RTSI vs. ^GSPC
Compare and contrast key facts about RTS Index (RTSI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTSI or ^GSPC.
Correlation
The correlation between RTSI and ^GSPC is 0.23, 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.
Performance
RTSI vs. ^GSPC - Performance Comparison
Key characteristics
RTSI:
-0.77
^GSPC:
2.11
RTSI:
-1.06
^GSPC:
2.82
RTSI:
0.88
^GSPC:
1.39
RTSI:
-0.26
^GSPC:
3.12
RTSI:
-1.01
^GSPC:
13.56
RTSI:
18.41%
^GSPC:
1.95%
RTSI:
24.07%
^GSPC:
12.53%
RTSI:
-93.26%
^GSPC:
-56.78%
RTSI:
-64.86%
^GSPC:
-0.86%
Returns By Period
In the year-to-date period, RTSI achieves a -19.31% return, which is significantly lower than ^GSPC's 26.58% return. Over the past 10 years, RTSI has underperformed ^GSPC with an annualized return of 0.96%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.
RTSI
-19.31%
18.31%
-25.18%
-18.20%
-10.94%
0.96%
^GSPC
26.58%
0.27%
10.12%
26.27%
13.29%
11.21%
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Risk-Adjusted Performance
RTSI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) 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
RTSI vs. ^GSPC - Drawdown Comparison
The maximum RTSI drawdown since its inception was -93.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RTSI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
RTSI vs. ^GSPC - Volatility Comparison
RTS Index (RTSI) has a higher volatility of 13.42% compared to S&P 500 (^GSPC) at 3.89%. This indicates that RTSI'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.