^SPLRCS vs. ^GSPC

Last updated Jun 5, 2026

^SPLRCS (S&P 500 Consumer Staples Index) and ^GSPC (S&P 500 Index) are both indexes. Over the past 10 years, ^SPLRCS returned 5.28%/yr vs 13.75%/yr for ^GSPC. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

^SPLRCS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Staples Index (^SPLRCS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^SPLRCS achieves a 5.88% return, which is significantly lower than ^GSPC's 9.73% return. Over the past 10 years, ^SPLRCS has underperformed ^GSPC with an annualized return of 5.28%, while ^GSPC has yielded a comparatively higher 13.75% annualized return.

^SPLRCS

• 1D: 0.77%
• 1M: -6.04%
• YTD: 5.88%
• 6M: 3.86%
• 1Y: 3.38%
• 3Y*: 6.09%
• 5Y*: 4.56%
• 10Y*: 5.28%

^GSPC

• 1D: -0.57%
• 1M: 1.39%
• YTD: 9.73%
• 6M: 10.46%
• 1Y: 24.50%
• 3Y*: 19.43%
• 5Y*: 12.21%
• 10Y*: 13.75%

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

^SPLRCS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPLRCS S&P 500 Consumer Staples Index	5.88%	1.32%	11.98%	-2.16%	-3.17%	15.55%	7.63%	23.97%	-11.15%	10.46%
^GSPC S&P 500 Index	9.73%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Correlation

The correlation between ^SPLRCS and ^GSPC is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 12, 1989	0.67

The correlation between ^SPLRCS and ^GSPC shifts across timeframes, from -0.02 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^SPLRCS vs. ^GSPC — Risk / Return Rank

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

^SPLRCS

^SPLRCS Risk / Return Rank: 11
^SPLRCS Sharpe Ratio Rank: 12
^SPLRCS Sortino Ratio Rank: 10
^SPLRCS Omega Ratio Rank: 10
^SPLRCS Calmar Ratio Rank: 12
^SPLRCS Martin Ratio Rank: 12

^GSPC

^GSPC Risk / Return Rank: 65
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 62
^GSPC Omega Ratio Rank: 66
^GSPC Calmar Ratio Rank: 62
^GSPC Martin Ratio Rank: 74

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.

^SPLRCS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Staples Index (^SPLRCS) and S&P 500 Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SPLRCS	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	1.98	-2.00
Sortino ratio: Return per unit of downside risk	0.07	2.70	-2.63
Omega ratio: Gain probability vs. loss probability	1.01	1.36	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.02	2.71	-2.73
Martin ratio: Return relative to average drawdown	-0.04	12.15	-12.20

^SPLRCS vs. ^GSPC - Sharpe Ratio Comparison

The current ^SPLRCS Sharpe Ratio is -0.02, which is lower than the ^GSPC Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ^SPLRCS and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

^SPLRCS vs. ^GSPC - Drawdown Comparison

The maximum ^SPLRCS drawdown since its inception was -40.76%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^SPLRCS and ^GSPC.

Drawdown Indicators

	^SPLRCS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-40.76%	-56.78%	+16.02%
Max Drawdown (1Y) Largest decline over 1 year	-9.41%	-9.10%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-12.29%	-18.90%	+6.61%
Max Drawdown (5Y) Largest decline over 5 years	-17.69%	-25.43%	+7.74%
Max Drawdown (10Y) Largest decline over 10 years	-24.71%	-33.92%	+9.21%
Current Drawdown Current decline from peak	-8.71%	-1.29%	-7.42%
Average Drawdown Average peak-to-trough decline	-6.63%	-10.72%	+4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	2.02%	+2.82%

Volatility

^SPLRCS vs. ^GSPC - Volatility Comparison

S&P 500 Consumer Staples Index (^SPLRCS) and S&P 500 Index (^GSPC) have volatilities of 4.51% and 4.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SPLRCS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	4.53%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	9.78%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	12.43%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.32%	16.99%	-3.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	18.11%	-3.31%

Frequently Asked Questions

Can I hold both ^SPLRCS and ^GSPC in my portfolio?

^SPLRCS and ^GSPC have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^SPLRCS or ^GSPC?

^GSPC has higher volatility (4.53%) compared to ^SPLRCS (4.51%). In terms of maximum drawdown, ^SPLRCS dropped -40.76% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (1.98 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.