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:
0.86
^GSPC:
2.06
EXC:
1.32
^GSPC:
2.74
EXC:
1.16
^GSPC:
1.38
EXC:
0.53
^GSPC:
3.13
EXC:
3.18
^GSPC:
12.84
EXC:
4.83%
^GSPC:
2.07%
EXC:
17.84%
^GSPC:
12.87%
EXC:
-62.26%
^GSPC:
-56.78%
EXC:
-13.35%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, EXC achieves a 4.73% return, which is significantly higher than ^GSPC's 1.96% return. Over the past 10 years, EXC has underperformed ^GSPC with an annualized return of 7.60%, while ^GSPC has yielded a comparatively higher 11.46% annualized return.
EXC
4.73%
6.00%
11.33%
17.19%
6.89%
7.60%
^GSPC
1.96%
2.21%
8.93%
23.90%
12.52%
11.46%
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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) and S&P 500 (^GSPC) have volatilities of 5.17% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.