IXI.L vs. ^GSPC

Last updated Jun 5, 2026

IXI.L (IXICO plc) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.07 correlation, their price movements are largely independent.

Performance

IXI.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IXICO plc (IXI.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IXI.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IXI.L achieves a -26.38% return, which is significantly lower than ^GSPC's 11.24% return.

IXI.L

• 1D: 0.00%
• 1M: 25.82%
• YTD: -26.38%
• 6M: -19.53%
• 1Y: -23.11%
• 3Y*: -22.73%
• 5Y*: -37.33%
• 10Y*: -14.09%

^GSPC

• 1D: 0.00%
• 1M: 4.31%
• YTD: 11.24%
• 6M: 9.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXI.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
IXI.L IXICO plc	-26.38%	4.44%
^GSPC S&P 500 Index	8.95%	14.53%

Correlation

The correlation between IXI.L and ^GSPC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.07

Return for Risk

IXI.L vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IXI.L

IXI.L Risk / Return Rank: 19
IXI.L Sharpe Ratio Rank: 19
IXI.L Sortino Ratio Rank: 18
IXI.L Omega Ratio Rank: 14
IXI.L Calmar Ratio Rank: 22
IXI.L Martin Ratio Rank: 20

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.

IXI.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IXICO plc (IXI.L) and S&P 500 Index (^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.

	IXI.L	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.52	—	—
Sortino ratio: Return per unit of downside risk	-0.57	—	—
Omega ratio: Gain probability vs. loss probability	0.90	—	—
Calmar ratio: Return relative to maximum drawdown	-0.55	—	—
Martin ratio: Return relative to average drawdown	-1.02	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IXI.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.73	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	2.42	-2.66

Drawdowns

IXI.L vs. ^GSPC - Drawdown Comparison

The maximum IXI.L drawdown since its inception was -94.80%, which is greater than ^GSPC's maximum drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for IXI.L and ^GSPC.

Drawdown Indicators

	IXI.L	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-94.80%	-8.03%	-86.77%
Max Drawdown (1Y) Largest decline over 1 year	-52.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-68.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.79%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-94.78%	—	—
Current Drawdown Current decline from peak	-93.02%	0.00%	-93.02%
Average Drawdown Average peak-to-trough decline	-68.65%	-1.44%	-67.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.57%	—	—

Volatility

Volatility by Period

	IXI.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	38.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.91%	11.47%	+44.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.80%	11.47%	+39.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.98%	11.47%	+44.51%

Frequently Asked Questions

Can I hold both IXI.L and ^GSPC in my portfolio?

IXI.L and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.