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
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Key characteristics
STSEX:
0.67
^GSPC:
0.61
STSEX:
1.06
^GSPC:
1.00
STSEX:
1.16
^GSPC:
1.15
STSEX:
0.93
^GSPC:
0.64
STSEX:
3.97
^GSPC:
2.45
STSEX:
2.67%
^GSPC:
4.96%
STSEX:
15.55%
^GSPC:
19.62%
STSEX:
-49.89%
^GSPC:
-56.78%
STSEX:
-0.10%
^GSPC:
-3.32%
Returns By Period
In the year-to-date period, STSEX achieves a 7.91% return, which is significantly higher than ^GSPC's 1.00% return. Over the past 10 years, STSEX has outperformed ^GSPC with an annualized return of 12.33%, while ^GSPC has yielded a comparatively lower 10.82% annualized return.
STSEX
7.91%
9.42%
6.62%
10.42%
16.27%
17.43%
12.33%
^GSPC
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
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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.
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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.
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Volatility
STSEX vs. ^GSPC - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 3.93%, while S&P 500 (^GSPC) has a volatility of 4.58%. 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.
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