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 0.22, 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:
-0.08
^GSPC:
0.46
RTSI:
0.11
^GSPC:
0.77
RTSI:
1.01
^GSPC:
1.11
RTSI:
-0.03
^GSPC:
0.47
RTSI:
-0.12
^GSPC:
1.94
RTSI:
20.71%
^GSPC:
4.61%
RTSI:
30.73%
^GSPC:
19.44%
RTSI:
-93.26%
^GSPC:
-56.78%
RTSI:
-53.95%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, RTSI achieves a 28.27% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, RTSI has underperformed ^GSPC with an annualized return of 1.06%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.
RTSI
28.27%
-1.13%
32.15%
-3.46%
1.13%
1.06%
^GSPC
-6.06%
-2.95%
-4.87%
8.34%
13.98%
10.15%
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Risk-Adjusted Performance
RTSI vs. ^GSPC — Risk-Adjusted Performance Rank
RTSI
^GSPC
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
The current volatility for RTS Index (RTSI) is 11.29%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that RTSI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.