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IBEX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBEX and ^GSPC is 0.27, 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.

IBEX vs. ^GSPC

Last updated May 31, 2025

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.

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IBEX:

2.14

^GSPC:

0.66

Sortino Ratio

IBEX:

3.44

^GSPC:

0.94

Omega Ratio

IBEX:

1.43

^GSPC:

1.14

Calmar Ratio

IBEX:

1.80

^GSPC:

0.60

Martin Ratio

IBEX:

13.75

^GSPC:

2.28

Ulcer Index

IBEX:

6.33%

^GSPC:

5.01%

Daily Std Dev

IBEX:

40.43%

^GSPC:

19.77%

Max Drawdown

IBEX:

-56.04%

^GSPC:

-56.78%

Current Drawdown

IBEX:

-5.76%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, IBEX achieves a 33.97% return, which is significantly higher than ^GSPC's 0.51% return.

IBEX

YTD

33.97%

1M

14.98%

6M

40.44%

1Y

85.86%

3Y*

17.16%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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IBEX Limited

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IBEX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBEX
The Risk-Adjusted Performance Rank of IBEX is 9595
Overall Rank
The Sharpe Ratio Rank of IBEX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IBEX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IBEX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IBEX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of IBEX is 9797
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current IBEX Sharpe Ratio is 2.14, which is higher than the ^GSPC Sharpe Ratio of 0.66. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IBEX vs. ^GSPC - Volatility Comparison

IBEX Limited (IBEX) has a higher volatility of 20.31% compared to S&P 500 (^GSPC) at 4.77%. 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.

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