RMD vs. ^SP500TR
RMD (ResMed Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, RMD returned 13.46%/yr vs 15.64%/yr for ^SP500TR. At a 0.42 correlation, their price movements are largely independent.
Performance
RMD vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, RMD achieves a -20.18% return, which is significantly lower than ^SP500TR's 8.22% return. Over the past 10 years, RMD has underperformed ^SP500TR with an annualized return of 13.46%, while ^SP500TR has yielded a comparatively higher 15.64% annualized return.
RMD
- 1D
- 1.49%
- 1M
- -8.07%
- YTD
- -20.18%
- 6M
- -21.39%
- 1Y
- -24.12%
- 3Y*
- -2.92%
- 5Y*
- -4.07%
- 10Y*
- 13.46%
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
RMD vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMD ResMed Inc. | -20.18% | 6.26% | 34.18% | -16.55% | -19.47% | 23.41% | 38.33% | 37.85% | 36.38% | 39.06% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between RMD and ^SP500TR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 1995 | 0.42 |
The correlation between RMD and ^SP500TR shifts across timeframes, from 0.26 (1 year) to 0.52 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
RMD vs. ^SP500TR — Risk / Return Rank
RMD
^SP500TR
RMD vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ResMed Inc. (RMD) and S&P 500 Total Return (^SP500TR). 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.
| RMD | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.34 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.68 | -3.33 |
| Martin ratioReturn relative to average drawdown | -1.39 | 12.05 | -13.44 |
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Drawdowns
RMD vs. ^SP500TR - Drawdown Comparison
The maximum RMD drawdown since its inception was -61.61%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RMD and ^SP500TR.
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Drawdown Indicators
| RMD | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -55.25% | -6.36% |
Max Drawdown (1Y)Largest decline over 1 year | -37.28% | -8.89% | -28.39% |
Max Drawdown (3Y)Largest decline over 3 years | -40.09% | -18.75% | -21.34% |
Max Drawdown (5Y)Largest decline over 5 years | -53.99% | -24.49% | -29.50% |
Max Drawdown (10Y)Largest decline over 10 years | -53.99% | -33.79% | -20.20% |
Current DrawdownCurrent decline from peak | -34.39% | -3.13% | -31.26% |
Average DrawdownAverage peak-to-trough decline | -16.01% | -8.16% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.34% | 1.97% | +15.37% |
Volatility
RMD vs. ^SP500TR - Volatility Comparison
ResMed Inc. (RMD) has a higher volatility of 10.46% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that RMD's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMD | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.46% | 4.90% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 9.93% | +9.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.43% | 12.57% | +11.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.01% | 17.00% | +14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.50% | 18.08% | +13.42% |
Frequently Asked Questions
RMD and ^SP500TR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMD has higher volatility (10.46%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, RMD dropped -61.61% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.90 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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