CSM vs. ^GSPC
Compare and contrast key facts about Proshares Large Cap Core Plus (CSM) and S&P 500 (^GSPC).
CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSM or ^GSPC.
Correlation
The correlation between CSM and ^GSPC is 0.97, 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.
Performance
CSM vs. ^GSPC - Performance Comparison
Key characteristics
CSM:
1.92
^GSPC:
2.10
CSM:
2.59
^GSPC:
2.80
CSM:
1.35
^GSPC:
1.39
CSM:
2.78
^GSPC:
3.09
CSM:
11.18
^GSPC:
13.49
CSM:
2.19%
^GSPC:
1.94%
CSM:
12.80%
^GSPC:
12.52%
CSM:
-36.12%
^GSPC:
-56.78%
CSM:
-3.18%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, CSM achieves a 22.97% return, which is significantly lower than ^GSPC's 24.34% return. Both investments have delivered pretty close results over the past 10 years, with CSM having a 11.61% annualized return and ^GSPC not far behind at 11.06%.
CSM
22.97%
-0.14%
8.10%
23.69%
12.97%
11.61%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
CSM vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) 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.
Drawdowns
CSM vs. ^GSPC - Drawdown Comparison
The maximum CSM drawdown since its inception was -36.12%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for CSM and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
CSM vs. ^GSPC - Volatility Comparison
The current volatility for Proshares Large Cap Core Plus (CSM) is 3.40%, while S&P 500 (^GSPC) has a volatility of 3.79%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.