SEQUX vs. ^GSPC
Compare and contrast key facts about Sequoia Fund (SEQUX) and S&P 500 (^GSPC).
SEQUX is managed by Sequoia. It was launched on Jul 15, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEQUX or ^GSPC.
Correlation
The correlation between SEQUX and ^GSPC is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SEQUX vs. ^GSPC - Performance Comparison
Key characteristics
SEQUX:
0.70
^GSPC:
0.24
SEQUX:
0.99
^GSPC:
0.47
SEQUX:
1.14
^GSPC:
1.07
SEQUX:
0.30
^GSPC:
0.24
SEQUX:
3.11
^GSPC:
1.08
SEQUX:
3.57%
^GSPC:
4.25%
SEQUX:
15.88%
^GSPC:
19.00%
SEQUX:
-61.08%
^GSPC:
-56.78%
SEQUX:
-29.56%
^GSPC:
-14.02%
Returns By Period
In the year-to-date period, SEQUX achieves a 1.97% return, which is significantly higher than ^GSPC's -10.18% return. Over the past 10 years, SEQUX has underperformed ^GSPC with an annualized return of -2.78%, while ^GSPC has yielded a comparatively higher 9.65% annualized return.
SEQUX
1.97%
-4.28%
-4.36%
10.94%
7.37%
-2.78%
^GSPC
-10.18%
-6.71%
-9.92%
6.35%
13.40%
9.65%
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Risk-Adjusted Performance
SEQUX vs. ^GSPC — Risk-Adjusted Performance Rank
SEQUX
^GSPC
SEQUX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sequoia Fund (SEQUX) 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
SEQUX vs. ^GSPC - Drawdown Comparison
The maximum SEQUX drawdown since its inception was -61.08%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SEQUX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SEQUX vs. ^GSPC - Volatility Comparison
The current volatility for Sequoia Fund (SEQUX) is 8.98%, while S&P 500 (^GSPC) has a volatility of 13.60%. This indicates that SEQUX 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.