IMOEX vs. ^GSPC
Compare and contrast key facts about MOEX Russia Index (IMOEX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or ^GSPC.
Correlation
The correlation between IMOEX and ^GSPC is 0.32, 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
IMOEX vs. ^GSPC - Performance Comparison
Key characteristics
IMOEX:
-0.18
^GSPC:
1.34
IMOEX:
-0.10
^GSPC:
1.83
IMOEX:
0.99
^GSPC:
1.24
IMOEX:
-0.09
^GSPC:
2.03
IMOEX:
-0.24
^GSPC:
8.08
IMOEX:
17.36%
^GSPC:
2.14%
IMOEX:
23.02%
^GSPC:
12.93%
IMOEX:
-83.89%
^GSPC:
-56.78%
IMOEX:
-26.26%
^GSPC:
-3.09%
Returns By Period
In the year-to-date period, IMOEX achieves a 9.67% return, which is significantly higher than ^GSPC's 1.24% return. Over the past 10 years, IMOEX has underperformed ^GSPC with an annualized return of 6.04%, while ^GSPC has yielded a comparatively higher 11.02% annualized return.
IMOEX
9.67%
7.25%
19.31%
-3.21%
2.31%
6.04%
^GSPC
1.24%
-1.42%
5.42%
15.91%
14.73%
11.02%
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Risk-Adjusted Performance
IMOEX vs. ^GSPC — Risk-Adjusted Performance Rank
IMOEX
^GSPC
IMOEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) 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
IMOEX vs. ^GSPC - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IMOEX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. ^GSPC - Volatility Comparison
MOEX Russia Index (IMOEX) has a higher volatility of 14.61% compared to S&P 500 (^GSPC) at 3.63%. This indicates that IMOEX'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.