PortfoliosLab logo
S&P 500 Total Return (^SP500TR)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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.


2,000.00%3,000.00%4,000.00%5,000.00%December2025FebruaryMarchAprilMay
4,765.57%
2,107.70%
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)

Returns By Period

S&P 500 Total Return (^SP500TR) returned -3.52% year-to-date (YTD) and 11.69% over the past 12 months. Over the past 10 years, ^SP500TR delivered an annualized return of 12.35%, outperforming the S&P 500 benchmark at 10.35%.


^SP500TR

YTD

-3.52%

1M

11.44%

6M

-0.43%

1Y

11.69%

5Y*

16.53%

10Y*

12.35%

^GSPC (Benchmark)

YTD

-3.93%

1M

11.36%

6M

-1.09%

1Y

10.19%

5Y*

14.74%

10Y*

10.35%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SP500TR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.78%-1.30%-5.63%-0.68%1.47%-3.52%
20241.68%5.34%3.22%-4.08%4.96%3.59%1.22%2.43%2.14%-0.91%5.87%-2.38%25.02%
20236.28%-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%
2020-0.04%-8.23%-12.35%12.82%4.76%1.99%5.64%7.19%-3.80%-2.66%10.95%3.84%18.40%
20198.01%3.21%1.94%4.05%-6.35%7.05%1.44%-1.58%1.87%2.17%3.63%3.02%31.49%
20185.73%-3.69%-2.54%0.38%2.41%0.62%3.72%3.26%0.57%-6.83%2.04%-9.03%-4.38%
20171.90%3.97%0.12%1.03%1.41%0.62%2.06%0.31%2.06%2.33%3.07%1.11%21.83%
2016-4.96%-0.13%6.78%0.39%1.80%0.26%3.69%0.14%0.02%-1.82%3.70%1.98%11.96%
2015-3.00%5.75%-1.58%0.96%1.29%-1.94%2.10%-6.03%-2.47%8.44%0.30%-1.58%1.38%
2014-3.46%4.57%0.84%0.74%2.35%2.07%-1.38%4.00%-1.40%2.44%2.69%-0.25%13.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, ^SP500TR is among the top 22% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SP500TR is 7878
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8383
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 Total Return (^SP500TR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^SP500TR, currently valued at 0.73, compared to the broader market-0.500.000.501.001.50
^SP500TR: 0.73
^GSPC: 0.65
The chart of Sortino ratio for ^SP500TR, currently valued at 1.13, compared to the broader market-1.00-0.500.000.501.001.502.00
^SP500TR: 1.13
^GSPC: 1.02
The chart of Omega ratio for ^SP500TR, currently valued at 1.17, compared to the broader market0.901.001.101.201.30
^SP500TR: 1.17
^GSPC: 1.15
The chart of Calmar ratio for ^SP500TR, currently valued at 0.75, compared to the broader market-0.500.000.501.001.50
^SP500TR: 0.75
^GSPC: 0.67
The chart of Martin ratio for ^SP500TR, currently valued at 2.98, compared to the broader market0.002.004.006.008.00
^SP500TR: 2.98
^GSPC: 2.62

The current S&P 500 Total Return Sharpe ratio is 0.73. 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 Total Return 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
0.73
0.65
^SP500TR (S&P 500 Total Return)
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
-7.80%
-8.04%
^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.

The current S&P 500 Total Return drawdown is 7.80%.


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, 2022294Dec 13, 2023489
-19.36%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The current S&P 500 Total Return volatility is 13.19%, 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
13.19%
13.20%
^SP500TR (S&P 500 Total Return)
Benchmark (^GSPC)