^XCI vs. ^GSPC

In the year-to-date period, ^XCI achieves a -1.67% return, which is significantly lower than ^GSPC's 1.30% return. Over the past 10 years, ^XCI has outperformed ^GSPC with an annualized return of 21.88%, while ^GSPC has yielded a comparatively lower 10.87% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) 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.

The current ^XCI Sharpe Ratio is 0.58, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ^XCI and ^GSPC, 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 ^XCI drawdown since its inception was -77.19%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^XCI and ^GSPC. For additional features, visit the drawdowns tool.

ARCA Computer Technology Index (^XCI) has a higher volatility of 7.94% compared to S&P 500 (^GSPC) at 5.42%. This indicates that ^XCI'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.