SNEX vs. ^GSPC
Compare and contrast key facts about StoneX Group Inc. (SNEX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNEX or ^GSPC.
Correlation
The correlation between SNEX and ^GSPC is 0.32, 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
SNEX vs. ^GSPC - Performance Comparison
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Key characteristics
SNEX:
2.03
^GSPC:
0.57
SNEX:
2.76
^GSPC:
0.97
SNEX:
1.36
^GSPC:
1.14
SNEX:
4.11
^GSPC:
0.62
SNEX:
12.94
^GSPC:
2.38
SNEX:
5.63%
^GSPC:
4.93%
SNEX:
33.77%
^GSPC:
19.55%
SNEX:
-97.68%
^GSPC:
-56.78%
SNEX:
-5.86%
^GSPC:
-5.65%
Returns By Period
In the year-to-date period, SNEX achieves a 35.70% return, which is significantly higher than ^GSPC's -1.44% return. Over the past 10 years, SNEX has outperformed ^GSPC with an annualized return of 18.98%, while ^GSPC has yielded a comparatively lower 10.61% annualized return.
SNEX
35.70%
17.31%
36.62%
72.72%
39.00%
18.98%
^GSPC
-1.44%
8.08%
-3.32%
10.99%
15.15%
10.61%
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Risk-Adjusted Performance
SNEX vs. ^GSPC — Risk-Adjusted Performance Rank
SNEX
^GSPC
SNEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) 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.
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Drawdowns
SNEX vs. ^GSPC - Drawdown Comparison
The maximum SNEX drawdown since its inception was -97.68%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SNEX and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
SNEX vs. ^GSPC - Volatility Comparison
StoneX Group Inc. (SNEX) has a higher volatility of 12.00% compared to S&P 500 (^GSPC) at 5.97%. This indicates that SNEX'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.
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