S&P 500 Energy Index (^SPNY)
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: ^SPNY vs. SPHD, ^SPNY vs. IVV
Return
S&P 500 Energy Index had a return of -4.18% year-to-date (YTD) and -6.56% in the last 12 months. Over the past 10 years, S&P 500 Energy Index had an annualized return of -0.02%, while the S&P 500 had an annualized return of 9.68%, indicating that S&P 500 Energy Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -4.18% | 18.20% |
| 1 month | -6.78% | 7.43% |
| 6 months | 5.06% | 9.47% |
| 1 year | -6.56% | 14.89% |
| 5 years (annualized) | 5.83% | 11.39% |
| 10 years (annualized) | -0.02% | 9.68% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.20% | -10.61% | 6.47% | 7.28% | 1.27% | 2.47% | -6.08% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Energy Index (^SPNY) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SPNY S&P 500 Energy Index | -0.36 | ||||
^GSPC S&P 500 | 1.01 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.59% | Jun 24, 2014 | 1444 | Mar 18, 2020 | — | — | — |
| -54.43% | May 21, 2008 | 199 | Mar 5, 2009 | 1292 | Apr 16, 2014 | 1491 |
| -35.67% | May 21, 2001 | 292 | Jul 23, 2002 | 483 | Jun 23, 2004 | 775 |
| -23.76% | May 4, 1998 | 84 | Aug 31, 1998 | 157 | Apr 16, 1999 | 241 |
| -19.54% | Sep 10, 1999 | 117 | Feb 25, 2000 | 54 | May 12, 2000 | 171 |
Volatility Chart
The current S&P 500 Energy Index volatility is 6.35%, 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.