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:
0.02
^GSPC:
1.34
RTSI:
0.24
^GSPC:
1.83
RTSI:
1.03
^GSPC:
1.24
RTSI:
0.01
^GSPC:
2.03
RTSI:
0.02
^GSPC:
8.08
RTSI:
20.23%
^GSPC:
2.14%
RTSI:
27.64%
^GSPC:
12.93%
RTSI:
-93.26%
^GSPC:
-56.78%
RTSI:
-54.08%
^GSPC:
-3.09%
Returns By Period
In the year-to-date period, RTSI achieves a 27.89% return, which is significantly higher than ^GSPC's 1.24% return. Over the past 10 years, RTSI has underperformed ^GSPC with an annualized return of 2.55%, while ^GSPC has yielded a comparatively higher 11.02% annualized return.
RTSI
27.89%
19.77%
24.78%
1.79%
-2.63%
2.55%
^GSPC
1.24%
-1.92%
5.42%
15.91%
14.06%
11.02%
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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
RTS Index (RTSI) has a higher volatility of 11.85% compared to S&P 500 (^GSPC) at 3.66%. 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.