^OEX vs. ^GSPC
Compare and contrast key facts about S&P 100 Index (^OEX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^OEX or ^GSPC.
Correlation
The correlation between ^OEX and ^GSPC is 0.98, 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
^OEX vs. ^GSPC - Performance Comparison
Key characteristics
^OEX:
1.76
^GSPC:
1.62
^OEX:
2.36
^GSPC:
2.20
^OEX:
1.32
^GSPC:
1.30
^OEX:
2.53
^GSPC:
2.46
^OEX:
10.64
^GSPC:
10.01
^OEX:
2.35%
^GSPC:
2.08%
^OEX:
14.18%
^GSPC:
12.88%
^OEX:
-61.31%
^GSPC:
-56.78%
^OEX:
-2.08%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, ^OEX achieves a 1.75% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, ^OEX has outperformed ^GSPC with an annualized return of 12.25%, while ^GSPC has yielded a comparatively lower 11.05% annualized return.
^OEX
1.75%
-1.64%
8.34%
21.84%
15.41%
12.25%
^GSPC
2.24%
-1.73%
6.72%
18.16%
13.31%
11.05%
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Risk-Adjusted Performance
^OEX vs. ^GSPC — Risk-Adjusted Performance Rank
^OEX
^GSPC
^OEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) 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
^OEX vs. ^GSPC - Drawdown Comparison
The maximum ^OEX drawdown since its inception was -61.31%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^OEX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^OEX vs. ^GSPC - Volatility Comparison
S&P 100 Index (^OEX) has a higher volatility of 3.82% compared to S&P 500 (^GSPC) at 3.43%. This indicates that ^OEX'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.