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S&P/TSX 60 Index (^SPTSX60)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in S&P/TSX 60 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
219.73%
310.83%
^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)

Returns By Period

S&P/TSX 60 Index had a return of 0.19% year-to-date (YTD) and 13.22% in the last 12 months. Over the past 10 years, S&P/TSX 60 Index had an annualized return of 5.21%, while the S&P 500 had an annualized return of 10.05%, indicating that S&P/TSX 60 Index did not perform as well as the benchmark.


^SPTSX60

YTD

0.19%

1M

-2.39%

6M

1.15%

1Y

13.22%

5Y*

11.27%

10Y*

5.21%

^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 ^SPTSX60, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.94%-0.56%-2.32%-0.77%0.19%
20240.26%1.75%3.36%-2.43%2.44%-2.13%5.84%1.46%2.69%0.44%6.47%-3.67%17.19%
20237.07%-2.78%-0.86%3.28%-5.53%3.19%1.87%-1.71%-3.57%-3.39%7.64%3.71%8.21%
2022-0.39%-0.28%3.46%-5.08%-0.06%-8.64%3.62%-1.82%-4.22%5.36%5.33%-5.72%-9.17%
2021-0.79%4.56%4.07%1.94%3.63%2.46%0.61%1.22%-2.27%5.14%-1.31%3.08%24.37%
20201.78%-5.89%-15.66%8.75%2.86%1.86%3.69%2.26%-2.35%-3.97%10.19%1.10%1.95%
20198.14%2.65%0.59%3.65%-3.28%1.84%0.01%0.28%1.58%-1.16%3.27%-0.36%18.11%
2018-1.59%-3.23%-0.54%1.37%3.15%1.56%1.46%-1.39%-1.39%-6.01%2.03%-5.91%-10.46%
20171.02%-0.18%0.88%0.36%-1.36%-1.51%-0.16%0.15%3.27%2.75%0.52%0.80%6.63%
2016-1.27%0.06%4.72%3.10%0.69%-0.42%3.64%0.47%0.83%1.15%2.29%1.32%17.72%
20150.29%3.86%-2.37%1.99%-1.30%-3.12%0.66%-4.45%-3.79%1.27%-0.34%-3.44%-10.56%
20140.23%3.53%0.89%2.08%-0.12%3.52%2.11%1.58%-3.79%-1.71%1.59%-0.95%9.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, ^SPTSX60 is among the top 13% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SPTSX60 is 8787
Overall Rank
The Sharpe Ratio Rank of ^SPTSX60 is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPTSX60 is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ^SPTSX60 is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ^SPTSX60 is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^SPTSX60 is 9292
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/TSX 60 Index (^SPTSX60) 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 ^SPTSX60, currently valued at 0.87, compared to the broader market-0.500.000.501.001.50
^SPTSX60: 0.87
^GSPC: 0.49
The chart of Sortino ratio for ^SPTSX60, currently valued at 1.24, compared to the broader market-1.000.001.002.00
^SPTSX60: 1.24
^GSPC: 0.81
The chart of Omega ratio for ^SPTSX60, currently valued at 1.18, compared to the broader market0.901.001.101.201.30
^SPTSX60: 1.18
^GSPC: 1.12
The chart of Calmar ratio for ^SPTSX60, currently valued at 0.97, compared to the broader market-0.500.000.501.00
^SPTSX60: 0.97
^GSPC: 0.50
The chart of Martin ratio for ^SPTSX60, currently valued at 4.18, compared to the broader market-2.000.002.004.006.00
^SPTSX60: 4.18
^GSPC: 2.07

The current S&P/TSX 60 Index Sharpe ratio is 0.87. 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/TSX 60 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.87
0.57
^SPTSX60 (S&P/TSX 60 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
-4.61%
-13.68%
^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P/TSX 60 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/TSX 60 Index was 49.15%, occurring on Feb 23, 2009. Recovery took 1387 trading sessions.

The current S&P/TSX 60 Index drawdown is 4.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.15%Jun 19, 2008169Feb 23, 20091387Sep 3, 20141556
-35.73%Feb 21, 202022Mar 23, 2020199Jan 7, 2021221
-34.02%May 23, 2001348Oct 9, 2002322Jan 21, 2004670
-22.86%Sep 4, 2014346Jan 20, 2016224Dec 8, 2016570
-17.78%Mar 23, 2022140Oct 12, 2022374Apr 9, 2024514

Volatility

Volatility Chart

The current S&P/TSX 60 Index volatility is 9.78%, 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
9.78%
13.60%
^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)