IGIC vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about International General Insurance Holdings Ltd. (IGIC) and S&P 500 Index (^GSPC).

Performance

IGIC vs. ^GSPC - Performance Comparison

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

IGIC vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IGIC International General Insurance Holdings Ltd.	1.52%	9.96%	92.38%	61.66%	1.62%	4.19%	-1.53%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	56.63%

Returns By Period

In the year-to-date period, IGIC achieves a 1.52% return, which is significantly higher than ^GSPC's -4.63% return.

IGIC

• 1D: 1.87%
• 1M: 1.07%
• YTD: 1.52%
• 6M: 10.01%
• 1Y: 0.80%
• 3Y*: 49.63%
• 5Y*: 28.94%
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

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

Return for Risk

IGIC vs. ^GSPC — Risk / Return Rank

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

IGIC

IGIC Risk / Return Rank: 41
IGIC Sharpe Ratio Rank: 42
IGIC Sortino Ratio Rank: 36
IGIC Omega Ratio Rank: 36
IGIC Calmar Ratio Rank: 45
IGIC Martin Ratio Rank: 45

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

IGIC vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International General Insurance Holdings Ltd. (IGIC) 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.

	IGIC	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.03	0.90	-0.87
Sortino ratio Return per unit of downside risk	0.24	1.39	-1.15
Omega ratio Gain probability vs. loss probability	1.03	1.21	-0.18
Calmar ratio Return relative to maximum drawdown	0.14	1.40	-1.26
Martin ratio Return relative to average drawdown	0.29	6.61	-6.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGIC vs. ^GSPC - Sharpe Ratio Comparison

The current IGIC Sharpe Ratio is 0.03, which is lower than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IGIC 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

	IGIC	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	0.90	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.61	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.46	+0.11

Correlation

The correlation between IGIC and ^GSPC is 0.13, 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

IGIC vs. ^GSPC - Drawdown Comparison

The maximum IGIC drawdown since its inception was -33.89%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IGIC and ^GSPC.

Drawdown Indicators

	IGIC	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-56.78%	+22.89%
Max Drawdown (1Y) Largest decline over 1 year	-18.15%	-12.14%	-6.01%
Max Drawdown (5Y) Largest decline over 5 years	-27.26%	-25.43%	-1.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-3.07%	-6.45%	+3.38%
Average Drawdown Average peak-to-trough decline	-9.55%	-10.75%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	2.57%	+6.11%

Volatility

IGIC vs. ^GSPC - Volatility Comparison

International General Insurance Holdings Ltd. (IGIC) has a higher volatility of 8.19% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that IGIC'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

	IGIC	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.19%	5.34%	+2.85%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	9.54%	+6.73%
Volatility (1Y) Calculated over the trailing 1-year period	29.46%	18.33%	+11.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.79%	16.91%	+14.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.36%	18.05%	+24.31%