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XP vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XP and ^SP500TR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

XP vs. ^SP500TR

Last updated May 31, 2025

Compare and contrast key facts about XP Inc. (XP) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XP or ^SP500TR.

Performance

XP vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XP Inc. (XP) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XP:

0.17

^SP500TR:

0.74

Sortino Ratio

XP:

0.56

^SP500TR:

1.05

Omega Ratio

XP:

1.07

^SP500TR:

1.15

Calmar Ratio

XP:

0.11

^SP500TR:

0.69

Martin Ratio

XP:

0.40

^SP500TR:

2.63

Ulcer Index

XP:

20.23%

^SP500TR:

4.92%

Daily Std Dev

XP:

41.09%

^SP500TR:

19.77%

Max Drawdown

XP:

-79.19%

^SP500TR:

-55.25%

Current Drawdown

XP:

-57.97%

^SP500TR:

-3.41%

Returns By Period

In the year-to-date period, XP achieves a 63.38% return, which is significantly higher than ^SP500TR's 1.06% return.

XP

YTD

63.38%

1M

20.25%

6M

50.26%

1Y

6.74%

3Y*

-1.65%

5Y*

-6.66%

10Y*

N/A

^SP500TR

YTD

1.06%

1M

6.29%

6M

-1.35%

1Y

14.44%

3Y*

14.41%

5Y*

15.94%

10Y*

12.85%

*Annualized

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XP Inc.

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XP vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XP
The Risk-Adjusted Performance Rank of XP is 5555
Overall Rank
The Sharpe Ratio Rank of XP is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of XP is 5252
Sortino Ratio Rank
The Omega Ratio Rank of XP is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of XP is 5656
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7474
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XP vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XP Inc. (XP) and S&P 500 Total Return (^SP500TR). 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.

The current XP Sharpe Ratio is 0.17, which is lower than the ^SP500TR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XP and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

XP vs. ^SP500TR - Drawdown Comparison

The maximum XP drawdown since its inception was -79.19%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for XP and ^SP500TR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XP vs. ^SP500TR - Volatility Comparison

XP Inc. (XP) has a higher volatility of 11.96% compared to S&P 500 Total Return (^SP500TR) at 4.77%. This indicates that XP's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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