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:
-0.13
^GSPC:
1.34
IMOEX:
-0.02
^GSPC:
1.83
IMOEX:
1.00
^GSPC:
1.24
IMOEX:
-0.07
^GSPC:
2.03
IMOEX:
-0.17
^GSPC:
8.08
IMOEX:
17.35%
^GSPC:
2.14%
IMOEX:
22.96%
^GSPC:
12.93%
IMOEX:
-83.89%
^GSPC:
-56.78%
IMOEX:
-25.35%
^GSPC:
-3.09%
Returns By Period
In the year-to-date period, IMOEX achieves a 11.01% 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 6.18%, while ^GSPC has yielded a comparatively higher 11.02% annualized return.
IMOEX
11.01%
7.85%
20.77%
-2.03%
2.97%
6.18%
^GSPC
1.24%
-1.92%
5.42%
15.91%
14.06%
11.02%
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
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 14.68% compared to S&P 500 (^GSPC) at 3.66%. 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.