AX vs. ^SP500TR
Compare and contrast key facts about Axos Financial, Inc. (AX) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AX or ^SP500TR.
Key characteristics
| AX | ^SP500TR | |
|---|---|---|
| YTD Return | 47.58% | 26.21% |
| 1Y Return | 104.93% | 33.97% |
| 3Y Return (Ann) | 10.46% | 10.03% |
| 5Y Return (Ann) | 22.79% | 15.64% |
| 10Y Return (Ann) | 15.52% | 13.36% |
| Sharpe Ratio | 2.43 | 2.81 |
| Sortino Ratio | 3.68 | 3.75 |
| Omega Ratio | 1.41 | 1.53 |
| Calmar Ratio | 2.75 | 4.05 |
| Martin Ratio | 9.76 | 18.33 |
| Ulcer Index | 11.01% | 1.87% |
| Daily Std Dev | 44.25% | 12.16% |
| Max Drawdown | -70.49% | -55.25% |
| Current Drawdown | -4.11% | -0.85% |
Correlation
The correlation between AX and ^SP500TR is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AX vs. ^SP500TR - Performance Comparison
In the year-to-date period, AX achieves a 47.58% return, which is significantly higher than ^SP500TR's 26.21% return. Over the past 10 years, AX has outperformed ^SP500TR with an annualized return of 15.52%, while ^SP500TR has yielded a comparatively lower 13.36% annualized 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
AX vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Axos Financial, Inc. (AX) and S&P 500 Total Return (^SP500TR). 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
AX vs. ^SP500TR - Drawdown Comparison
The maximum AX drawdown since its inception was -70.49%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AX and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
AX vs. ^SP500TR - Volatility Comparison
Axos Financial, Inc. (AX) has a higher volatility of 21.32% compared to S&P 500 Total Return (^SP500TR) at 3.80%. This indicates that AX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.