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S&P 500 Health Care Index (^SPXHC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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S&P 500 Health Care Index

Popular comparisons: ^SPXHC vs. IUIT.L, ^SPXHC vs. VHT, ^SPXHC vs. IVV

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.


1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%December2024FebruaryMarchAprilMay
2,461.43%
1,422.26%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P 500 Health Care Index had a return of 6.77% year-to-date (YTD) and 11.04% in the last 12 months. Over the past 10 years, S&P 500 Health Care Index had an annualized return of 9.60%, while the S&P 500 had an annualized return of 10.87%, indicating that S&P 500 Health Care Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.77%11.56%
1 month4.89%7.13%
6 months12.50%17.26%
1 year11.04%26.92%
5 years (annualized)10.52%13.56%
10 years (annualized)9.60%10.87%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.84%3.11%2.23%-5.19%6.77%
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%
2020-2.88%-6.79%-3.98%12.50%3.11%-2.53%5.20%2.55%-2.29%-3.79%7.77%3.74%11.43%
20194.66%1.04%0.35%-2.74%-2.55%6.50%-1.72%-0.69%-0.32%5.00%4.85%3.44%18.68%
20186.56%-4.63%-3.21%1.12%0.02%1.51%6.48%4.18%2.80%-6.78%6.83%-8.72%4.69%
20172.15%6.21%-0.56%1.46%0.61%4.49%0.67%1.64%0.86%-0.84%2.70%-0.76%20.00%
2016-7.65%-0.71%2.59%2.87%1.99%0.86%4.86%-3.51%-0.65%-6.60%1.72%0.60%-4.36%
20151.17%4.13%0.76%-1.41%4.33%-0.41%2.73%-8.05%-5.83%7.69%-0.60%1.61%5.21%
20140.87%5.95%-1.38%-0.60%2.57%2.07%-0.02%4.72%0.32%5.26%3.18%-1.45%23.30%
20137.26%1.12%6.24%2.79%1.40%-0.86%7.09%-3.63%3.03%4.20%4.49%0.66%38.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPXHC is 42, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SPXHC is 4242
^SPXHC (S&P 500 Health Care Index)
The Sharpe Ratio Rank of ^SPXHC is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXHC is 4141Sortino Ratio Rank
The Omega Ratio Rank of ^SPXHC is 4242Omega Ratio Rank
The Calmar Ratio Rank of ^SPXHC is 4545Calmar Ratio Rank
The Martin Ratio Rank of ^SPXHC is 4040Martin 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 500 Health Care Index (^SPXHC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SPXHC
Sharpe ratio
The chart of Sharpe ratio for ^SPXHC, currently valued at 1.10, compared to the broader market-1.000.001.002.003.001.10
Sortino ratio
The chart of Sortino ratio for ^SPXHC, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.004.001.62
Omega ratio
The chart of Omega ratio for ^SPXHC, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.19
Calmar ratio
The chart of Calmar ratio for ^SPXHC, currently valued at 0.84, compared to the broader market0.001.002.003.004.005.000.84
Martin ratio
The chart of Martin ratio for ^SPXHC, currently valued at 3.43, compared to the broader market0.005.0010.0015.0020.003.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-1.000.001.002.003.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-2.00-1.000.001.002.003.004.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.005.0010.0015.0020.008.93

Sharpe Ratio

The current S&P 500 Health Care Index Sharpe ratio is 1.10. 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 500 Health Care 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.10
2.30
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.51%
0
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

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 43.18%, occurring on Mar 5, 2009. Recovery took 870 trading sessions.

The current S&P 500 Health Care Index drawdown is 1.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.18%Dec 29, 20002051Mar 5, 2009870Jul 17, 20122921
-38.57%Jan 10, 1992403Aug 12, 1993494Jul 27, 1995897
-29.52%Apr 13, 1999229Mar 7, 200083Jul 5, 2000312
-28.59%Jan 23, 202042Mar 23, 202081Jul 17, 2020123
-17.85%Jul 21, 2015143Feb 11, 2016329Jun 2, 2017472

Volatility

Volatility Chart

The current S&P 500 Health Care Index volatility is 2.36%, 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%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.36%
3.15%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)