RGA vs. ^GSPC
Compare and contrast key facts about Reinsurance Group of America, Incorporated (RGA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGA or ^GSPC.
Correlation
The correlation between RGA and ^GSPC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RGA vs. ^GSPC - Performance Comparison
Key characteristics
RGA:
0.25
^GSPC:
0.67
RGA:
0.53
^GSPC:
1.05
RGA:
1.08
^GSPC:
1.16
RGA:
0.08
^GSPC:
0.68
RGA:
0.80
^GSPC:
2.70
RGA:
9.47%
^GSPC:
4.78%
RGA:
30.63%
^GSPC:
19.41%
RGA:
-100.00%
^GSPC:
-56.78%
RGA:
-99.97%
^GSPC:
-7.45%
Returns By Period
In the year-to-date period, RGA achieves a -7.01% return, which is significantly lower than ^GSPC's -3.31% return. Over the past 10 years, RGA has underperformed ^GSPC with an annualized return of 10.01%, while ^GSPC has yielded a comparatively higher 10.57% annualized return.
RGA
-7.01%
14.71%
-7.28%
-0.26%
17.35%
10.01%
^GSPC
-3.31%
12.07%
-0.74%
10.90%
14.73%
10.57%
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Risk-Adjusted Performance
RGA vs. ^GSPC — Risk-Adjusted Performance Rank
RGA
^GSPC
RGA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reinsurance Group of America, Incorporated (RGA) 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
RGA vs. ^GSPC - Drawdown Comparison
The maximum RGA drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RGA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
RGA vs. ^GSPC - Volatility Comparison
Reinsurance Group of America, Incorporated (RGA) has a higher volatility of 16.76% compared to S&P 500 (^GSPC) at 14.17%. This indicates that RGA'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.