^XSP vs. TGT
Compare and contrast key facts about S&P 500 Mini-SPX Options Index (^XSP) and Target Corporation (TGT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XSP or TGT.
Key characteristics
| ^XSP | TGT | |
|---|---|---|
| YTD Return | 22.95% | 12.58% |
| 1Y Return | 37.09% | 49.50% |
| 3Y Return (Ann) | 9.10% | -12.42% |
| Sharpe Ratio | 2.89 | 1.36 |
| Sortino Ratio | 3.84 | 2.45 |
| Omega Ratio | 1.53 | 1.30 |
| Calmar Ratio | 2.54 | 0.81 |
| Martin Ratio | 18.73 | 4.42 |
| Ulcer Index | 1.92% | 10.62% |
| Daily Std Dev | 12.41% | 34.53% |
| Max Drawdown | -25.43% | -62.96% |
| Current Drawdown | 0.00% | -36.55% |
Correlation
The correlation between ^XSP and TGT 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
^XSP vs. TGT - Performance Comparison
In the year-to-date period, ^XSP achieves a 22.95% return, which is significantly higher than TGT's 12.58% 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
^XSP vs. TGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) and Target Corporation (TGT). 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
^XSP vs. TGT - Drawdown Comparison
The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum TGT drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for ^XSP and TGT. For additional features, visit the drawdowns tool.
Volatility
^XSP vs. TGT - Volatility Comparison
The current volatility for S&P 500 Mini-SPX Options Index (^XSP) is 2.57%, while Target Corporation (TGT) has a volatility of 6.47%. This indicates that ^XSP experiences smaller price fluctuations and is considered to be less risky than TGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.