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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Health Care Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
S&P 500 Health Care Index (^SPXHC) has returned -5.29% so far this year and 0.48% over the past 12 months. Over the last ten years, ^SPXHC has returned 7.98% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Health Care Index
- 1D
- 1.94%
- 1M
- -8.26%
- YTD
- -5.29%
- 6M
- 5.32%
- 1Y
- 0.48%
- 3Y*
- 4.22%
- 5Y*
- 4.73%
- 10Y*
- 7.98%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
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, your 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.18% | 3.42% | -8.26% | -5.29% | |||||||||
| 2025 | 6.61% | 1.37% | -1.85% | -3.83% | -5.72% | 1.88% | -3.44% | 5.25% | 1.62% | 3.45% | 9.14% | -1.51% | 12.53% |
| 2024 | 2.84% | 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% |
| 2021 | 1.28% | -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 0.89%, beta of 0.74, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since December 06, 2001.
- This index participated in 79.42% of S&P 500 Index downside but only 74.98% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.89%
- Beta
- 0.74
- R²
- 0.68
- Upside Capture
- 74.98%
- Downside Capture
- 79.42%
Return for Risk
Risk / Return Rank
^SPXHC ranks 17 for risk / return — in the bottom 17% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Health Care Index (^SPXHC) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPXHC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.90 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.16 | 1.39 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.40 | -1.28 |
Martin ratioReturn relative to average drawdown | 0.23 | 6.61 | -6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SPXHC risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 8.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.78% | May 8, 2007 | 463 | Mar 5, 2009 | 764 | Mar 15, 2012 | 1227 |
| -35.27% | Dec 6, 2001 | 157 | Jul 23, 2002 | 1129 | Jan 12, 2007 | 1286 |
| -28.59% | Jan 23, 2020 | 42 | Mar 23, 2020 | 81 | Jul 17, 2020 | 123 |
| -18.01% | Sep 3, 2024 | 176 | May 14, 2025 | 135 | Nov 25, 2025 | 311 |
| -17.85% | Jul 21, 2015 | 143 | Feb 11, 2016 | 328 | Jun 2, 2017 | 471 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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