BCS vs. INDEX
Compare and contrast key facts about Barclays PLC (BCS) and Index Funds S&P 500 Equal Weight (INDEX).
INDEX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCS or INDEX.
Key characteristics
| BCS | INDEX | |
|---|---|---|
| YTD Return | 78.80% | 26.99% |
| 1Y Return | 109.98% | 38.92% |
| 3Y Return (Ann) | 13.01% | 7.77% |
| 5Y Return (Ann) | 13.19% | 13.48% |
| Sharpe Ratio | 3.53 | 3.25 |
| Sortino Ratio | 4.06 | 4.35 |
| Omega Ratio | 1.55 | 1.62 |
| Calmar Ratio | 1.38 | 3.44 |
| Martin Ratio | 26.12 | 21.84 |
| Ulcer Index | 4.27% | 1.86% |
| Daily Std Dev | 31.64% | 12.47% |
| Max Drawdown | -94.39% | -38.82% |
| Current Drawdown | -59.24% | 0.00% |
Correlation
The correlation between BCS and INDEX is 0.57, 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
BCS vs. INDEX - Performance Comparison
In the year-to-date period, BCS achieves a 78.80% return, which is significantly higher than INDEX's 26.99% 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
BCS vs. INDEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and Index Funds S&P 500 Equal Weight (INDEX). 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.
Dividends
BCS vs. INDEX - Dividend Comparison
BCS's dividend yield for the trailing twelve months is around 3.09%, more than INDEX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 3.09% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% | 2.09% |
INDEX Index Funds S&P 500 Equal Weight | 1.23% | 1.56% | 1.21% | 1.09% | 1.53% | 1.61% | 1.82% | 1.15% | 1.15% | 1.19% | 0.00% | 0.00% |
Drawdowns
BCS vs. INDEX - Drawdown Comparison
The maximum BCS drawdown since its inception was -94.39%, which is greater than INDEX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for BCS and INDEX. For additional features, visit the drawdowns tool.
Volatility
BCS vs. INDEX - Volatility Comparison
Barclays PLC (BCS) has a higher volatility of 11.34% compared to Index Funds S&P 500 Equal Weight (INDEX) at 3.89%. This indicates that BCS's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.