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S&P 500 Consumer Discretionary Index (^SPLRCD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^SPLRCD vs. ^GSPC
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Consumer Discretionary Index, 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%2,400.00%December2025FebruaryMarchAprilMay
1,930.31%
1,507.95%
^SPLRCD (S&P 500 Consumer Discretionary Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Consumer Discretionary Index (^SPLRCD) returned -14.26% year-to-date (YTD) and 7.50% over the past 12 months. Over the past 10 years, ^SPLRCD had an annualized return of 9.97%, just below the S&P 500 benchmark at 10.31%.


^SPLRCD

YTD

-14.26%

1M

8.69%

6M

-7.48%

1Y

7.50%

5Y*

10.54%

10Y*

9.97%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.39%-9.42%-9.02%-0.34%0.00%-14.26%
2024-3.55%8.60%0.01%-4.35%0.19%4.82%1.64%-1.08%7.02%-1.57%13.24%2.33%29.13%
202314.99%-2.27%3.01%-0.99%3.09%11.99%2.40%-1.30%-6.01%-4.51%10.76%6.07%41.04%
2022-9.70%-4.06%4.82%-13.03%-4.91%-10.90%18.90%-4.72%-8.09%0.20%0.81%-11.31%-37.58%
20210.39%-1.01%3.59%7.08%-3.89%3.75%0.48%2.04%-2.62%10.91%1.90%-0.31%23.66%
20200.58%-7.69%-13.39%20.51%4.86%4.90%8.98%9.43%-3.69%-2.95%8.48%2.45%32.07%
201910.23%0.65%3.94%5.65%-7.73%7.63%0.90%-1.43%0.72%0.29%1.13%2.65%26.20%
20189.24%-3.56%-2.46%2.27%1.87%3.51%1.71%4.98%0.97%-11.33%2.60%-8.45%-0.49%
20174.18%1.82%1.90%2.35%0.98%-1.34%1.76%-2.00%0.75%2.02%4.90%2.28%21.23%
2016-5.19%0.24%6.48%0.05%0.00%-1.33%4.42%-1.42%-0.42%-2.43%4.52%-0.11%4.32%
2015-3.14%8.46%-0.64%-0.09%1.19%0.46%4.71%-6.56%-0.79%8.99%-0.36%-2.97%8.43%
2014-5.96%6.09%-2.93%-1.41%2.73%1.83%-1.37%4.33%-2.92%2.09%5.28%0.75%8.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPLRCD is 41, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPLRCD is 4141
Overall Rank
The Sharpe Ratio Rank of ^SPLRCD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPLRCD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ^SPLRCD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ^SPLRCD is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ^SPLRCD is 3939
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 Consumer Discretionary Index (^SPLRCD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Consumer Discretionary Index Sharpe ratio is 0.29. 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 Consumer Discretionary Index 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
0.26
0.43
^SPLRCD (S&P 500 Consumer Discretionary Index)
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.88%
-8.74%
^SPLRCD (S&P 500 Consumer Discretionary Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Consumer Discretionary Index. 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 Consumer Discretionary Index was 60.53%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.

The current S&P 500 Consumer Discretionary Index drawdown is 19.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.53%Jun 5, 2007444Mar 9, 2009539Apr 27, 2011983
-45.39%Jan 11, 2000793Mar 11, 2003951Dec 14, 20061744
-41.25%Nov 22, 2021275Dec 28, 2022473Nov 6, 2024748
-33.05%Oct 10, 1989255Oct 11, 1990159May 30, 1991414
-32.54%Feb 20, 202020Mar 18, 202055Jun 5, 202075

Volatility

Volatility Chart

The current S&P 500 Consumer Discretionary Index volatility is 14.05%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.05%
11.45%
^SPLRCD (S&P 500 Consumer Discretionary Index)
Benchmark (^GSPC)