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 0.31, 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:
-0.56
^GSPC:
0.49
IMOEX:
-0.71
^GSPC:
0.81
IMOEX:
0.92
^GSPC:
1.12
IMOEX:
-0.32
^GSPC:
0.50
IMOEX:
-0.78
^GSPC:
2.07
IMOEX:
18.27%
^GSPC:
4.57%
IMOEX:
24.84%
^GSPC:
19.43%
IMOEX:
-83.89%
^GSPC:
-56.78%
IMOEX:
-31.33%
^GSPC:
-10.73%
Returns By Period
In the year-to-date period, IMOEX achieves a 2.13% return, which is significantly higher than ^GSPC's -6.75% return. Over the past 10 years, IMOEX has underperformed ^GSPC with an annualized return of 5.80%, while ^GSPC has yielded a comparatively higher 10.05% annualized return.
IMOEX
2.13%
-6.96%
8.31%
-14.13%
2.83%
5.80%
^GSPC
-6.75%
-5.05%
-5.60%
8.15%
14.14%
10.05%
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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) and S&P 500 (^GSPC) have volatilities of 13.57% and 14.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.