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 0.38, 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:
1.07
^GSPC:
2.06
EXC:
1.60
^GSPC:
2.74
EXC:
1.20
^GSPC:
1.38
EXC:
0.67
^GSPC:
3.13
EXC:
4.00
^GSPC:
12.83
EXC:
4.83%
^GSPC:
2.07%
EXC:
18.02%
^GSPC:
12.85%
EXC:
-62.26%
^GSPC:
-56.78%
EXC:
-11.10%
^GSPC:
-0.67%
Returns By Period
In the year-to-date period, EXC achieves a 7.44% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, EXC has underperformed ^GSPC with an annualized return of 8.05%, while ^GSPC has yielded a comparatively higher 11.45% annualized return.
EXC
7.44%
9.24%
15.04%
20.84%
7.20%
8.05%
^GSPC
2.85%
2.00%
8.88%
24.72%
12.77%
11.45%
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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 -62.26%, 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
Exelon Corporation (EXC) has a higher volatility of 5.59% compared to S&P 500 (^GSPC) at 5.14%. This indicates that EXC'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.