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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Consumer Staples 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 Consumer Staples Index (^SPLRCS) has returned 7.00% so far this year and 3.66% over the past 12 months. Over the last ten years, ^SPLRCS has returned 5.33% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Consumer Staples Index
- 1D
- 0.57%
- 1M
- -7.74%
- YTD
- 7.00%
- 6M
- 6.23%
- 1Y
- 3.66%
- 3Y*
- 5.85%
- 5Y*
- 5.76%
- 10Y*
- 5.33%
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, ^SPLRCS's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Dec 1991 with a return of +15.3%, while the worst month was Aug 1998 at -11.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^SPLRCS closed higher 52% of trading days. The best single day was Oct 28, 2008 with a return of +9.2%, while the worst single day was Mar 12, 2020 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.52% | 7.87% | -7.74% | 7.00% | |||||||||
| 2025 | 1.88% | 5.59% | -2.79% | 1.08% | 1.66% | -2.21% | -2.51% | 1.45% | -1.82% | -2.57% | 3.94% | -1.96% | 1.32% |
| 2024 | 1.37% | 2.12% | 3.17% | -1.07% | 2.32% | -0.53% | 1.77% | 5.78% | 0.59% | -2.94% | 4.55% | -5.24% | 11.98% |
| 2023 | -1.06% | -2.49% | 3.81% | 3.44% | -6.21% | 2.87% | 1.99% | -3.82% | -4.79% | -1.37% | 3.75% | 2.43% | -2.16% |
| 2022 | -1.52% | -1.50% | 1.41% | 2.40% | -4.73% | -2.87% | 3.13% | -1.88% | -8.33% | 8.83% | 6.20% | -3.11% | -3.17% |
| 2021 | -5.32% | -1.50% | 7.71% | 2.03% | 1.65% | -0.53% | 2.37% | 1.28% | -4.49% | 3.71% | -1.26% | 9.95% | 15.55% |
Benchmark Metrics
S&P 500 Consumer Staples Index has an annualized alpha of 3.04%, beta of 0.61, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.27%) than losses (56.00%) — typical of diversified or defensive assets.
- This index generated an annualized alpha of 3.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.61 indicates this index moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.04%
- Beta
- 0.61
- R²
- 0.53
- Upside Capture
- 61.27%
- Downside Capture
- 56.00%
Return for Risk
Risk / Return Rank
^SPLRCS ranks 29 for risk / return — below 29% 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 Consumer Staples Index (^SPLRCS) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPLRCS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.90 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.39 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.40 | -0.88 |
Martin ratioReturn relative to average drawdown | 1.18 | 6.61 | -5.43 |
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 ^SPLRCS 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 Consumer Staples 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 Staples Index was 40.76%, occurring on Mar 14, 2000. Recovery took 1608 trading sessions.
The current S&P 500 Consumer Staples Index drawdown is 7.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.76% | Nov 24, 1998 | 328 | Mar 14, 2000 | 1608 | Aug 4, 2006 | 1936 |
| -34.84% | Dec 11, 2007 | 312 | Mar 9, 2009 | 493 | Feb 18, 2011 | 805 |
| -24.71% | Feb 18, 2020 | 25 | Mar 23, 2020 | 110 | Aug 27, 2020 | 135 |
| -18.68% | Jul 7, 1998 | 62 | Oct 1, 1998 | 36 | Nov 20, 1998 | 98 |
| -17.69% | Apr 21, 2022 | 115 | Oct 7, 2022 | 443 | Jul 17, 2024 | 558 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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