PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
S&P 500 Health Care Index (^SPXHC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.59%
10.26%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Health Care Index had a return of 2.26% year-to-date (YTD) and 3.24% in the last 12 months. Over the past 10 years, S&P 500 Health Care Index had an annualized return of 7.36%, while the S&P 500 had an annualized return of 11.23%, indicating that S&P 500 Health Care Index did not perform as well as the benchmark.


^SPXHC

YTD

2.26%

1M

-3.11%

6M

-4.93%

1Y

3.24%

5Y*

6.43%

10Y*

7.36%

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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%2.23%1.76%2.49%4.99%-1.82%-4.73%0.13%2.26%
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 23, meaning it’s performing worse than 77% of other 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 ^SPXHC is 2323
Overall Rank
The Sharpe Ratio Rank of ^SPXHC is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXHC is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXHC is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXHC is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXHC is 2323
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 500 Health Care Index (^SPXHC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^SPXHC, currently valued at 0.30, compared to the broader market-0.500.000.501.001.502.002.500.302.16
The chart of Sortino ratio for ^SPXHC, currently valued at 0.48, compared to the broader market-1.000.001.002.003.000.482.87
The chart of Omega ratio for ^SPXHC, currently valued at 1.06, compared to the broader market0.901.001.101.201.301.401.061.40
The chart of Calmar ratio for ^SPXHC, currently valued at 0.24, compared to the broader market0.001.002.003.000.243.19
The chart of Martin ratio for ^SPXHC, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.8013.87
^SPXHC
^GSPC

The current S&P 500 Health Care Index Sharpe ratio is 0.30. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.30
2.16
^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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.11%
-0.82%
^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 40.78%, occurring on Mar 5, 2009. Recovery took 764 trading sessions.

The current S&P 500 Health Care Index drawdown is 11.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.78%May 8, 2007463Mar 5, 2009764Mar 15, 20121227
-35.27%Dec 6, 2001157Jul 23, 20021129Jan 12, 20071286
-28.59%Jan 23, 202042Mar 23, 202081Jul 17, 2020123
-17.85%Jul 21, 2015143Feb 11, 2016328Jun 2, 2017471
-16.32%Apr 11, 202247Jun 16, 2022411Feb 6, 2024458

Volatility

Volatility Chart

The current S&P 500 Health Care Index volatility is 3.53%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.53%
3.96%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab