S&P 500 Total Return (^SP500TR) Sharpe Ratio: 2.52

^SP500TR's Sharpe Ratio of 2.52 indicates that for each unit of volatility, it generates 2.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

^SP500TR Sharpe Ratio Rank

Exceptional

^SP500TR ranks above 81.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

^SP500TR Sharpe Ratio Market Positioning

The chart shows ^SP500TR's Sharpe Ratio relative to all indices on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.40 or lower
Yellow zone (middle 50%): 0.40 to 2.36
Green zone (top 25%): 2.36 or higher
Top 1%: 5.72+
Median: 1.46 — half of all investments score higher

How it compares to other similar indices

The table compares ^SP500TR's Sharpe Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.

Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
^CASHX	US Money Market Index	257.73
^NWX	ARCA Networking	5.90
^SOX	PHLX Semiconductor Index	5.46
^DJUSSC	Dow Jones U.S. Semiconductors Index	3.75
^SIXT	Technology Select Sector Index	3.37
^XAX	NYSE American Composite Index	3.20
^DJUSST	Dow Jones U.S. Iron & Steel Index	3.14
^OOI	S&P Global 100 Index	3.11
^NDXT	NASDAQ 100 Technology Sector Index	3.02
^XCI	ARCA Computer Technology Index	3.01
^SP500TR	S&P 500 Total Return	2.52

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ^SP500TR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ^SP500TR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ^SP500TR fit in your portfolio?

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