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S&P 500 Real Estate Index (^SPLRCREC)
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 Real Estate Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
161.80%
418.68%
^SPLRCREC (S&P 500 Real Estate Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Real Estate Index (^SPLRCREC) returned 2.14% year-to-date (YTD) and 10.75% over the past 12 months. Over the past 10 years, ^SPLRCREC returned 3.37% annually, underperforming the S&P 500 benchmark at 10.31%.


^SPLRCREC

YTD

2.14%

1M

8.76%

6M

-2.48%

1Y

10.75%

5Y*

4.67%

10Y*

3.37%

^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 ^SPLRCREC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.23%4.51%-3.02%-0.97%0.52%2.14%
2024-4.79%2.45%1.12%-8.62%4.95%1.52%6.61%5.97%2.75%-3.71%3.65%-9.17%1.06%
20239.85%-6.07%-1.94%0.69%-4.64%4.83%1.19%-3.14%-7.82%-2.93%12.27%7.96%8.27%
2022-8.54%-5.09%7.28%-3.65%-5.13%-7.48%8.49%-5.71%-13.64%1.91%6.76%-5.47%-28.45%
20210.47%1.43%6.35%8.12%1.09%2.75%4.55%2.70%-6.64%7.46%-0.97%9.74%42.50%
20201.37%-6.53%-15.40%9.33%1.74%0.99%3.90%-0.11%-2.50%-3.42%6.79%0.92%-5.17%
201910.72%0.83%4.48%-0.57%0.90%1.26%1.69%4.61%0.48%-0.16%-1.97%0.79%24.93%
2018-1.94%-6.96%3.26%-0.76%1.97%3.88%1.00%2.23%-3.17%-1.73%5.30%-7.91%-5.64%
2017-0.13%4.43%-1.51%-0.02%0.45%1.41%1.12%0.86%-1.86%0.68%2.67%-1.00%7.17%
2016-4.62%-1.32%10.12%-2.29%1.32%5.91%2.85%-3.81%-1.82%-5.59%-3.33%3.80%0.01%
20155.80%-3.07%0.30%-4.81%-0.65%-4.67%5.40%-5.41%1.77%6.89%-0.95%1.64%1.24%
20142.88%3.71%0.21%3.54%3.06%-0.09%0.39%3.24%-5.38%8.83%3.23%0.43%26.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPLRCREC is 62, 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 ^SPLRCREC is 6262
Overall Rank
The Sharpe Ratio Rank of ^SPLRCREC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPLRCREC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^SPLRCREC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^SPLRCREC is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ^SPLRCREC is 5959
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 Real Estate Index (^SPLRCREC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Real Estate Index Sharpe ratio is 0.53. 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 Real Estate 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
0.64
0.43
^SPLRCREC (S&P 500 Real Estate 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
-20.04%
-8.74%
^SPLRCREC (S&P 500 Real Estate Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Real Estate 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 Real Estate Index was 78.78%, occurring on Mar 6, 2009. Recovery took 1484 trading sessions.

The current S&P 500 Real Estate Index drawdown is 20.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.78%Feb 8, 2007525Mar 6, 20091484Jan 22, 20152009
-38.92%Feb 18, 202025Mar 23, 2020271Apr 20, 2021296
-37.88%Jan 3, 2022452Oct 25, 2023
-26.41%Apr 15, 2002125Oct 9, 2002325Jan 26, 2004450
-18.73%Jan 27, 2015264Feb 11, 201696Jun 29, 2016360

Volatility

Volatility Chart

The current S&P 500 Real Estate Index volatility is 9.52%, 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
9.52%
11.45%
^SPLRCREC (S&P 500 Real Estate Index)
Benchmark (^GSPC)