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:
1.84
^GSPC:
2.10
STSEX:
2.41
^GSPC:
2.80
STSEX:
1.34
^GSPC:
1.39
STSEX:
2.85
^GSPC:
3.09
STSEX:
12.26
^GSPC:
13.49
STSEX:
1.60%
^GSPC:
1.94%
STSEX:
10.68%
^GSPC:
12.52%
STSEX:
-49.89%
^GSPC:
-56.78%
STSEX:
-2.79%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, STSEX achieves a 17.55% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, STSEX has outperformed ^GSPC with an annualized return of 11.71%, while ^GSPC has yielded a comparatively lower 11.06% annualized return.
STSEX
17.55%
-0.39%
2.38%
18.25%
13.94%
11.71%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
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 3.51%, while S&P 500 (^GSPC) has a volatility of 3.79%. 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.