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S&P 500 Total Return (^SP500TR)

Index · Currency in USD · Last updated Dec 9, 2023
Summary

Share Price Chart


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Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.96%
7.11%
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^SP500TR

S&P 500 Total Return

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Return

S&P 500 Total Return had a return of 21.81% year-to-date (YTD) and 18.11% in the last 12 months. Over the past 10 years, S&P 500 Total Return had an annualized return of 11.94%, outperforming the S&P 500 benchmark which had an annualized return of 9.85%.


PeriodReturnBenchmark
Year-To-Date21.81%19.92%
1 month5.28%5.06%
6 months7.96%7.11%
1 year18.11%16.17%
5 years (annualized)13.77%11.84%
10 years (annualized)11.94%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.43%6.61%3.21%-1.59%-4.77%-2.10%9.13%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SP500TR
S&P 500 Total Return
1.39
^GSPC
S&P 500
1.25

Sharpe Ratio

The current S&P 500 Total Return Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.39
1.25
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.88%
-4.01%
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.25%Oct 10, 2007355Mar 9, 2009774Apr 2, 20121129
-47.41%Sep 5, 2000525Oct 9, 20021017Oct 23, 20061542
-33.79%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.49%Jan 4, 2022195Oct 12, 2022
-19.36%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility Chart

The current S&P 500 Total Return volatility is 2.79%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
2.77%
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)