^SPLRCI vs. DAL

Last updated Apr 1, 2026

Compare and contrast key facts about S&P 500 Industrials Index (^SPLRCI) and Delta Air Lines, Inc. (DAL).

Performance

^SPLRCI vs. DAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Industrials Index (^SPLRCI) and Delta Air Lines, Inc. (DAL). The values are adjusted to include any dividend payments, if applicable.

^SPLRCI vs. DAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPLRCI S&P 500 Industrials Index	2.69%	17.70%	15.64%	16.04%	-7.10%	19.40%	9.01%	26.83%	-15.00%	18.54%
DAL Delta Air Lines, Inc.	-3.95%	16.09%	52.00%	23.03%	-15.92%	-2.81%	-30.77%	20.38%	-8.66%	16.23%

Returns By Period

In the year-to-date period, ^SPLRCI achieves a 2.69% return, which is significantly higher than DAL's -3.95% return. Over the past 10 years, ^SPLRCI has outperformed DAL with an annualized return of 10.81%, while DAL has yielded a comparatively lower 4.80% annualized return.

^SPLRCI

• 1D: -1.27%
• 1M: -9.96%
• YTD: 2.69%
• 6M: 3.24%
• 1Y: 21.51%
• 3Y*: 17.48%
• 5Y*: 10.15%
• 10Y*: 10.81%

DAL

• 1D: 5.21%
• 1M: 1.19%
• YTD: -3.95%
• 6M: 17.82%
• 1Y: 54.35%
• 3Y*: 25.19%
• 5Y*: 7.01%
• 10Y*: 4.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SPLRCI vs. DAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCI

^SPLRCI Risk / Return Rank: 69
^SPLRCI Sharpe Ratio Rank: 69
^SPLRCI Sortino Ratio Rank: 69
^SPLRCI Omega Ratio Rank: 67
^SPLRCI Calmar Ratio Rank: 67
^SPLRCI Martin Ratio Rank: 73

DAL

DAL Risk / Return Rank: 79
DAL Sharpe Ratio Rank: 77
DAL Sortino Ratio Rank: 77
DAL Omega Ratio Rank: 73
DAL Calmar Ratio Rank: 81
DAL Martin Ratio Rank: 84

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.

^SPLRCI vs. DAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Industrials Index (^SPLRCI) and Delta Air Lines, Inc. (DAL). 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.

	^SPLRCI	DAL	Difference
Sharpe ratio Return per unit of total volatility	1.03	1.09	-0.06
Sortino ratio Return per unit of downside risk	1.52	1.90	-0.38
Omega ratio Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	1.53	2.34	-0.81
Martin ratio Return relative to average drawdown	6.26	7.10	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCI vs. DAL - Sharpe Ratio Comparison

The current ^SPLRCI Sharpe Ratio is 1.03, which is comparable to the DAL Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ^SPLRCI and DAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SPLRCI	DAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	1.09	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.17	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.11	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.14	+0.27

Correlation

The correlation between ^SPLRCI and DAL is 0.52, 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.

Drawdowns

^SPLRCI vs. DAL - Drawdown Comparison

The maximum ^SPLRCI drawdown since its inception was -65.15%, smaller than the maximum DAL drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for ^SPLRCI and DAL.

Drawdown Indicators

	^SPLRCI	DAL	Difference
Max Drawdown Largest peak-to-trough decline	-65.15%	-81.73%	+16.58%
Max Drawdown (1Y) Largest decline over 1 year	-12.53%	-22.90%	+10.37%
Max Drawdown (5Y) Largest decline over 5 years	-22.64%	-47.92%	+25.28%
Max Drawdown (10Y) Largest decline over 10 years	-42.63%	-69.18%	+26.55%
Current Drawdown Current decline from peak	-10.84%	-11.53%	+0.69%
Average Drawdown Average peak-to-trough decline	-9.98%	-29.16%	+19.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	7.53%	-4.46%

Volatility

^SPLRCI vs. DAL - Volatility Comparison

The current volatility for S&P 500 Industrials Index (^SPLRCI) is 5.36%, while Delta Air Lines, Inc. (DAL) has a volatility of 13.56%. This indicates that ^SPLRCI experiences smaller price fluctuations and is considered to be less risky than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SPLRCI	DAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	13.56%	-8.20%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	29.63%	-18.49%
Volatility (1Y) Calculated over the trailing 1-year period	19.30%	50.04%	-30.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	40.49%	-23.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.86%	41.96%	-22.10%