RCI vs. ^GSPC
Compare and contrast key facts about Rogers Communications Inc. (RCI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RCI or ^GSPC.
Performance
RCI vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, RCI achieves a -22.37% return, which is significantly lower than ^GSPC's 25.15% return. Over the past 10 years, RCI has underperformed ^GSPC with an annualized return of 2.17%, while ^GSPC has yielded a comparatively higher 11.18% annualized return.
RCI
-22.37%
-9.81%
-8.26%
-14.52%
-2.49%
2.17%
^GSPC
25.15%
2.74%
12.53%
30.93%
13.79%
11.18%
Key characteristics
| RCI | ^GSPC | |
|---|---|---|
| Sharpe Ratio | -0.83 | 2.53 |
| Sortino Ratio | -1.08 | 3.39 |
| Omega Ratio | 0.88 | 1.47 |
| Calmar Ratio | -0.39 | 3.65 |
| Martin Ratio | -0.97 | 16.21 |
| Ulcer Index | 14.92% | 1.91% |
| Daily Std Dev | 17.47% | 12.23% |
| Max Drawdown | -83.79% | -56.78% |
| Current Drawdown | -36.69% | -0.53% |
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Correlation
The correlation between RCI and ^GSPC is 0.38, 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.
Risk-Adjusted Performance
RCI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) 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
RCI vs. ^GSPC - Drawdown Comparison
The maximum RCI drawdown since its inception was -83.79%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RCI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
RCI vs. ^GSPC - Volatility Comparison
Rogers Communications Inc. (RCI) has a higher volatility of 5.76% compared to S&P 500 (^GSPC) at 3.97%. This indicates that RCI'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.