^IMUS vs. ^GSPC
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^GSPC.
Correlation
The correlation between ^IMUS and ^GSPC is 0.96, 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
^IMUS vs. ^GSPC - Performance Comparison
Key characteristics
^IMUS:
1.19
^GSPC:
2.17
^IMUS:
1.64
^GSPC:
2.88
^IMUS:
1.25
^GSPC:
1.40
^IMUS:
1.60
^GSPC:
3.23
^IMUS:
5.93
^GSPC:
13.82
^IMUS:
2.74%
^GSPC:
1.99%
^IMUS:
13.52%
^GSPC:
12.68%
^IMUS:
-47.72%
^GSPC:
-56.78%
^IMUS:
-1.40%
^GSPC:
-1.89%
Returns By Period
In the year-to-date period, ^IMUS achieves a 2.31% return, which is significantly higher than ^GSPC's 1.59% return. Over the past 10 years, ^IMUS has outperformed ^GSPC with an annualized return of 11.97%, while ^GSPC has yielded a comparatively lower 11.35% annualized return.
^IMUS
2.31%
-0.83%
6.22%
30.15%
13.45%
11.97%
^GSPC
1.59%
-1.89%
7.22%
27.21%
12.98%
11.35%
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Risk-Adjusted Performance
^IMUS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) 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
^IMUS vs. ^GSPC - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^GSPC - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 4.57% compared to S&P 500 (^GSPC) at 4.17%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.