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S&P 500 Energy Index (^SPNY)

Index · Currency in USD · Last updated Nov 22, 2023
Summary

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.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
9.69%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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S&P 500 Energy Index

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.


PeriodReturnBenchmark
Year-To-Date-4.18%18.20%
1 month-6.78%7.43%
6 months5.06%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


JanFebMarAprMayJunJulAugSepOctNovDec
20233.20%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SPNY
S&P 500 Energy Index
-0.36
^GSPC
S&P 500
1.01

Sharpe Ratio

The current S&P 500 Energy Index Sharpe ratio is -0.36. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.36
1.06
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-12.60%
-5.82%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

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, 20141444Mar 18, 2020
-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
-19.54%Sep 10, 1999117Feb 25, 200054May 12, 2000171

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
4.21%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

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