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INDEX vs. BCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INDEX vs. BCS

Last updated Jun 23, 2026

INDEX (CYBER HORNET S&P 500) is S&P 500 fund tracking the S&P 500 Index, while BCS (Barclays PLC) is a stock. Over the past 10 years, INDEX returned 13.02%/yr vs 15.34%/yr for BCS. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

INDEX vs. BCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CYBER HORNET S&P 500 (INDEX) and Barclays PLC (BCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDEX achieves a 10.05% return, which is significantly higher than BCS's 8.52% return. Over the past 10 years, INDEX has underperformed BCS with an annualized return of 13.02%, while BCS has yielded a comparatively higher 15.34% annualized return.

INDEX

1D
1.11%
1M
0.48%
YTD
10.05%
6M
9.61%
1Y
27.10%
3Y*
19.07%
5Y*
12.04%
10Y*
13.02%

BCS

1D
3.72%
1M
14.52%
YTD
8.52%
6M
9.03%
1Y
58.38%
3Y*
59.68%
5Y*
27.21%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDEX vs. BCS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INDEX
CYBER HORNET S&P 500		10.05%17.77%24.73%10.58%-11.84%29.10%12.75%28.98%-7.83%18.70%
BCS
Barclays PLC		8.52%96.49%76.26%6.01%-21.90%31.71%-12.84%31.90%-29.25%0.44%

Correlation

The correlation between INDEX and BCS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.58

The correlation between INDEX and BCS shifts across timeframes, from 0.53 (3 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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CYBER HORNET S&P 500

Barclays PLC

Often compared with INDEX:
INDEX vs. VOOINDEX vs. VIGAXINDEX vs. NYTINDEX vs. VMIAXINDEX vs. OAKIXINDEX vs. OAKLXINDEX vs. VICE
Often compared with BCS:
BCS vs. HSBCBCS vs. UBSBCS vs. DBBCS vs. LYGBCS vs. BACBCS vs. SDSBCS vs. MA

Return for Risk

INDEX vs. BCS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INDEX
INDEX Risk / Return Rank: 6666
Overall Rank
INDEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
INDEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
INDEX Omega Ratio Rank: 6161
Omega Ratio Rank
INDEX Calmar Ratio Rank: 6767
Calmar Ratio Rank
INDEX Martin Ratio Rank: 7979
Martin Ratio Rank
BCS
BCS Risk / Return Rank: 8383
Overall Rank
BCS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BCS Sortino Ratio Rank: 8686
Sortino Ratio Rank
BCS Omega Ratio Rank: 8383
Omega Ratio Rank
BCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
BCS Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INDEX vs. BCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CYBER HORNET S&P 500 (INDEX) and Barclays PLC (BCS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

INDEXBCSDifference
Sharpe ratioReturn per unit of total volatility
2.17
1.99

+0.17

Sortino ratioReturn per unit of downside risk
2.93
2.66

+0.27

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

3.02

2.24

+0.78

Martin ratioReturn relative to average drawdown

13.68

6.33

+7.35

INDEX vs. BCS - Sharpe Ratio Comparison

The current INDEX Sharpe Ratio is 2.17, which is comparable to the BCS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of INDEX and BCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

INDEX vs. BCS - Drawdown Comparison

The maximum INDEX drawdown since its inception was -38.82%, smaller than the maximum BCS drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for INDEX and BCS.

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Drawdown Indicators

INDEXBCSDifference

Max Drawdown

Largest peak-to-trough decline

-38.82%

-94.36%

+55.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-26.20%

+17.27%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-26.20%

+7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-48.14%

+26.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.82%

-66.10%

+27.28%

Current Drawdown

Current decline from peak

-1.34%

-19.30%

+17.96%

Average Drawdown

Average peak-to-trough decline

-4.62%

-38.41%

+33.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

9.25%

-7.29%

Volatility

INDEX vs. BCS - Volatility Comparison

The current volatility for CYBER HORNET S&P 500 (INDEX) is 4.80%, while Barclays PLC (BCS) has a volatility of 9.29%. This indicates that INDEX experiences smaller price fluctuations and is considered to be less risky than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

INDEXBCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

9.29%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

24.22%

-14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

29.47%

-17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

34.05%

-17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

37.60%

-18.91%

Dividends

INDEX vs. BCS - Dividend Comparison

INDEX's dividend yield for the trailing twelve months is around 0.95%, less than BCS's 1.71% yield.

PositionTTM20252024202320222021202020192018201720162015
BCS
Barclays PLC		1.71%1.70%3.13%4.86%4.18%1.61%3.91%3.68%3.21%1.37%2.26%2.95%
INDEX
CYBER HORNET S&P 500		0.95%1.04%1.97%1.56%3.25%1.81%1.53%1.61%3.09%1.15%0.00%0.00%

Frequently Asked Questions

INDEX and BCS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCS has higher volatility (9.29%) compared to INDEX (4.80%). In terms of maximum drawdown, INDEX dropped -38.82% vs BCS's -94.36%.

INDEX currently has the higher Sharpe Ratio (2.17 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for INDEX and BCS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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