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:
1.52
^GSPC:
1.74
EXC:
2.15
^GSPC:
2.35
EXC:
1.28
^GSPC:
1.32
EXC:
1.03
^GSPC:
2.61
EXC:
5.72
^GSPC:
10.66
EXC:
4.79%
^GSPC:
2.08%
EXC:
18.15%
^GSPC:
12.77%
EXC:
-62.26%
^GSPC:
-56.78%
EXC:
-6.25%
^GSPC:
0.00%
Returns By Period
In the year-to-date period, EXC achieves a 13.31% return, which is significantly higher than ^GSPC's 4.46% return. Over the past 10 years, EXC has underperformed ^GSPC with an annualized return of 9.76%, while ^GSPC has yielded a comparatively higher 11.31% annualized return.
EXC
13.31%
8.19%
13.76%
27.92%
7.40%
9.76%
^GSPC
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
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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 6.42% compared to S&P 500 (^GSPC) at 3.07%. 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.