PortfoliosLab logo
CSD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CSD and ^GSPC is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

CSD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Spin-Off ETF (CSD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
249.82%
287.17%
CSD
^GSPC

Key characteristics

Sharpe Ratio

CSD:

0.16

^GSPC:

0.46

Sortino Ratio

CSD:

0.42

^GSPC:

0.77

Omega Ratio

CSD:

1.06

^GSPC:

1.11

Calmar Ratio

CSD:

0.15

^GSPC:

0.47

Martin Ratio

CSD:

0.52

^GSPC:

1.94

Ulcer Index

CSD:

8.98%

^GSPC:

4.61%

Daily Std Dev

CSD:

28.30%

^GSPC:

19.44%

Max Drawdown

CSD:

-70.47%

^GSPC:

-56.78%

Current Drawdown

CSD:

-20.95%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, CSD achieves a -11.69% return, which is significantly lower than ^GSPC's -6.06% return. Over the past 10 years, CSD has underperformed ^GSPC with an annualized return of 5.27%, while ^GSPC has yielded a comparatively higher 10.11% annualized return.


CSD

YTD

-11.69%

1M

-5.61%

6M

-10.37%

1Y

5.09%

5Y*

19.06%

10Y*

5.27%

^GSPC

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CSD vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSD
The Risk-Adjusted Performance Rank of CSD is 3232
Overall Rank
The Sharpe Ratio Rank of CSD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CSD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CSD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CSD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CSD is 3131
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSD vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Spin-Off ETF (CSD) 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 chart of Sharpe ratio for CSD, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
CSD: 0.16
^GSPC: 0.46
The chart of Sortino ratio for CSD, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
CSD: 0.42
^GSPC: 0.77
The chart of Omega ratio for CSD, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
CSD: 1.06
^GSPC: 1.11
The chart of Calmar ratio for CSD, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
CSD: 0.15
^GSPC: 0.47
The chart of Martin ratio for CSD, currently valued at 0.52, compared to the broader market0.0020.0040.0060.00
CSD: 0.52
^GSPC: 1.94

The current CSD Sharpe Ratio is 0.16, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CSD 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.16
0.46
CSD
^GSPC

Drawdowns

CSD vs. ^GSPC - Drawdown Comparison

The maximum CSD drawdown since its inception was -70.47%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSD and ^GSPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.95%
-10.07%
CSD
^GSPC

Volatility

CSD vs. ^GSPC - Volatility Comparison

Invesco S&P Spin-Off ETF (CSD) has a higher volatility of 18.75% compared to S&P 500 (^GSPC) at 14.23%. This indicates that CSD'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.75%
14.23%
CSD
^GSPC