IBEX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about IBEX Limited (IBEX) and S&P 500 Index (^GSPC).

Performance

IBEX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX Limited (IBEX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

IBEX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IBEX IBEX Limited	-27.84%	77.66%	13.05%	-23.50%	92.79%	-31.07%	21.43%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	12.08%

Returns By Period

In the year-to-date period, IBEX achieves a -27.84% return, which is significantly lower than ^GSPC's -3.95% return.

IBEX

• 1D: 2.72%
• 1M: -5.10%
• YTD: -27.84%
• 6M: -32.36%
• 1Y: 9.54%
• 3Y*: 4.13%
• 5Y*: 3.91%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IBEX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBEX

IBEX Risk / Return Rank: 49
IBEX Sharpe Ratio Rank: 47
IBEX Sortino Ratio Rank: 49
IBEX Omega Ratio Rank: 49
IBEX Calmar Ratio Rank: 50
IBEX Martin Ratio Rank: 51

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBEX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IBEX Limited (IBEX) and S&P 500 Index (^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.

	IBEX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.18	0.92	-0.74
Sortino ratio Return per unit of downside risk	0.80	1.41	-0.62
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.35	1.41	-1.06
Martin ratio Return relative to average drawdown	0.90	6.61	-5.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBEX vs. ^GSPC - Sharpe Ratio Comparison

The current IBEX Sharpe Ratio is 0.18, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IBEX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBEX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	0.92	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.61	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.46	-0.25

Correlation

The correlation between IBEX and ^GSPC is 0.29, 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.

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.

Drawdown Indicators

	IBEX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-56.04%	-56.78%	+0.74%
Max Drawdown (1Y) Largest decline over 1 year	-37.14%	-12.14%	-25.00%
Max Drawdown (5Y) Largest decline over 5 years	-56.04%	-25.43%	-30.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-34.40%	-5.78%	-28.62%
Average Drawdown Average peak-to-trough decline	-25.35%	-10.75%	-14.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.55%	2.60%	+11.95%

Volatility

IBEX vs. ^GSPC - Volatility Comparison

IBEX Limited (IBEX) has a higher volatility of 9.20% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	IBEX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.20%	5.37%	+3.83%
Volatility (6M) Calculated over the trailing 6-month period	24.61%	9.55%	+15.06%
Volatility (1Y) Calculated over the trailing 1-year period	53.40%	18.33%	+35.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.05%	16.90%	+32.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.98%	18.05%	+34.93%