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:
1.49
^GSPC:
0.67
EXC:
2.09
^GSPC:
1.05
EXC:
1.27
^GSPC:
1.16
EXC:
1.09
^GSPC:
0.68
EXC:
5.91
^GSPC:
2.70
EXC:
4.85%
^GSPC:
4.78%
EXC:
19.21%
^GSPC:
19.41%
EXC:
-62.27%
^GSPC:
-56.78%
EXC:
-1.88%
^GSPC:
-7.45%
Returns By Period
In the year-to-date period, EXC achieves a 24.63% return, which is significantly higher than ^GSPC's -3.31% return. Both investments have delivered pretty close results over the past 10 years, with EXC having a 10.80% annualized return and ^GSPC not far behind at 10.61%.
EXC
24.63%
-1.59%
24.21%
29.24%
17.16%
10.80%
^GSPC
-3.31%
5.38%
-0.74%
10.90%
14.93%
10.61%
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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 7.56%, while S&P 500 (^GSPC) has a volatility of 14.17%. 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.