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S&P 600 (^SP600)

Index · Currency in USD · Last updated Nov 28, 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 600, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JuneJulyAugustSeptemberOctoberNovember
1,925.71%
1,552.84%
^SP600 (S&P 600)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^SP600

S&P 600

Popular comparisons: ^SP600 vs. TMF, ^SP600 vs. VIS, ^SP600 vs. VTMSX, ^SP600 vs. GNE, ^SP600 vs. ^XLHK, ^SP600 vs. VOO, ^SP600 vs. VGT, ^SP600 vs. VOT, ^SP600 vs. MGK, ^SP600 vs. VGIT

Return

S&P 600 had a return of 1.08% year-to-date (YTD) and -5.06% in the last 12 months. Over the past 10 years, S&P 600 had an annualized return of 5.96%, while the S&P 500 had an annualized return of 9.71%, indicating that S&P 600 did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.08%18.52%
1 month9.47%10.52%
6 months2.06%8.20%
1 year-5.06%13.02%
5 years (annualized)4.03%10.68%
10 years (annualized)5.96%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.87%-1.94%8.03%5.43%-4.33%-6.16%-5.83%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) 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
^SP600
S&P 600
-0.24
^GSPC
S&P 500
0.91

Sharpe Ratio

The current S&P 600 Sharpe ratio is -0.24. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.24
0.91
^SP600 (S&P 600)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-20.19%
-5.13%
^SP600 (S&P 600)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 600. 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 600 was 59.17%, occurring on Mar 9, 2009. Recovery took 521 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.17%Jul 20, 2007412Mar 9, 2009521Mar 31, 2011933
-45.77%Sep 4, 2018390Mar 23, 2020186Dec 15, 2020576
-37.58%Apr 22, 1998119Oct 8, 1998324Jan 21, 2000443
-36.7%Oct 10, 1989269Oct 31, 1990261Nov 12, 1991530
-33.78%Apr 17, 2002123Oct 9, 2002269Nov 3, 2003392

Volatility Chart

The current S&P 600 volatility is 7.51%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.51%
3.31%
^SP600 (S&P 600)
Benchmark (^GSPC)

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