Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Utilities Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
S&P 500 Utilities Index (^SPLRCU) has returned 6.91% so far this year and 15.71% over the past 12 months. Over the last ten years, ^SPLRCU has returned 6.32% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Utilities Index
- 1D
- 0.61%
- 1M
- -3.96%
- YTD
- 6.91%
- 6M
- 4.65%
- 1Y
- 15.71%
- 3Y*
- 11.43%
- 5Y*
- 7.52%
- 10Y*
- 6.32%
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, ^SPLRCU's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, your investment would double in approximately 12.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Aug 2000 with a return of +13.2%, while the worst month was Jul 2002 at -14.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^SPLRCU closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.5%, 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 | 1.32% | 9.87% | -3.96% | 6.91% | |||||||||
| 2025 | 2.85% | 1.17% | 0.06% | 0.04% | 3.36% | 0.07% | 4.89% | -2.03% | 3.97% | 2.02% | 1.33% | -5.31% | 12.69% |
| 2024 | -3.06% | 0.53% | 6.31% | 1.59% | 8.46% | -5.75% | 6.73% | 4.29% | 6.43% | -1.07% | 3.16% | -8.07% | 19.58% |
| 2023 | -2.04% | -6.36% | 4.62% | 1.82% | -6.36% | 1.47% | 2.35% | -6.72% | -5.83% | 1.23% | 4.52% | 1.69% | -10.20% |
| 2022 | -3.31% | -2.32% | 10.08% | -1.33% | 0.70% | -5.13% | 5.39% | 0.07% | -11.55% | 2.00% | 6.51% | -0.77% | -1.44% |
| 2021 | -0.96% | -6.54% | 10.13% | 4.22% | -2.78% | -2.43% | 4.21% | 3.50% | -6.42% | 4.70% | -2.13% | 9.36% | 13.99% |
Benchmark Metrics
S&P 500 Utilities Index has an annualized alpha of 0.08%, beta of 0.60, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.
- This index participated in 53.00% of S&P 500 Index downside but only 44.90% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 may look defensive, but with R² of 0.37 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.37 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.08%
- Beta
- 0.60
- R²
- 0.37
- Upside Capture
- 44.90%
- Downside Capture
- 53.00%
Return for Risk
Risk / Return Rank
^SPLRCU ranks 67 for risk / return — better than 67% 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 Utilities Index (^SPLRCU) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPLRCU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.39 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.40 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.35 | 6.61 | -2.26 |
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 ^SPLRCU 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Utilities 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 Utilities Index was 64.46%, occurring on Oct 9, 2002. Recovery took 1297 trading sessions.
The current S&P 500 Utilities Index drawdown is 3.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.46% | Dec 29, 2000 | 444 | Oct 9, 2002 | 1297 | Dec 3, 2007 | 1741 |
| -49.17% | Dec 11, 2007 | 312 | Mar 9, 2009 | 1340 | Jun 30, 2014 | 1652 |
| -36.58% | Feb 19, 2020 | 24 | Mar 23, 2020 | 447 | Dec 28, 2021 | 471 |
| -28.73% | Sep 14, 1993 | 258 | Sep 20, 1994 | 800 | Nov 17, 1997 | 1058 |
| -27.79% | Sep 13, 2022 | 265 | Oct 2, 2023 | 239 | Sep 13, 2024 | 504 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...