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:
-0.87
^GSPC:
2.16
RTSI:
-1.23
^GSPC:
2.87
RTSI:
0.86
^GSPC:
1.40
RTSI:
-0.29
^GSPC:
3.19
RTSI:
-1.14
^GSPC:
13.87
RTSI:
18.25%
^GSPC:
1.95%
RTSI:
24.01%
^GSPC:
12.54%
RTSI:
-93.26%
^GSPC:
-56.78%
RTSI:
-65.28%
^GSPC:
-0.82%
Returns By Period
In the year-to-date period, RTSI achieves a -20.27% return, which is significantly lower than ^GSPC's 26.63% return. Over the past 10 years, RTSI has underperformed ^GSPC with an annualized return of 0.42%, while ^GSPC has yielded a comparatively higher 11.23% annualized return.
RTSI
-20.27%
8.97%
-22.39%
-18.79%
-10.99%
0.42%
^GSPC
26.63%
1.18%
10.44%
27.03%
13.30%
11.23%
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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 13.56% compared to S&P 500 (^GSPC) at 3.91%. 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.