^OEX vs. AAPL
Compare and contrast key facts about S&P 100 Index (^OEX) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^OEX or AAPL.
Key characteristics
| ^OEX | AAPL | |
|---|---|---|
| YTD Return | 25.75% | 21.04% |
| 1Y Return | 38.61% | 32.70% |
| 3Y Return (Ann) | 10.93% | 17.27% |
| 5Y Return (Ann) | 16.36% | 32.43% |
| 10Y Return (Ann) | 12.77% | 26.55% |
| Sharpe Ratio | 2.72 | 1.40 |
| Sortino Ratio | 3.57 | 2.08 |
| Omega Ratio | 1.50 | 1.26 |
| Calmar Ratio | 2.92 | 1.91 |
| Martin Ratio | 16.36 | 4.53 |
| Ulcer Index | 2.25% | 7.01% |
| Daily Std Dev | 13.55% | 22.64% |
| Max Drawdown | -61.31% | -81.80% |
| Current Drawdown | -0.23% | -1.02% |
Correlation
The correlation between ^OEX and AAPL is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^OEX vs. AAPL - Performance Comparison
In the year-to-date period, ^OEX achieves a 25.75% return, which is significantly higher than AAPL's 21.04% return. Over the past 10 years, ^OEX has underperformed AAPL with an annualized return of 12.77%, while AAPL has yielded a comparatively higher 26.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^OEX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and Apple Inc (AAPL). 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
^OEX vs. AAPL - Drawdown Comparison
The maximum ^OEX drawdown since its inception was -61.31%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^OEX and AAPL. For additional features, visit the drawdowns tool.
Volatility
^OEX vs. AAPL - Volatility Comparison
The current volatility for S&P 100 Index (^OEX) is 3.20%, while Apple Inc (AAPL) has a volatility of 6.81%. This indicates that ^OEX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.