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S&P 500 Energy Index (^SPNY)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Energy 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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S&P 500 Index

Returns By Period

S&P 500 Energy Index (^SPNY) has returned 40.00% so far this year and 34.44% over the past 12 months. Over the last ten years, ^SPNY has returned 7.62% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


S&P 500 Energy Index

1D
1.87%
1M
12.53%
YTD
40.00%
6M
40.93%
1Y
34.44%
3Y*
15.82%
5Y*
20.35%
10Y*
7.62%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 12, 1989, ^SPNY's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +29.7%, while the worst month was Mar 2020 at -35.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^SPNY closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +18.5%, while the worst single day was Mar 9, 2020 at -20.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.37%8.77%12.53%40.00%
20252.00%3.28%3.75%-13.73%0.30%4.74%2.81%2.92%-0.52%-1.18%1.76%0.10%4.96%
2024-0.52%2.58%10.43%-0.87%-0.97%-1.39%2.03%-2.32%-2.79%0.71%6.28%-9.56%2.31%
20232.71%-7.61%-0.49%3.20%-10.61%6.47%7.28%1.27%2.46%-6.08%-1.65%-0.19%-4.80%
202218.97%6.37%8.78%-1.64%14.95%-16.98%9.61%2.18%-9.68%24.84%0.65%-3.16%59.04%
20213.63%21.47%2.69%0.46%4.90%4.50%-8.44%-2.88%9.28%10.18%-5.84%2.93%47.74%

Benchmark Metrics

S&P 500 Energy Index has an annualized alpha of 1.08%, beta of 0.93, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.

  • This index participated in 88.00% of S&P 500 Index downside but only 82.61% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.43 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
1.08%
Beta
0.93
0.43
Upside Capture
82.61%
Downside Capture
88.00%

Return for Risk

Risk / Return Rank

^SPNY ranks 77 for risk / return — better than 77% 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.


^SPNY Risk / Return Rank: 7777
Overall Rank
^SPNY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
^SPNY Sortino Ratio Rank: 8585
Sortino Ratio Rank
^SPNY Omega Ratio Rank: 8484
Omega Ratio Rank
^SPNY Calmar Ratio Rank: 7878
Calmar Ratio Rank
^SPNY Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P 500 Energy Index (^SPNY) and compare them to a chosen benchmark (S&P 500 Index).


^SPNYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.90

+0.55

Sortino ratio

Return per unit of downside risk

1.87

1.39

+0.48

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.85

1.40

+0.45

Martin ratio

Return relative to average drawdown

4.40

6.61

-2.21

Explore ^SPNY 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 Energy 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 Energy Index was 75.59%, occurring on Mar 18, 2020. Recovery took 1017 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.59%Jun 24, 20141444Mar 18, 20201017Apr 3, 20242461
-54.43%May 21, 2008199Mar 5, 20091292Apr 16, 20141491
-35.67%May 21, 2001292Jul 23, 2002483Jun 23, 2004775
-23.76%May 4, 199884Aug 31, 1998157Apr 16, 1999241
-21.58%Apr 8, 2024251Apr 8, 2025197Jan 21, 2026448

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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