^GSPC vs. QQQ

In the year-to-date period, ^GSPC achieves a 0.52% return, which is significantly lower than QQQ's 1.85% return. Over the past 10 years, ^GSPC has underperformed QQQ with an annualized return of 10.84%, while QQQ has yielded a comparatively higher 17.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) and Invesco QQQ (QQQ). 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 ^GSPC Sharpe Ratio is 0.62, which is comparable to the QQQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^GSPC and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^GSPC and QQQ.

The current volatility for S&P 500 (^GSPC) is 4.76%, while Invesco QQQ (QQQ) has a volatility of 5.60%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.