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S&P 600 (^SP600)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

S&P 600 (^SP600) returned -6.86% year-to-date (YTD) and -2.53% over the past 12 months. Over the past 10 years, ^SP600 returned 6.17% annually, underperforming the S&P 500 benchmark at 10.79%.


^SP600

YTD

-6.86%

1M

11.58%

6M

-11.17%

1Y

-2.53%

5Y*

13.03%

10Y*

6.17%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SP600, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.85%-5.84%-6.36%-4.28%7.30%-6.86%
2024-4.03%3.15%3.03%-5.71%4.87%-2.46%10.71%-1.62%0.67%-2.71%10.77%-8.12%6.82%
20239.40%-1.35%-5.38%-2.87%-1.94%8.03%5.43%-4.33%-6.16%-5.83%7.98%12.61%13.89%
2022-7.31%1.30%0.18%-7.87%1.72%-8.71%9.93%-4.51%-10.05%12.27%3.98%-6.89%-17.42%
20216.24%7.56%3.19%1.99%1.96%0.21%-2.44%1.90%-2.56%3.36%-2.42%4.36%25.27%
2020-4.05%-9.70%-22.60%12.60%4.15%3.58%4.03%3.86%-4.84%2.49%18.02%8.16%9.57%
201910.55%4.24%-3.53%3.81%-8.85%7.26%1.06%-4.64%3.15%1.86%2.92%2.79%20.86%
20182.47%-3.97%1.86%0.96%6.34%0.98%3.10%4.72%-3.32%-10.54%1.37%-12.26%-9.75%
2017-0.45%1.47%-0.27%0.85%-2.25%2.85%0.91%-2.69%7.56%0.89%3.39%-0.71%11.73%
2016-6.22%0.97%8.01%1.10%1.52%0.46%5.03%1.22%0.51%-4.53%12.38%3.19%24.74%
2015-3.55%5.91%1.44%-2.39%1.41%0.89%-0.91%-5.30%-3.66%6.02%2.52%-4.95%-3.36%
2014-3.91%4.35%0.57%-2.85%0.16%4.57%-5.56%4.18%-5.49%7.01%-0.39%2.70%4.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SP600 is 22, meaning it’s performing worse than 78% 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 ^SP600 is 2222
Overall Rank
The Sharpe Ratio Rank of ^SP600 is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP600 is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^SP600 is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ^SP600 is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ^SP600 is 2222
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 600 (^SP600) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

S&P 600 Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: -0.11
  • 5-Year: 0.55
  • 10-Year: 0.27
  • All Time: 0.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of S&P 600 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 600. 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 600 was 59.17%, occurring on Mar 9, 2009. Recovery took 521 trading sessions.

The current S&P 600 drawdown is 15.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.17%Jul 20, 2007412Mar 9, 2009521Mar 31, 2011933
-45.77%Sep 4, 2018390Mar 23, 2020186Dec 15, 2020576
-37.58%Apr 22, 1998119Oct 8, 1998324Jan 21, 2000443
-36.7%Oct 10, 1989269Oct 31, 1990261Nov 12, 1991530
-33.78%Apr 17, 2002123Oct 9, 2002269Nov 3, 2003392

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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