | 10.49% | 5.26% | -2.55% | 8.43% | ||||||
| 2025 | 2.78% | -1.30% | -5.63% | -0.68% | 6.29% | 5.09% | 2.24% | 2.03% | 3.65% | 2.34% | 0.25% | 0.06% | 17.88% |
| 2024 | 1.68% | 5.34% | 3.22% | -4.08% | 4.96% | 3.59% | 1.22% | 2.43% | 2.14% | -0.91% | 5.87% | -2.38% | 25.02% |
| 2023 | 6.28% | -2.44% | 3.67% | 1.56% | 0.43% | 6.61% | 3.21% | -1.59% | -4.77% | -2.10% | 9.13% | 4.54% | 26.29% |
| 2022 | -5.17% | -2.99% | 3.71% | -8.72% | 0.18% | -8.25% | 9.22% | -4.08% | -9.21% | 8.10% | 5.59% | -5.76% | -18.11% |
| 2021 | -1.01% | 2.76% | 4.38% | 5.34% | 0.70% | 2.33% | 2.38% | 3.04% | -4.65% | 7.01% | -0.69% | 4.48% | 28.71% |
Benchmark Metrics
S&P 500 Total Return has an annualized alpha of 2.12%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 05, 1988.
- This index captured 106.70% of S&P 500 Index gains but only 96.19% of its losses - a favorable profile for investors.
- This index generated an annualized alpha of 2.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 1.00, 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
- 2.12%
- Beta
- 1.00
- R²
- 1.00
- Upside Capture
- 106.70%
- Downside Capture
- 96.19%
Return for Risk
Risk / Return Rank
^SP500TR ranks 81 for risk / return — in the top 81% 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 500 Total Return (^SP500TR) and compare them to S&P 500 Index.
| ^SP500TR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.69 | +0.24 |
| Martin ratioReturn relative to average drawdown | 13.59 | 12.34 | +1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 500 Total Return. 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 Total Return was 55.25%, occurring on Mar 9, 2009. Recovery took 774 trading sessions.
The current S&P 500 Total Return drawdown is 2.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.25%Mar 2009 | 1y 5mo | 3y 25d | 4y 5moOct 2007 - Apr 2012 |
Dot-com crash2000–2002 | -47.41%Oct 2002 | 2y 1mo | 4y 15d | 6y 1moSep 2000 - Oct 2006 |
COVID crash2020 | -33.79%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -24.49%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.36%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| ^SP500TR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -56.78% | +1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.10% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -18.90% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -25.43% | +0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -33.92% | +0.13% |
Current DrawdownCurrent decline from peak | -2.94% | -2.97% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -10.72% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.97% | -0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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