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S&P 500 Energy Index (^SPNY)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Energy Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
635.52%
1,514.94%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

Returns By Period

S&P 500 Energy Index (^SPNY) returned -5.83% year-to-date (YTD) and -13.24% over the past 12 months. Over the past 10 years, ^SPNY returned 0.52% annually, underperforming the S&P 500 benchmark at 10.43%.


^SPNY

YTD

-5.83%

1M

4.94%

6M

-13.72%

1Y

-13.24%

5Y*

15.90%

10Y*

0.52%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.00%3.28%3.75%-13.73%-0.13%-5.83%
2024-0.52%2.58%10.43%-0.87%-0.97%-1.39%2.03%-2.32%-2.79%0.71%6.28%-9.56%2.31%
20232.71%-7.61%-0.49%3.20%-10.61%6.47%7.28%1.27%2.47%-6.08%-1.65%-0.19%-4.80%
202218.97%6.37%8.78%-1.64%14.95%-16.98%9.61%2.18%-9.68%24.84%0.65%-3.16%59.04%
20213.63%21.47%2.69%0.46%4.90%4.50%-8.44%-2.88%9.28%10.18%-5.84%2.93%47.74%
2020-11.18%-15.27%-34.97%29.66%0.67%-1.42%-5.35%-2.05%-14.64%-4.69%26.57%4.27%-37.31%
201911.02%1.94%1.98%-0.01%-11.70%9.07%-1.87%-8.73%3.56%-2.40%1.10%5.82%7.64%
20183.76%-11.34%1.55%9.29%2.53%0.57%1.36%-3.79%2.43%-11.33%-2.20%-12.82%-20.50%
2017-3.64%-2.73%-1.10%-2.93%-3.96%-0.27%2.44%-5.71%9.77%-0.72%1.23%4.74%-3.80%
2016-3.07%-2.56%9.18%8.65%-1.17%3.19%-1.98%0.64%2.95%-2.97%7.88%1.80%23.65%
2015-4.88%3.51%-2.03%6.56%-5.22%-3.55%-7.81%-4.69%-6.79%11.25%-0.77%-10.00%-23.55%
2014-6.33%4.57%2.28%5.11%1.04%4.93%-3.40%1.83%-7.64%-2.98%-8.85%0.34%-9.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SPNY is 4, meaning it’s performing worse than 96% 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 ^SPNY is 44
Overall Rank
The Sharpe Ratio Rank of ^SPNY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPNY is 77
Sortino Ratio Rank
The Omega Ratio Rank of ^SPNY is 44
Omega Ratio Rank
The Calmar Ratio Rank of ^SPNY is 11
Calmar Ratio Rank
The Martin Ratio Rank of ^SPNY is 11
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 Energy Index (^SPNY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P 500 Energy Index Sharpe ratio is -0.54. 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 Energy 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.54
0.44
^SPNY (S&P 500 Energy 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.71%
-8.35%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Energy 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 Energy Index was 75.59%, occurring on Mar 18, 2020. Recovery took 1017 trading sessions.

The current S&P 500 Energy Index drawdown is 17.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.59%Jun 24, 20141444Mar 18, 20201017Apr 3, 20242461
-54.43%May 21, 2008199Mar 5, 20091292Apr 16, 20141491
-35.67%May 21, 2001292Jul 23, 2002483Jun 23, 2004775
-23.76%May 4, 199884Aug 31, 1998157Apr 16, 1999241
-21.58%Apr 8, 2024258Apr 8, 2025

Volatility

Volatility Chart

The current S&P 500 Energy Index volatility is 12.24%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.24%
11.43%
^SPNY (S&P 500 Energy Index)
Benchmark (^GSPC)