^SP400 vs. HON
Compare and contrast key facts about S&P 400 (^SP400) and Honeywell International Inc (HON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP400 or HON.
Performance
^SP400 vs. HON - Performance Comparison
Returns By Period
In the year-to-date period, ^SP400 achieves a 18.17% return, which is significantly higher than HON's 10.11% return. Over the past 10 years, ^SP400 has underperformed HON with an annualized return of 8.52%, while HON has yielded a comparatively higher 10.67% annualized return.
^SP400
18.17%
4.56%
11.35%
28.94%
10.63%
8.52%
HON
10.11%
2.18%
14.57%
20.08%
7.25%
10.67%
Key characteristics
| ^SP400 | HON | |
|---|---|---|
| Sharpe Ratio | 1.86 | 1.20 |
| Sortino Ratio | 2.63 | 1.69 |
| Omega Ratio | 1.32 | 1.23 |
| Calmar Ratio | 2.33 | 1.46 |
| Martin Ratio | 10.35 | 4.12 |
| Ulcer Index | 2.87% | 5.04% |
| Daily Std Dev | 15.94% | 17.29% |
| Max Drawdown | -56.32% | -71.79% |
| Current Drawdown | -1.17% | -2.87% |
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Correlation
The correlation between ^SP400 and HON is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
^SP400 vs. HON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 400 (^SP400) and Honeywell International Inc (HON). 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
^SP400 vs. HON - Drawdown Comparison
The maximum ^SP400 drawdown since its inception was -56.32%, smaller than the maximum HON drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ^SP400 and HON. For additional features, visit the drawdowns tool.
Volatility
^SP400 vs. HON - Volatility Comparison
The current volatility for S&P 400 (^SP400) is 5.42%, while Honeywell International Inc (HON) has a volatility of 8.57%. This indicates that ^SP400 experiences smaller price fluctuations and is considered to be less risky than HON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.