RMD vs. ^SP500TR
Compare and contrast key facts about ResMed Inc. (RMD) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMD or ^SP500TR.
Key characteristics
| RMD | ^SP500TR | |
|---|---|---|
| YTD Return | 38.15% | 26.96% |
| 1Y Return | 61.32% | 35.01% |
| 3Y Return (Ann) | -1.73% | 10.25% |
| 5Y Return (Ann) | 10.83% | 15.79% |
| 10Y Return (Ann) | 17.83% | 13.44% |
| Sharpe Ratio | 1.78 | 3.06 |
| Sortino Ratio | 2.59 | 4.07 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 1.34 | 4.45 |
| Martin Ratio | 12.73 | 20.17 |
| Ulcer Index | 5.21% | 1.87% |
| Daily Std Dev | 37.27% | 12.28% |
| Max Drawdown | -61.60% | -55.25% |
| Current Drawdown | -18.54% | -0.26% |
Correlation
The correlation between RMD and ^SP500TR is 0.42, 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
RMD vs. ^SP500TR - Performance Comparison
In the year-to-date period, RMD achieves a 38.15% return, which is significantly higher than ^SP500TR's 26.96% return. Over the past 10 years, RMD has outperformed ^SP500TR with an annualized return of 17.83%, while ^SP500TR has yielded a comparatively lower 13.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RMD vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
RMD vs. ^SP500TR - Drawdown Comparison
The maximum RMD drawdown since its inception was -61.60%, 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. For additional features, visit the drawdowns tool.
Volatility
RMD vs. ^SP500TR - Volatility Comparison
ResMed Inc. (RMD) has a higher volatility of 10.05% compared to S&P 500 Total Return (^SP500TR) at 3.75%. 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.