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S&P 500 (TR) (^SP500TR)

Index · Currency in USD · Last updated Mar 18, 2023

Share Price Chart

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The chart shows the growth of $10,000 invested in S&P 500 (TR) in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $327,131 for a total return of roughly 3,171.31%. All prices are adjusted for splits and dividends.

^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)

S&P 500

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S&P 500 (TR) had a return of 2.41% year-to-date (YTD) and -8.57% in the last 12 months. Over the past 10 years, S&P 500 (TR) had an annualized return of 11.84%, outperforming the S&P 500 benchmark which had an annualized return of 9.71%.

1 month-5.11%-5.31%
6 months1.29%0.39%
1 year-8.57%-10.12%
5 years (annualized)9.23%7.32%
10 years (annualized)11.84%9.71%

Monthly Returns Heatmap


Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current S&P 500 (TR) Sharpe ratio is -0.37. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)

Drawdowns Chart

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

^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 (TR). A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the S&P 500 (TR) is 55.25%, recorded on Mar 9, 2009. It took 774 trading sessions for the portfolio to recover.



To Bottom


To Recover



-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
-19.19%Jul 20, 199831Aug 31, 199859Nov 23, 199890
-19.18%Jul 17, 199062Oct 11, 199084Feb 11, 1991146
-12.96%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188
-11.8%Jul 19, 199964Oct 15, 199922Nov 16, 199986
-11.14%Mar 27, 200015Apr 14, 200097Sep 1, 2000112

Volatility Chart

Current S&P 500 (TR) volatility is 21.24%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)