^IMUS vs. ^GSPC
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^GSPC.
Correlation
The correlation between ^IMUS and ^GSPC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^IMUS vs. ^GSPC - Performance Comparison
Key characteristics
^IMUS:
1.21
^GSPC:
1.62
^IMUS:
1.65
^GSPC:
2.20
^IMUS:
1.25
^GSPC:
1.30
^IMUS:
1.66
^GSPC:
2.46
^IMUS:
6.40
^GSPC:
10.01
^IMUS:
2.63%
^GSPC:
2.08%
^IMUS:
13.76%
^GSPC:
12.88%
^IMUS:
-47.72%
^GSPC:
-56.78%
^IMUS:
-3.07%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, ^IMUS achieves a 1.03% return, which is significantly lower than ^GSPC's 2.24% return. Both investments have delivered pretty close results over the past 10 years, with ^IMUS having a 11.42% annualized return and ^GSPC not far behind at 11.04%.
^IMUS
1.03%
-2.66%
5.58%
16.39%
12.48%
11.42%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
^IMUS vs. ^GSPC — Risk-Adjusted Performance Rank
^IMUS
^GSPC
^IMUS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^IMUS vs. ^GSPC - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^GSPC - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 3.68% compared to S&P 500 (^GSPC) at 3.03%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.