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S&P 600 (^SP600)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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S&P 600

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

Performance

Performance Chart

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.


1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%FebruaryMarchAprilMayJuneJuly
2,289.96%
1,899.56%
^SP600 (S&P 600)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P 600 had a return of 4.72% year-to-date (YTD) and 9.47% in the last 12 months. Over the past 10 years, S&P 600 had an annualized return of 7.57%, while the S&P 500 had an annualized return of 10.77%, indicating that S&P 600 did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.72%15.41%
1 month7.44%0.33%
6 months8.67%13.74%
1 year9.47%21.39%
5 years (annualized)7.99%13.11%
10 years (annualized)7.57%10.77%

Monthly Returns

The table below presents the monthly returns of ^SP600, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.03%3.15%3.03%-5.71%4.87%-2.46%4.72%
20239.40%-1.35%-5.38%-2.87%-1.94%8.03%5.43%-4.33%-6.16%-5.83%7.98%12.61%13.89%
2022-7.31%1.30%0.18%-7.87%1.72%-8.71%9.93%-4.51%-10.05%12.27%3.98%-6.89%-17.42%
20216.24%7.56%3.19%1.99%1.96%0.21%-2.44%1.90%-2.56%3.36%-2.42%4.36%25.27%
2020-4.05%-9.70%-22.60%12.60%4.15%3.58%4.03%3.86%-4.84%2.49%18.02%8.16%9.57%
201910.55%4.24%-3.53%3.81%-8.85%7.26%1.06%-4.64%3.15%1.86%2.92%2.79%20.86%
20182.47%-3.97%1.86%0.96%6.34%0.98%3.10%4.72%-3.32%-10.54%1.37%-12.26%-9.75%
2017-0.45%1.47%-0.27%0.85%-2.25%2.85%0.91%-2.69%7.56%0.89%3.39%-0.71%11.73%
2016-6.22%0.97%8.01%1.10%1.52%0.46%5.03%1.22%0.51%-4.53%12.38%3.19%24.74%
2015-3.55%5.91%1.44%-2.39%1.41%0.89%-0.91%-5.30%-3.66%6.02%2.52%-4.95%-3.36%
2014-3.91%4.35%0.57%-2.85%0.16%4.57%-5.56%4.18%-5.49%7.01%-0.39%2.70%4.44%
20135.72%1.31%4.10%-0.33%4.24%-0.28%6.76%-2.54%6.10%3.54%4.38%1.32%39.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SP600 is 31, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SP600 is 3131
^SP600 (S&P 600)
The Sharpe Ratio Rank of ^SP600 is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 3131Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 3030Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 3333Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 3131Martin 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 600 (^SP600) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SP600
Sharpe ratio
The chart of Sharpe ratio for ^SP600, currently valued at 0.46, compared to the broader market0.001.002.000.46
Sortino ratio
The chart of Sortino ratio for ^SP600, currently valued at 0.83, compared to the broader market-1.000.001.002.003.000.83
Omega ratio
The chart of Omega ratio for ^SP600, currently valued at 1.09, compared to the broader market1.001.201.401.09
Calmar ratio
The chart of Calmar ratio for ^SP600, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.000.32
Martin ratio
The chart of Martin ratio for ^SP600, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.001.002.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-1.000.001.002.003.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.001.201.401.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.005.0010.0015.0020.006.82

Sharpe Ratio

The current S&P 600 Sharpe ratio is 0.46. 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 600 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 Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.46
1.82
^SP600 (S&P 600)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.84%
-2.86%
^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.

The current S&P 600 drawdown is 5.84%.


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

Volatility Chart

The current S&P 600 volatility is 5.79%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.79%
2.76%
^SP600 (S&P 600)
Benchmark (^GSPC)