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S&P 500 Energy Index (^SPNY)

Index · Currency in USD · Last updated Sep 24, 2022

^SPNYShare Price Chart


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^SPNYPerformance

The chart shows the growth of $10,000 invested in S&P 500 Energy Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,162 for a total return of roughly 31.62%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-0.69%
-18.41%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

^SPNYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.36%-9.78%
6M-0.91%-16.22%
YTD37.64%-21.67%
1Y61.93%-14.26%
5Y3.19%8.35%
10Y0.39%9.85%

^SPNYMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202218.97%6.37%8.78%-1.64%14.95%-16.98%9.61%2.18%-4.89%
20213.63%21.47%2.69%0.46%4.90%4.50%-8.44%-2.88%9.28%10.18%-5.84%2.93%
2020-11.18%-15.27%-34.97%29.66%0.67%-1.42%-5.35%-2.05%-14.64%-4.69%26.57%4.27%
201911.02%1.94%1.98%-0.01%-11.70%9.07%-1.87%-8.73%3.56%-2.40%1.10%5.82%
20183.76%-11.34%1.55%9.29%2.53%0.57%1.36%-3.79%2.43%-11.33%-2.20%-12.82%
2017-3.64%-2.73%-1.10%-2.93%-3.96%-0.27%2.44%-5.71%9.77%-0.72%1.23%4.74%
2016-3.07%-2.56%9.18%8.65%-1.17%3.19%-1.98%0.64%2.95%-2.97%7.88%1.80%
2015-4.88%3.51%-2.03%6.56%-5.22%-3.55%-7.81%-4.69%-6.79%11.25%-0.77%-10.00%
2014-6.33%4.57%2.28%5.11%1.04%4.93%-3.40%1.83%-7.64%-2.98%-8.85%0.34%
20137.59%-0.00%1.85%-0.88%2.08%-2.09%5.00%-2.08%1.68%4.07%0.50%3.00%
20121.48%5.45%-3.40%-0.98%-10.62%5.62%4.06%1.88%3.31%-2.04%-1.80%0.52%
20117.32%6.77%1.49%1.48%-4.61%-1.93%0.64%-10.04%-12.58%16.95%1.65%-1.06%
2010-7.13%1.88%2.88%4.43%-11.81%-5.79%7.98%-4.71%9.15%5.56%5.11%8.93%

^SPNYSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current S&P 500 Energy Index Sharpe ratio is 1.72. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
1.72
-0.70
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

^SPNYDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-21.06%
-22.17%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

^SPNYWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 Energy Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the S&P 500 Energy Index is 75.59%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.59%Jun 24, 20141444Mar 18, 2020
-28.39%May 2, 2011108Oct 3, 2011408May 14, 2013516
-19.83%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-10.47%Jan 12, 201019Feb 8, 201049Apr 20, 201068
-8.12%Jan 2, 201424Feb 5, 201436Mar 28, 201460
-6.91%May 21, 201324Jun 24, 201318Jul 19, 201342
-6.74%Mar 4, 20119Mar 16, 20119Mar 29, 201118
-5.41%Jul 22, 201323Aug 21, 201319Sep 18, 201342
-5.16%Apr 6, 20115Apr 12, 201112Apr 29, 201117
-3.88%Nov 12, 20103Nov 16, 201010Dec 1, 201013

^SPNYVolatility Chart

Current S&P 500 Energy Index volatility is 30.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%AprilMayJuneJulyAugustSeptember
30.00%
25.76%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)