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Performance

^SPXHC Performance Chart

S&P 500 Health Care Index (^SPXHC) is down 2.1% since the beginning of the year. ^SPXHC is currently trading at $1,768 per share. Investors who bought $1,000 worth of ^SPXHC shares 5 years ago would now be looking at an investment worth $1,244.


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S&P 500 Index

Returns By Period

S&P 500 Health Care Index (^SPXHC) has returned -2.08% so far this year and 14.81% over the past 12 months. Over the last ten years, ^SPXHC has returned 7.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


S&P 500 Health Care Index

1D
3.16%
1M
1.35%
YTD
-2.08%
6M
-1.81%
1Y
14.81%
3Y*
5.13%
5Y*
4.47%
10Y*
7.75%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SPXHC Monthly Returns History

Based on dividend-adjusted daily data since Dec 5, 2001, ^SPXHC's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +12.5%, while the worst month was Feb 2009 at -12.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ^SPXHC closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.18%3.42%-8.26%-0.58%2.31%1.64%-2.08%
20256.61%1.37%-1.85%-3.83%-5.72%1.88%-3.44%5.25%1.62%3.45%9.14%-1.51%12.53%
20242.84%3.11%2.23%-5.19%2.23%1.76%2.49%4.99%-1.82%-4.73%0.13%-6.36%0.90%
2023-2.03%-4.72%2.06%2.96%-4.44%4.19%0.85%-0.80%-3.10%-3.33%5.23%4.14%0.30%
2022-6.90%-1.13%5.39%-4.79%1.28%-2.84%3.18%-5.88%-2.74%9.59%4.66%-2.05%-3.55%
20211.28%-2.21%3.74%3.87%1.74%2.19%4.74%2.28%-5.70%5.08%-3.13%8.84%24.16%

Benchmark Metrics

S&P 500 Health Care Index has an annualized alpha of 0.50%, beta of 0.74, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 05, 2001.

  • This index participated in 79.12% of S&P 500 Index downside but only 72.78% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.50%
Beta
0.74
0.67
Upside Capture
72.78%
Downside Capture
79.12%

Return for Risk

Risk / Return Rank

^SPXHC ranks 34 for risk / return — below 34% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^SPXHC Risk / Return Rank: 3434
Overall Rank
^SPXHC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
^SPXHC Sortino Ratio Rank: 3535
Sortino Ratio Rank
^SPXHC Omega Ratio Rank: 3535
Omega Ratio Rank
^SPXHC Calmar Ratio Rank: 3434
Calmar Ratio Rank
^SPXHC Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P 500 Health Care Index (^SPXHC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^SPXHCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.32

2.78

-1.47

Martin ratioReturn relative to average drawdown

3.16

12.44

-9.27

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Health Care 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 Health Care Index was 40.78%, occurring on Mar 5, 2009. Recovery took 764 trading sessions.

The current S&P 500 Health Care Index drawdown is 5.15%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-40.78%Mar 2009
1y 10mo3y 11d
4y 10moMay 2007 - Mar 2012
Dot-com crash2000–2002
-35.40%Jul 2002
7mo 20d4y 5mo
5y 1moDec 2001 - Jan 2007
COVID crash2020
-28.59%Mar 2020
2mo3mo 26d
5mo 26dJan 2020 - Jul 2020
2025 selloff2025
-18.01%May 2025
8mo 13d6mo 15d
1y 2moSep 2024 - Nov 2025
2016 correction2016
-17.85%Feb 2016
6mo 25d1y 3mo
1y 10moJul 2015 - Jun 2017

Drawdown Indicators


^SPXHCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.78%

-56.78%

+16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-9.10%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-18.90%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-25.43%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-28.59%

-33.92%

+5.33%

Current Drawdown

Current decline from peak

-5.15%

-1.80%

-3.35%

Average Drawdown

Average peak-to-trough decline

-8.35%

-10.71%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.03%

+2.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^SPXHC

Add S&P 500 Health Care Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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