STSEX vs. ^GSPC
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and S&P 500 (^GSPC).
STSEX is managed by Blackrock. It was launched on Dec 17, 1976.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STSEX or ^GSPC.
Correlation
The correlation between STSEX and ^GSPC is 0.94, 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
STSEX vs. ^GSPC - Performance Comparison
Key characteristics
STSEX:
0.94
^GSPC:
0.67
STSEX:
1.39
^GSPC:
1.05
STSEX:
1.21
^GSPC:
1.16
STSEX:
1.27
^GSPC:
0.68
STSEX:
5.45
^GSPC:
2.70
STSEX:
2.66%
^GSPC:
4.78%
STSEX:
15.46%
^GSPC:
19.41%
STSEX:
-49.89%
^GSPC:
-56.78%
STSEX:
0.00%
^GSPC:
-7.45%
Returns By Period
In the year-to-date period, STSEX achieves a 6.08% return, which is significantly higher than ^GSPC's -3.31% return. Over the past 10 years, STSEX has outperformed ^GSPC with an annualized return of 12.36%, while ^GSPC has yielded a comparatively lower 10.61% annualized return.
STSEX
6.08%
6.31%
6.28%
12.68%
17.55%
12.36%
^GSPC
-3.31%
5.38%
-0.74%
10.90%
14.93%
10.61%
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Risk-Adjusted Performance
STSEX vs. ^GSPC — Risk-Adjusted Performance Rank
STSEX
^GSPC
STSEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) 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
STSEX vs. ^GSPC - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for STSEX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
STSEX vs. ^GSPC - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 11.18%, while S&P 500 (^GSPC) has a volatility of 14.17%. This indicates that STSEX 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.