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:
1.86
^GSPC:
1.98
CSM:
2.52
^GSPC:
2.65
CSM:
1.34
^GSPC:
1.37
CSM:
2.71
^GSPC:
2.93
CSM:
10.83
^GSPC:
12.73
CSM:
2.21%
^GSPC:
1.95%
CSM:
12.87%
^GSPC:
12.59%
CSM:
-36.12%
^GSPC:
-56.78%
CSM:
-2.49%
^GSPC:
-1.96%
Returns By Period
In the year-to-date period, CSM achieves a 23.85% return, which is significantly lower than ^GSPC's 25.18% return. Both investments have delivered pretty close results over the past 10 years, with CSM having a 11.69% annualized return and ^GSPC not far behind at 11.14%.
CSM
23.85%
-1.11%
8.78%
23.54%
13.05%
11.69%
^GSPC
25.18%
-0.47%
9.35%
24.83%
13.03%
11.14%
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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 3.60%, while S&P 500 (^GSPC) has a volatility of 4.07%. 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.