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:
-0.70
^GSPC:
2.07
IMOEX:
-0.92
^GSPC:
2.76
IMOEX:
0.89
^GSPC:
1.39
IMOEX:
-0.33
^GSPC:
3.05
IMOEX:
-0.91
^GSPC:
13.27
IMOEX:
16.10%
^GSPC:
1.95%
IMOEX:
20.71%
^GSPC:
12.52%
IMOEX:
-83.89%
^GSPC:
-56.78%
IMOEX:
-37.21%
^GSPC:
-1.91%
Returns By Period
In the year-to-date period, IMOEX achieves a -13.13% return, which is significantly lower than ^GSPC's 25.25% return. Over the past 10 years, IMOEX has underperformed ^GSPC with an annualized return of 6.64%, while ^GSPC has yielded a comparatively higher 11.11% annualized return.
IMOEX
-13.13%
4.31%
-13.37%
-12.95%
-2.35%
6.64%
^GSPC
25.25%
0.08%
9.66%
25.65%
13.17%
11.11%
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Risk-Adjusted Performance
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 17.70% compared to S&P 500 (^GSPC) at 3.79%. 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.