Correlation
The correlation between RYSOX and GM is 0.57, 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.
RYSOX vs. GM
Compare and contrast key facts about Rydex S&P 500 Fund (RYSOX) and General Motors Company (GM).
RYSOX is managed by Rydex Funds. It was launched on May 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSOX or GM.
Performance
RYSOX vs. GM - Performance Comparison
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Key characteristics
RYSOX:
0.50
GM:
0.34
RYSOX:
0.75
GM:
0.60
RYSOX:
1.11
GM:
1.08
RYSOX:
0.46
GM:
0.25
RYSOX:
1.72
GM:
0.69
RYSOX:
5.02%
GM:
13.83%
RYSOX:
19.71%
GM:
37.33%
RYSOX:
-55.24%
GM:
-59.95%
RYSOX:
-5.63%
GM:
-23.83%
Returns By Period
In the year-to-date period, RYSOX achieves a -1.49% return, which is significantly higher than GM's -8.36% return. Over the past 10 years, RYSOX has outperformed GM with an annualized return of 10.77%, while GM has yielded a comparatively lower 5.74% annualized return.
RYSOX
-1.49%
5.02%
-3.26%
9.01%
13.56%
14.28%
10.77%
GM
-8.36%
3.35%
-18.73%
11.48%
12.46%
14.02%
5.74%
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Risk-Adjusted Performance
RYSOX vs. GM — Risk-Adjusted Performance Rank
RYSOX
GM
RYSOX vs. GM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 Fund (RYSOX) and General Motors Company (GM). 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.
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Dividends
RYSOX vs. GM - Dividend Comparison
RYSOX's dividend yield for the trailing twelve months is around 1.10%, more than GM's 0.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSOX Rydex S&P 500 Fund | 1.10% | 1.08% | 0.60% | 1.17% | 1.25% | 13.42% | 0.93% | 1.69% | 4.81% | 0.84% | 3.97% | 1.20% |
GM General Motors Company | 0.99% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% |
Drawdowns
RYSOX vs. GM - Drawdown Comparison
The maximum RYSOX drawdown since its inception was -55.24%, smaller than the maximum GM drawdown of -59.95%. Use the drawdown chart below to compare losses from any high point for RYSOX and GM.
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Volatility
RYSOX vs. GM - Volatility Comparison
The current volatility for Rydex S&P 500 Fund (RYSOX) is 4.38%, while General Motors Company (GM) has a volatility of 7.80%. This indicates that RYSOX experiences smaller price fluctuations and is considered to be less risky than GM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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