^SPXEW vs. ^OEX

In the year-to-date period, ^SPXEW achieves a -1.56% return, which is significantly higher than ^OEX's -5.34% return. Over the past 10 years, ^SPXEW has underperformed ^OEX with an annualized return of 7.75%, while ^OEX has yielded a comparatively higher 11.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) and S&P 100 Index (^OEX). 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.

The current ^SPXEW Sharpe Ratio is 0.23, which is lower than the ^OEX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ^SPXEW and ^OEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SPXEW drawdown since its inception was -60.83%, roughly equal to the maximum ^OEX drawdown of -61.31%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and ^OEX. For additional features, visit the drawdowns tool.

The current volatility for S&P 500 Equal Weighted Index (^SPXEW) is 6.13%, while S&P 100 Index (^OEX) has a volatility of 7.31%. This indicates that ^SPXEW experiences smaller price fluctuations and is considered to be less risky than ^OEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.