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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.
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Returns By Period
S&P 500 Industrials Index (^SPLRCI) has returned 2.69% so far this year and 21.51% over the past 12 months. Over the last ten years, ^SPLRCI has returned 10.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Industrials Index
- 1D
- -1.27%
- 1M
- -9.96%
- YTD
- 2.69%
- 6M
- 3.24%
- 1Y
- 21.51%
- 3Y*
- 17.48%
- 5Y*
- 10.15%
- 10Y*
- 10.81%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 12, 1989, ^SPLRCI's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.7%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SPLRCI closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.62% | 6.97% | -9.96% | 2.69% | |||||||||
| 2025 | 4.99% | -1.60% | -3.72% | 0.15% | 8.63% | 3.46% | 2.95% | -0.15% | 1.72% | 0.43% | -1.01% | 1.13% | 17.70% |
| 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% |
| 2023 | 3.68% | -1.17% | 0.55% | -1.22% | -3.45% | 11.17% | 2.86% | -2.26% | -6.06% | -2.97% | 8.51% | 6.85% | 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% |
Benchmark Metrics
S&P 500 Industrials Index has an annualized alpha of 0.32%, beta of 1.00, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.
- With beta of 1.00 and R² of 0.83, 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
- 0.32%
- Beta
- 1.00
- R²
- 0.83
- Upside Capture
- 104.76%
- Downside Capture
- 104.73%
Return for Risk
Risk / Return Rank
^SPLRCI ranks 69 for risk / return — better than 69% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Industrials Index (^SPLRCI) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPLRCI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.90 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.39 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.40 | +0.13 |
Martin ratioReturn relative to average drawdown | 6.26 | 6.61 | -0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SPLRCI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 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 10.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.15% | Oct 10, 2007 | 355 | Mar 9, 2009 | 1059 | May 17, 2013 | 1414 |
| -45.7% | May 22, 2001 | 346 | Oct 9, 2002 | 878 | Apr 4, 2006 | 1224 |
| -42.63% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -28.09% | Jul 17, 1990 | 62 | Oct 11, 1990 | 160 | May 31, 1991 | 222 |
| -25.46% | Apr 3, 1998 | 131 | Oct 8, 1998 | 107 | Mar 15, 1999 | 238 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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