IXI.L vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about IXICO plc (IXI.L) and S&P 500 Index (^GSPC).

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.

IXI.L vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXI.L IXICO plc	-34.04%	-0.00%	-6.00%	-50.98%	-57.50%	-41.46%	13.26%	285.11%	-35.62%	15.87%
^GSPC S&P 500 Index	-2.36%	8.10%	25.46%	18.02%	-9.86%	28.09%	12.84%	23.98%	-0.68%	9.09%

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 -34.04% return, which is significantly lower than ^GSPC's -2.36% return. Over the past 10 years, IXI.L has underperformed ^GSPC with an annualized return of -14.92%, while ^GSPC has yielded a comparatively higher 13.04% annualized return.

IXI.L

• 1D: -1.59%
• 1M: 1.64%
• YTD: -34.04%
• 6M: -41.51%
• 1Y: -0.00%
• 3Y*: -28.55%
• 5Y*: -35.23%
• 10Y*: -14.92%

^GSPC

• 1D: 0.49%
• 1M: -3.37%
• YTD: -2.36%
• 6M: -0.37%
• 1Y: 13.80%
• 3Y*: 14.19%
• 5Y*: 11.28%
• 10Y*: 13.04%

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

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: 41
IXI.L Sharpe Ratio Rank: 39
IXI.L Sortino Ratio Rank: 40
IXI.L Omega Ratio Rank: 45
IXI.L Calmar Ratio Rank: 40
IXI.L Martin Ratio Rank: 39

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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	-0.00	0.74	-0.74
Sortino ratio Return per unit of downside risk	0.45	1.15	-0.70
Omega ratio Gain probability vs. loss probability	1.08	1.18	-0.09
Calmar ratio Return relative to maximum drawdown	-0.00	1.22	-1.22
Martin ratio Return relative to average drawdown	-0.00	4.79	-4.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXI.L vs. ^GSPC - Sharpe Ratio Comparison

The current IXI.L Sharpe Ratio is -0.00, which is lower than the ^GSPC Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IXI.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IXI.L	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	0.74	-0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.70	0.71	-1.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	0.72	-0.99
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.55	-0.80

Correlation

The correlation between IXI.L and ^GSPC is 0.03, 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.

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 -37.67%. 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%	-56.78%	-38.02%
Max Drawdown (1Y) Largest decline over 1 year	-45.54%	-12.14%	-33.40%
Max Drawdown (5Y) Largest decline over 5 years	-93.80%	-25.43%	-68.37%
Max Drawdown (10Y) Largest decline over 10 years	-94.78%	-33.92%	-60.86%
Current Drawdown Current decline from peak	-93.75%	-5.78%	-87.97%
Average Drawdown Average peak-to-trough decline	-68.32%	-10.75%	-57.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.37%	2.60%	+18.77%

Volatility

IXI.L vs. ^GSPC - Volatility Comparison

The current volatility for IXICO plc (IXI.L) is 2.41%, while S&P 500 Index (^GSPC) has a volatility of 4.58%. This indicates that IXI.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXI.L	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	4.58%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	31.99%	9.50%	+22.49%
Volatility (1Y) Calculated over the trailing 1-year period	57.92%	18.75%	+39.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.07%	15.90%	+34.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.27%	18.17%	+37.10%