^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
Loading data...
Key characteristics
^OEX:
0.68
^GSPC:
0.61
^OEX:
1.09
^GSPC:
1.00
^OEX:
1.16
^GSPC:
1.15
^OEX:
0.72
^GSPC:
0.64
^OEX:
2.64
^GSPC:
2.45
^OEX:
5.45%
^GSPC:
4.96%
^OEX:
21.06%
^GSPC:
19.62%
^OEX:
-61.31%
^GSPC:
-56.78%
^OEX:
-3.99%
^GSPC:
-3.32%
Returns By Period
In the year-to-date period, ^OEX achieves a -0.23% return, which is significantly lower than ^GSPC's 1.00% return. Over the past 10 years, ^OEX has outperformed ^GSPC with an annualized return of 11.93%, while ^GSPC has yielded a comparatively lower 10.82% annualized return.
^OEX
-0.23%
13.34%
0.70%
14.16%
17.80%
16.28%
11.93%
^GSPC
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading data...
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.
Loading data...
Volatility
^OEX vs. ^GSPC - Volatility Comparison
S&P 100 Index (^OEX) has a higher volatility of 4.97% compared to S&P 500 (^GSPC) at 4.58%. 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.
Loading data...