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IXI.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

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.

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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 -27.66% return, which is significantly lower than ^GSPC's 9.05% return. Over the past 10 years, IXI.L has underperformed ^GSPC with an annualized return of -12.42%, while ^GSPC has yielded a comparatively higher 12.82% annualized return.


IXI.L

1D
0.00%
1M
-1.73%
6M
-26.09%
YTD
-27.66%
1Y
-20.93%
3Y*
-24.82%
5Y*
-34.02%
10Y*
-12.42%
ALL TIME*
-24.14%

^GSPC

1D
-0.04%
1M
-2.42%
6M
6.80%
YTD
9.05%
1Y
18.10%
3Y*
16.23%
5Y*
11.76%
10Y*
12.82%
ALL TIME*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXI.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXI.L
IXICO plc
-27.66%-0.00%-6.00%-50.98%-57.50%-41.46%13.26%285.11%-35.62%15.87%
^GSPC
S&P 500 Index
9.05%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between IXI.L and ^GSPC is 0.04, 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 (1Y)
Calculated over the trailing 1-year period

0.04

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

0.03

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

0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2007

0.03

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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: 2828
Overall Rank
IXI.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IXI.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IXI.L Omega Ratio Rank: 2222
Omega Ratio Rank
IXI.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IXI.L Martin Ratio Rank: 3232
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

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.

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.


IXI.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

0.93

1.28

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.40

2.26

-2.66

Martin ratioReturn relative to average drawdown

-0.67

8.20

-8.87

IXI.L vs. ^GSPC - Sharpe Ratio Comparison

The current IXI.L Sharpe Ratio is -0.40, which is lower than the ^GSPC Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IXI.L and ^GSPC, 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

IXI.L vs. ^GSPC - Drawdown Comparison

The maximum IXI.L drawdown since its inception was -99.72%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for IXI.L and ^GSPC.


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Drawdown Indicators


IXI.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.72%

-37.07%

-62.65%

Max Drawdown (1Y)

Largest decline over 1 year

-52.64%

-8.03%

-44.61%

Max Drawdown (3Y)

Largest decline over 3 years

-68.23%

-22.15%

-46.08%

Max Drawdown (5Y)

Largest decline over 5 years

-92.37%

-22.15%

-70.22%

Max Drawdown (10Y)

Largest decline over 10 years

-94.78%

-26.01%

-68.77%

Current Drawdown

Current decline from peak

-99.63%

-2.42%

-97.21%

Average Drawdown

Average peak-to-trough decline

-89.05%

-5.29%

-83.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.02%

2.21%

+28.81%

Volatility

IXI.L vs. ^GSPC - Volatility Comparison

IXICO plc (IXI.L) has a higher volatility of 17.16% compared to S&P 500 Index (^GSPC) at 3.01%. This indicates that IXI.L'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.


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Volatility by Period


IXI.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.16%

3.01%

+14.15%

Volatility (6M)

Calculated over the trailing 6-month period

39.44%

8.99%

+30.45%

Volatility (1Y)

Calculated over the trailing 1-year period

51.62%

12.08%

+39.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.02%

15.94%

+35.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.02%

18.05%

+37.97%

Frequently Asked Questions


IXI.L and ^GSPC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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