^PUT vs. ^SP500TR
Compare and contrast key facts about CBOE S&P 500 PutWrite Index (^PUT) 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: ^PUT or ^SP500TR.
Correlation
The correlation between ^PUT and ^SP500TR is 0.87, 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
^PUT vs. ^SP500TR - Performance Comparison
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Key characteristics
^PUT:
0.53
^SP500TR:
0.72
^PUT:
0.87
^SP500TR:
1.11
^PUT:
1.17
^SP500TR:
1.16
^PUT:
0.52
^SP500TR:
0.74
^PUT:
2.20
^SP500TR:
2.85
^PUT:
3.57%
^SP500TR:
4.87%
^PUT:
14.83%
^SP500TR:
19.65%
^PUT:
-15.06%
^SP500TR:
-55.25%
^PUT:
-6.54%
^SP500TR:
-2.60%
Returns By Period
In the year-to-date period, ^PUT achieves a -3.52% return, which is significantly lower than ^SP500TR's 1.92% return.
^PUT
-3.52%
3.40%
-2.62%
7.72%
N/A
N/A
N/A
^SP500TR
1.92%
13.03%
1.88%
13.97%
16.97%
16.71%
12.86%
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Risk-Adjusted Performance
^PUT vs. ^SP500TR — Risk-Adjusted Performance Rank
^PUT
^SP500TR
^PUT vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE S&P 500 PutWrite Index (^PUT) 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.
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Drawdowns
^PUT vs. ^SP500TR - Drawdown Comparison
The maximum ^PUT drawdown since its inception was -15.06%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^PUT and ^SP500TR. For additional features, visit the drawdowns tool.
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Volatility
^PUT vs. ^SP500TR - Volatility Comparison
The current volatility for CBOE S&P 500 PutWrite Index (^PUT) is 2.21%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.42%. This indicates that ^PUT experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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