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:
-0.71
^GSPC:
0.25
IMOEX:
-0.98
^GSPC:
0.41
IMOEX:
0.89
^GSPC:
1.06
IMOEX:
-0.39
^GSPC:
0.30
IMOEX:
-0.97
^GSPC:
1.15
IMOEX:
17.66%
^GSPC:
3.18%
IMOEX:
23.82%
^GSPC:
14.78%
IMOEX:
-83.89%
^GSPC:
-56.78%
IMOEX:
-33.30%
^GSPC:
-12.17%
Returns By Period
In the year-to-date period, IMOEX achieves a -0.81% return, which is significantly higher than ^GSPC's -8.25% return. Over the past 10 years, IMOEX has underperformed ^GSPC with an annualized return of 5.34%, while ^GSPC has yielded a comparatively higher 10.02% annualized return.
IMOEX
-0.81%
-11.79%
2.77%
-15.79%
2.15%
5.34%
^GSPC
-8.25%
-6.60%
-5.32%
3.55%
16.80%
10.02%
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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 11.02% compared to S&P 500 (^GSPC) at 7.38%. 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.