PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
IGIC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

IGIC vs. ^GSPC

Last updated May 12, 2025

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGIC or ^GSPC.

Correlation

The correlation between IGIC and ^GSPC is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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

Loading data...

Key characteristics

Daily Std Dev

IGIC:

62.58%

^GSPC:

19.63%

Max Drawdown

IGIC:

-12.22%

^GSPC:

-56.78%

Current Drawdown

IGIC:

-11.83%

^GSPC:

-5.09%

Returns By Period

IGIC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.86%

1M

8.72%

6M

-2.74%

1Y

11.65%

5Y*

15.28%

10Y*

10.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

IGIC vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGIC
The Risk-Adjusted Performance Rank of IGIC is 9494
Overall Rank
The Sharpe Ratio Rank of IGIC is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIC is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IGIC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IGIC is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IGIC is 9797
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7575
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8080
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.

IGIC vs. ^GSPC - Risk-Adjusted Performance Comparison

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

No data
No data
No data
No data
No data

Loading data...

Drawdowns

IGIC vs. ^GSPC - Drawdown Comparison

The maximum IGIC drawdown since its inception was -12.22%, 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. For additional features, visit the drawdowns tool.

Loading data...

Volatility

IGIC vs. ^GSPC - Volatility Comparison

Loading data...