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S&P 500 Industrials Index (^SPLRCI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Industrials Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%December2025FebruaryMarchAprilMay
1,402.05%
1,514.94%
^SPLRCI (S&P 500 Industrials Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Industrials Index (^SPLRCI) returned 1.74% year-to-date (YTD) and 7.87% over the past 12 months. Over the past 10 years, ^SPLRCI returned 8.86% annually, underperforming the S&P 500 benchmark at 10.43%.


^SPLRCI

YTD

1.74%

1M

15.17%

6M

-4.47%

1Y

7.87%

5Y*

16.31%

10Y*

8.86%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.99%-1.60%-3.72%0.15%2.13%1.74%
2024-0.92%6.98%4.32%-3.62%1.44%-1.05%4.84%2.67%3.27%-1.39%7.33%-8.10%15.64%
20233.68%-1.17%0.55%-1.22%-3.45%11.17%2.85%-2.26%-6.06%-2.97%8.51%6.84%16.04%
2022-4.76%-1.13%3.29%-7.57%-0.78%-7.50%9.46%-3.08%-10.56%13.86%7.57%-3.11%-7.10%
2021-4.34%6.63%8.82%3.55%2.89%-2.28%0.85%0.92%-6.22%6.83%-3.71%5.22%19.40%
2020-0.51%-9.61%-19.29%8.66%5.13%1.90%4.28%8.31%-0.84%-1.49%15.64%1.12%9.01%
201911.36%6.06%-1.24%4.05%-8.08%7.75%0.60%-2.95%2.93%0.98%4.14%-0.16%26.83%
20185.25%-4.25%-2.77%-2.85%2.69%-3.43%7.25%-0.01%2.07%-10.86%3.47%-10.81%-15.00%
20171.37%3.40%-0.77%1.71%1.19%1.21%0.01%-0.17%3.84%0.15%3.54%1.77%18.54%
2016-5.81%3.50%7.02%0.83%-0.81%0.79%3.35%0.48%-0.27%-2.07%8.48%0.32%16.08%
2015-3.69%5.20%-2.68%-0.08%0.05%-2.73%0.14%-5.64%-2.02%9.12%0.60%-2.21%-4.72%
2014-4.53%3.52%0.79%1.50%1.69%0.10%-4.13%3.94%-1.27%3.65%2.79%-0.33%7.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPLRCI is 50, 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 ^SPLRCI is 5050
Overall Rank
The Sharpe Ratio Rank of ^SPLRCI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPLRCI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ^SPLRCI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ^SPLRCI is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ^SPLRCI is 5353
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 Industrials Index (^SPLRCI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Industrials Index Sharpe ratio is 0.40. 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 Industrials 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
0.40
0.44
^SPLRCI (S&P 500 Industrials 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.50%
-8.35%
^SPLRCI (S&P 500 Industrials Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Industrials 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 Industrials Index was 65.15%, occurring on Mar 9, 2009. Recovery took 1059 trading sessions.

The current S&P 500 Industrials Index drawdown is 6.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.15%Oct 10, 2007355Mar 9, 20091059May 17, 20131414
-45.7%May 22, 2001346Oct 9, 2002878Apr 4, 20061224
-42.63%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-28.09%Jul 17, 199062Oct 11, 1990160May 31, 1991222
-25.46%Apr 3, 1998131Oct 8, 1998107Mar 15, 1999238

Volatility

Volatility Chart

The current S&P 500 Industrials Index volatility is 10.27%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.27%
11.43%
^SPLRCI (S&P 500 Industrials Index)
Benchmark (^GSPC)