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S&P/TSX 60 Index (^SPTSX60)

Index · Currency in CAD · Last updated May 27, 2023

Share Price Chart

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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.

^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)

S&P 500

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S&P/TSX 60 Index


S&P/TSX 60 Index had a return of 2.60% year-to-date (YTD) and -4.46% in the last 12 months. Over the past 10 years, S&P/TSX 60 Index had an annualized return of 5.18%, while the S&P 500 had an annualized return of 10.70%, indicating that S&P/TSX 60 Index did not perform as well as the benchmark.

1 month-3.73%1.26%
6 months-2.40%7.97%
1 year-4.46%8.34%
5 years (annualized)4.82%7.33%
10 years (annualized)5.18%10.70%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) 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
S&P/TSX 60 Index
S&P 500

Sharpe 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/TSX 60 Index Sharpe ratio is -0.19. 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.

The chart below displays rolling 12-month Sharpe Ratio.

^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the S&P/TSX 60 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/TSX 60 Index is 49.15%, recorded on Feb 23, 2009. It took 1387 trading sessions for the portfolio to recover.



To Bottom


To Recover



-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, 2022

Volatility Chart

The current S&P/TSX 60 Index volatility is 3.37%, 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.

^SPTSX60 (S&P/TSX 60 Index)
Benchmark (^GSPC)