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S&P Composite 1500 Index (^SPSUPX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^SPSUPX vs. PPA ^SPSUPX vs. SPY
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Composite 1500 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
1,097.07%
1,061.17%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

Returns By Period

S&P Composite 1500 Index had a return of -7.03% year-to-date (YTD) and 7.23% in the last 12 months. Over the past 10 years, S&P Composite 1500 Index had an annualized return of 9.72%, which was very close to the S&P 500 benchmark's annualized return of 10.05%.


^SPSUPX

YTD

-7.03%

1M

-5.13%

6M

-5.97%

1Y

7.23%

5Y*

14.01%

10Y*

9.72%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SPSUPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.76%-1.70%-5.77%-2.34%-7.03%
20241.25%5.16%3.23%-4.31%4.77%3.03%1.61%2.04%1.93%-1.02%6.02%-2.92%22.24%
20236.43%-2.54%2.86%1.23%-0.01%6.64%3.22%-1.91%-4.93%-2.47%8.86%4.85%23.41%
2022-5.42%-2.80%3.36%-8.68%0.08%-8.48%9.22%-4.19%-9.36%8.23%5.37%-5.91%-19.12%
2021-0.77%2.98%4.23%5.10%0.56%1.96%2.03%2.81%-4.66%6.76%-1.00%4.39%26.66%
2020-0.42%-8.52%-13.24%12.76%4.66%1.84%5.42%6.73%-3.91%-2.38%11.11%3.98%15.81%
20198.10%3.08%1.47%3.93%-6.74%6.94%1.29%-2.05%1.83%1.97%3.35%2.84%28.34%
20185.32%-3.94%-2.32%0.25%2.41%0.49%3.45%3.08%0.20%-7.23%1.85%-9.42%-6.77%
20171.70%3.55%-0.08%0.90%0.92%0.62%1.82%-0.15%2.23%2.17%2.88%0.87%18.80%
2016-5.16%-0.25%6.77%0.36%1.58%0.11%3.65%-0.05%-0.15%-2.08%4.01%1.88%10.65%
2015-2.97%5.46%-1.40%0.55%1.11%-1.95%1.73%-6.19%-2.74%8.01%0.21%-2.05%-1.03%
2014-3.46%4.35%0.65%0.31%2.00%2.17%-1.88%3.87%-1.94%2.57%2.30%-0.23%10.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPSUPX is 67, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPSUPX is 6767
Overall Rank
The Sharpe Ratio Rank of ^SPSUPX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPSUPX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ^SPSUPX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^SPSUPX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^SPSUPX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P Composite 1500 Index (^SPSUPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^SPSUPX, currently valued at 0.44, compared to the broader market-0.500.000.501.001.50
^SPSUPX: 0.44
^GSPC: 0.49
The chart of Sortino ratio for ^SPSUPX, currently valued at 0.75, compared to the broader market-1.000.001.002.00
^SPSUPX: 0.75
^GSPC: 0.81
The chart of Omega ratio for ^SPSUPX, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^SPSUPX: 1.11
^GSPC: 1.12
The chart of Calmar ratio for ^SPSUPX, currently valued at 0.45, compared to the broader market-0.500.000.501.00
^SPSUPX: 0.45
^GSPC: 0.50
The chart of Martin ratio for ^SPSUPX, currently valued at 1.85, compared to the broader market-2.000.002.004.006.00
^SPSUPX: 1.85
^GSPC: 2.07

The current S&P Composite 1500 Index Sharpe ratio is 0.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P Composite 1500 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.49
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.87%
-10.73%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P Composite 1500 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 Composite 1500 Index was 56.77%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.

The current S&P Composite 1500 Index drawdown is 10.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.77%Oct 10, 2007355Mar 9, 2009994Feb 19, 20131349
-47.26%Sep 5, 2000530Oct 9, 20021079Jan 24, 20071609
-34.6%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-25.12%Jan 4, 2022195Oct 12, 2022318Jan 19, 2024513
-20.31%Jul 20, 199859Oct 8, 199851Dec 21, 1998110

Volatility

Volatility Chart

The current S&P Composite 1500 Index volatility is 14.22%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.22%
14.23%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)