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Often compared with ^SPLRCD:
^SPLRCD vs. ^GSPC

Performance

^SPLRCD Performance Chart

S&P 500 Consumer Discretionary Index (^SPLRCD) is down 0.7% since the beginning of the year. ^SPLRCD is currently trading at $1,916 per share. Investors who bought $1,000 worth of ^SPLRCD shares 5 years ago would now be looking at an investment worth $1,402.


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S&P 500 Index

Returns By Period

S&P 500 Consumer Discretionary Index (^SPLRCD) has returned -0.66% so far this year and 13.02% over the past 12 months. Over the last ten years, ^SPLRCD has returned 11.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


S&P 500 Consumer Discretionary Index

1D
-1.07%
1M
-2.92%
YTD
-0.66%
6M
-2.69%
1Y
13.02%
3Y*
15.95%
5Y*
6.99%
10Y*
11.81%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SPLRCD Monthly Returns History

Based on dividend-adjusted daily data since Sep 12, 1989, ^SPLRCD's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +20.5%, while the worst month was Oct 2008 at -19.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ^SPLRCD closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.70%-5.42%-5.75%11.72%2.56%-4.35%-0.66%
20254.39%-9.42%-9.02%-0.34%9.38%2.12%2.62%3.35%3.12%2.36%-2.44%0.69%5.31%
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%

Benchmark Metrics

S&P 500 Consumer Discretionary Index has an annualized alpha of 0.47%, beta of 1.05, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 12, 1989.

  • This index captured 111.04% of S&P 500 Index gains and 108.73% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.05 and R2 of 0.81, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.47%
Beta
1.05
0.81
Upside Capture
111.04%
Downside Capture
108.73%

Return for Risk

Risk / Return Rank

^SPLRCD ranks 27 for risk / return — below 27% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^SPLRCD Risk / Return Rank: 2727
Overall Rank
^SPLRCD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
^SPLRCD Sortino Ratio Rank: 2626
Sortino Ratio Rank
^SPLRCD Omega Ratio Rank: 2626
Omega Ratio Rank
^SPLRCD Calmar Ratio Rank: 2727
Calmar Ratio Rank
^SPLRCD Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P 500 Consumer Discretionary Index (^SPLRCD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^SPLRCDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.26

Calmar ratioReturn relative to maximum drawdown

0.69

2.78

-2.10

Martin ratioReturn relative to average drawdown

2.12

12.44

-10.32

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.


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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 5.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.53%Mar 2009
1y 9mo2y 1mo
3y 10moJun 2007 - Apr 2011
2003 bear market2003
-45.39%Mar 2003
3y 2mo3y 9mo
6y 11moJan 2000 - Dec 2006
Bear market2022
-41.25%Dec 2022
1y 1mo1y 10mo
2y 11moNov 2021 - Nov 2024
1990 bear market1990
-33.05%Oct 1990
1y 1d7mo 21d
1y 7moOct 1989 - May 1991
COVID crash2020
-32.54%Mar 2020
27d2mo 19d
3mo 16dFeb 2020 - Jun 2020

Drawdown Indicators


^SPLRCDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.53%

-56.78%

-3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-9.10%

-7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-28.16%

-18.90%

-9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.25%

-25.43%

-15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.25%

-33.92%

-7.33%

Current Drawdown

Current decline from peak

-5.36%

-1.80%

-3.56%

Average Drawdown

Average peak-to-trough decline

-10.78%

-10.71%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

2.03%

+3.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^SPLRCD

Add S&P 500 Consumer Discretionary Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^SPLRCD