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RMD vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

RMD vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ResMed Inc. (RMD) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.24%
7.91%
RMD
^SP500TR

Key characteristics

Sharpe Ratio

RMD:

0.99

^SP500TR:

1.97

Sortino Ratio

RMD:

1.67

^SP500TR:

2.63

Omega Ratio

RMD:

1.24

^SP500TR:

1.37

Calmar Ratio

RMD:

0.86

^SP500TR:

2.93

Martin Ratio

RMD:

6.71

^SP500TR:

13.00

Ulcer Index

RMD:

5.52%

^SP500TR:

1.90%

Daily Std Dev

RMD:

37.36%

^SP500TR:

12.58%

Max Drawdown

RMD:

-61.60%

^SP500TR:

-55.25%

Current Drawdown

RMD:

-18.29%

^SP500TR:

-3.62%

Returns By Period

In the year-to-date period, RMD achieves a 38.57% return, which is significantly higher than ^SP500TR's 24.66% return. Over the past 10 years, RMD has outperformed ^SP500TR with an annualized return of 16.84%, while ^SP500TR has yielded a comparatively lower 12.99% annualized return.


RMD

YTD

38.57%

1M

-0.82%

6M

11.24%

1Y

37.02%

5Y*

9.60%

10Y*

16.84%

^SP500TR

YTD

24.66%

1M

-0.72%

6M

7.91%

1Y

26.59%

5Y*

14.57%

10Y*

12.99%

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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.


Sharpe ratio
The chart of Sharpe ratio for RMD, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.992.13
The chart of Sortino ratio for RMD, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.672.84
The chart of Omega ratio for RMD, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.40
The chart of Calmar ratio for RMD, currently valued at 0.86, compared to the broader market0.002.004.006.000.863.15
The chart of Martin ratio for RMD, currently valued at 6.71, compared to the broader market0.0010.0020.006.7113.87
RMD
^SP500TR

The current RMD Sharpe Ratio is 0.99, which is lower than the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of RMD and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.99
2.13
RMD
^SP500TR

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.29%
-3.62%
RMD
^SP500TR

Volatility

RMD vs. ^SP500TR - Volatility Comparison

ResMed Inc. (RMD) has a higher volatility of 7.75% compared to S&P 500 Total Return (^SP500TR) at 3.62%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.75%
3.62%
RMD
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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