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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Materials 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 Materials Index (^SPLRCM) has returned 6.94% so far this year and 13.33% over the past 12 months. Over the last ten years, ^SPLRCM has returned 8.06% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Materials Index
- 1D
- -0.32%
- 1M
- -9.09%
- YTD
- 6.94%
- 6M
- 7.63%
- 1Y
- 13.33%
- 3Y*
- 7.82%
- 5Y*
- 4.18%
- 10Y*
- 8.06%
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, ^SPLRCM's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 1999 with a return of +24.1%, while the worst month was Oct 2008 at -22.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 9 months.
On a daily basis, ^SPLRCM closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.3%, while the worst single day was Oct 15, 2008 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.64% | 8.27% | -9.09% | 6.94% | |||||||||
| 2025 | 5.52% | -0.15% | -2.90% | -2.24% | 2.80% | 2.09% | -0.51% | 5.58% | -2.31% | -5.10% | 3.97% | 2.01% | 8.43% |
| 2024 | -3.93% | 6.27% | 6.22% | -4.61% | 3.07% | -3.26% | 4.31% | 2.22% | 2.41% | -3.55% | 1.45% | -10.91% | -1.83% |
| 2023 | 8.96% | -3.49% | -1.34% | -0.17% | -7.11% | 10.81% | 3.36% | -3.46% | -5.05% | -3.22% | 8.06% | 4.33% | 10.23% |
| 2022 | -6.86% | -1.43% | 5.82% | -3.52% | 0.95% | -14.08% | 6.08% | -3.67% | -9.62% | 8.97% | 11.50% | -5.81% | -14.06% |
| 2021 | -2.38% | 3.66% | 7.29% | 5.32% | 5.04% | -5.54% | 2.00% | 1.74% | -7.43% | 7.61% | -0.70% | 7.34% | 25.00% |
Benchmark Metrics
S&P 500 Materials Index has an annualized alpha of -1.29%, beta of 0.98, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.
- This index participated in 109.97% of S&P 500 Index downside but only 99.07% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.98 and R² of 0.65, 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
- -1.29%
- Beta
- 0.98
- R²
- 0.65
- Upside Capture
- 99.07%
- Downside Capture
- 109.97%
Return for Risk
Risk / Return Rank
^SPLRCM ranks 37 for risk / return — below 37% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Materials Index (^SPLRCM) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPLRCM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.90 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.39 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.40 | -0.52 |
Martin ratioReturn relative to average drawdown | 2.91 | 6.61 | -3.70 |
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 ^SPLRCM 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 Materials 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 Materials Index was 62.11%, occurring on Mar 2, 2009. Recovery took 1217 trading sessions.
The current S&P 500 Materials Index drawdown is 9.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.11% | May 19, 2008 | 198 | Mar 2, 2009 | 1217 | Dec 24, 2013 | 1415 |
| -39.82% | Jan 29, 2018 | 541 | Mar 23, 2020 | 111 | Aug 28, 2020 | 652 |
| -39.68% | May 7, 1999 | 861 | Oct 9, 2002 | 498 | Oct 1, 2004 | 1359 |
| -28.87% | Oct 5, 1989 | 261 | Oct 16, 1990 | 156 | May 30, 1991 | 417 |
| -28.87% | May 15, 1998 | 75 | Aug 31, 1998 | 171 | May 6, 1999 | 246 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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