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Performance

^XBD Performance Chart

NYSE Arca Securities Broker/Dealer Index (^XBD) is up 3.2% since the beginning of the year. ^XBD is currently trading at $1,058 per share. Investors who bought $1,000 worth of ^XBD shares 5 years ago would now be looking at an investment worth $2,215.


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S&P 500 Index

Returns By Period

NYSE Arca Securities Broker/Dealer Index (^XBD) has returned 3.18% so far this year and 15.01% over the past 12 months. Looking at the last ten years, ^XBD has achieved an annualized return of 20.42%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


NYSE Arca Securities Broker/Dealer Index

1D
-1.09%
1M
-2.18%
YTD
3.18%
6M
2.50%
1Y
15.01%
3Y*
32.60%
5Y*
17.24%
10Y*
20.42%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XBD Monthly Returns History

Based on dividend-adjusted daily data since Apr 15, 1994, ^XBD's average daily return is +0.08%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jan 1999 with a return of +28.5%, while the worst month was Aug 1998 at -31.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^XBD closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +19.3%, while the worst single day was Dec 1, 2008 at -17.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.81%-4.71%-3.12%10.68%-2.51%-1.17%3.18%
202511.96%-2.69%-8.02%2.49%10.91%8.24%4.82%0.55%1.92%-2.54%-1.46%0.09%27.31%
2024-3.50%6.51%7.09%-3.54%6.29%0.42%4.54%2.94%1.55%8.29%13.59%-5.13%44.51%
20239.30%0.20%-6.17%-2.04%-3.02%7.56%8.58%-1.90%-3.70%-4.17%6.92%12.42%24.08%
2022-1.24%0.06%-2.56%-13.34%3.28%-9.13%13.64%1.27%-6.51%13.16%4.00%-6.96%-7.75%
20210.03%13.73%2.37%4.75%2.43%-0.58%-1.37%4.48%-3.65%5.53%-5.19%4.47%28.94%

Benchmark Metrics

NYSE Arca Securities Broker/Dealer Index has an annualized alpha of 4.40%, beta of 1.41, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since April 18, 1994.

  • This index captured 165.66% of S&P 500 Index gains and 131.61% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 4.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.40%
Beta
1.41
0.66
Upside Capture
165.66%
Downside Capture
131.61%

Return for Risk

Risk / Return Rank

^XBD ranks 37 for risk / return — below 37% 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.


^XBD Risk / Return Rank: 3737
Overall Rank
^XBD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
^XBD Sortino Ratio Rank: 3636
Sortino Ratio Rank
^XBD Omega Ratio Rank: 3636
Omega Ratio Rank
^XBD Calmar Ratio Rank: 3838
Calmar Ratio Rank
^XBD Martin Ratio Rank: 3939
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 NYSE Arca Securities Broker/Dealer Index (^XBD) and compare them to S&P 500 Index.


^XBDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.24

-1.52

Sortino ratio

Return per unit of downside risk

1.12

3.07

-1.95

Omega ratio

Gain probability vs. loss probability

1.13

1.41

-0.27

Calmar ratio

Return relative to maximum drawdown

1.15

2.93

-1.78

Martin ratio

Return relative to average drawdown

3.24

13.52

-10.28

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 NYSE Arca Securities Broker/Dealer 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 NYSE Arca Securities Broker/Dealer Index was 80.20%, occurring on Nov 20, 2008. Recovery took 2283 trading sessions.

The current NYSE Arca Securities Broker/Dealer Index drawdown is 6.53%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-80.20%Nov 2008
1y 5mo9y 1mo
10y 6moJun 2007 - Dec 2017
Dot-com crash2000–2002
-54.69%Oct 2002
2y 25d1y 3mo
3y 4moSep 2000 - Jan 2004
1998 bear market1998
-51.67%Oct 1998
2mo 19d3mo 2d
5mo 21dJul 1998 - Jan 1999
COVID crash2020
-41.25%Mar 2020
1mo 1d7mo 17d
8mo 18dFeb 2020 - Nov 2020
1999 bear market1999
-33.89%Oct 1999
6mo 7d5mo 6d
11mo 13dApr 1999 - Mar 2000

Drawdown Indicators


^XBDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.20%

-56.78%

-23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-9.10%

-3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.69%

-18.90%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.98%

-25.43%

-2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.25%

-33.92%

-7.33%

Current Drawdown

Current decline from peak

-6.53%

-0.74%

-5.79%

Average Drawdown

Average peak-to-trough decline

-22.31%

-10.72%

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

1.97%

+2.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^XBD

Add NYSE Arca Securities Broker/Dealer 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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