IBEX vs. ^GSPC
Compare and contrast key facts about IBEX Limited (IBEX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBEX or ^GSPC.
Correlation
The correlation between IBEX and ^GSPC is 0.26, 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
IBEX vs. ^GSPC - Performance Comparison
Key characteristics
IBEX:
2.05
^GSPC:
1.62
IBEX:
3.08
^GSPC:
2.20
IBEX:
1.37
^GSPC:
1.30
IBEX:
1.38
^GSPC:
2.46
IBEX:
11.33
^GSPC:
10.01
IBEX:
6.83%
^GSPC:
2.08%
IBEX:
37.80%
^GSPC:
12.88%
IBEX:
-56.04%
^GSPC:
-56.78%
IBEX:
-13.33%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, IBEX achieves a 19.54% return, which is significantly higher than ^GSPC's 2.24% return.
IBEX
19.54%
17.84%
49.71%
82.72%
N/A
N/A
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
IBEX vs. ^GSPC — Risk-Adjusted Performance Rank
IBEX
^GSPC
IBEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX Limited (IBEX) 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
IBEX vs. ^GSPC - Drawdown Comparison
The maximum IBEX drawdown since its inception was -56.04%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IBEX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
IBEX vs. ^GSPC - Volatility Comparison
IBEX Limited (IBEX) has a higher volatility of 12.64% compared to S&P 500 (^GSPC) at 3.43%. This indicates that IBEX'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.