^SP400 vs. HON

In the year-to-date period, ^SP400 achieves a -3.83% return, which is significantly lower than HON's 1.40% return. Over the past 10 years, ^SP400 has underperformed HON with an annualized return of 6.98%, while HON has yielded a comparatively higher 10.10% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 400 Index (^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.

The current ^SP400 Sharpe Ratio is 0.08, which is lower than the HON Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ^SP400 and HON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

S&P 400 Index (^SP400) and Honeywell International Inc (HON) have volatilities of 5.92% and 5.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.