EXC vs. ^GSPC
Compare and contrast key facts about Exelon Corporation (EXC) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXC or ^GSPC.
Correlation
The correlation between EXC and ^GSPC is 0.37, 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
EXC vs. ^GSPC - Performance Comparison
Key characteristics
EXC:
1.97
^GSPC:
0.24
EXC:
2.65
^GSPC:
0.47
EXC:
1.35
^GSPC:
1.07
EXC:
1.43
^GSPC:
0.24
EXC:
7.75
^GSPC:
1.08
EXC:
4.84%
^GSPC:
4.25%
EXC:
19.07%
^GSPC:
19.00%
EXC:
-62.27%
^GSPC:
-56.78%
EXC:
0.00%
^GSPC:
-14.02%
Returns By Period
In the year-to-date period, EXC achieves a 26.73% return, which is significantly higher than ^GSPC's -10.18% return. Over the past 10 years, EXC has outperformed ^GSPC with an annualized return of 10.91%, while ^GSPC has yielded a comparatively lower 9.68% annualized return.
EXC
26.73%
6.39%
18.18%
34.98%
15.64%
10.91%
^GSPC
-10.18%
-5.91%
-9.57%
5.19%
12.98%
9.68%
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Risk-Adjusted Performance
EXC vs. ^GSPC — Risk-Adjusted Performance Rank
EXC
^GSPC
EXC vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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
EXC vs. ^GSPC - Drawdown Comparison
The maximum EXC drawdown since its inception was -62.27%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXC and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXC vs. ^GSPC - Volatility Comparison
The current volatility for Exelon Corporation (EXC) is 8.21%, while S&P 500 (^GSPC) has a volatility of 13.60%. This indicates that EXC 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.