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.
Key characteristics
| EXC | ^GSPC | |
|---|---|---|
| YTD Return | 5.72% | 8.61% |
| 1Y Return | -8.20% | 25.25% |
| 3Y Return (Ann) | 9.64% | 7.00% |
| 5Y Return (Ann) | 5.39% | 12.50% |
| 10Y Return (Ann) | 7.65% | 10.70% |
| Sharpe Ratio | -0.36 | 2.36 |
| Daily Std Dev | 21.11% | 11.60% |
| Max Drawdown | -62.26% | -56.78% |
| Current Drawdown | -19.18% | -1.40% |
Correlation
The correlation between EXC and ^GSPC is 0.40, 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
In the year-to-date period, EXC achieves a 5.72% return, which is significantly lower than ^GSPC's 8.61% return. Over the past 10 years, EXC has underperformed ^GSPC with an annualized return of 7.65%, while ^GSPC has yielded a comparatively higher 10.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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 5.19% compared to S&P 500 (^GSPC) at 4.08%. 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.