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^SP600 vs. VIS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SP600 and VIS is 0.88, 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.


-0.50.00.51.00.9

Performance

^SP600 vs. VIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 600 (^SP600) and Vanguard Industrials ETF (VIS). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
385.62%
617.44%
^SP600
VIS

Key characteristics

Sharpe Ratio

^SP600:

0.49

VIS:

1.31

Sortino Ratio

^SP600:

0.84

VIS:

1.92

Omega Ratio

^SP600:

1.10

VIS:

1.23

Calmar Ratio

^SP600:

0.64

VIS:

2.37

Martin Ratio

^SP600:

2.63

VIS:

8.07

Ulcer Index

^SP600:

3.73%

VIS:

2.40%

Daily Std Dev

^SP600:

19.90%

VIS:

14.73%

Max Drawdown

^SP600:

-59.17%

VIS:

-63.51%

Current Drawdown

^SP600:

-8.46%

VIS:

-8.15%

Returns By Period

In the year-to-date period, ^SP600 achieves a 7.26% return, which is significantly lower than VIS's 17.57% return. Over the past 10 years, ^SP600 has underperformed VIS with an annualized return of 7.52%, while VIS has yielded a comparatively higher 11.00% annualized return.


^SP600

YTD

7.26%

1M

-3.31%

6M

10.06%

1Y

7.59%

5Y*

6.71%

10Y*

7.52%

VIS

YTD

17.57%

1M

-4.42%

6M

8.69%

1Y

18.27%

5Y*

12.32%

10Y*

11.00%

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

^SP600 vs. VIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Vanguard Industrials ETF (VIS). 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.


Sharpe ratio
The chart of Sharpe ratio for ^SP600, currently valued at 0.49, compared to the broader market-1.000.001.002.000.491.31
The chart of Sortino ratio for ^SP600, currently valued at 0.84, compared to the broader market-1.000.001.002.003.000.841.92
The chart of Omega ratio for ^SP600, currently valued at 1.10, compared to the broader market0.800.901.001.101.201.301.401.101.23
The chart of Calmar ratio for ^SP600, currently valued at 0.64, compared to the broader market0.001.002.003.004.000.642.37
The chart of Martin ratio for ^SP600, currently valued at 2.63, compared to the broader market0.005.0010.0015.002.638.07
^SP600
VIS

The current ^SP600 Sharpe Ratio is 0.49, which is lower than the VIS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ^SP600 and VIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.49
1.31
^SP600
VIS

Drawdowns

^SP600 vs. VIS - Drawdown Comparison

The maximum ^SP600 drawdown since its inception was -59.17%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for ^SP600 and VIS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.46%
-8.15%
^SP600
VIS

Volatility

^SP600 vs. VIS - Volatility Comparison

S&P 600 (^SP600) has a higher volatility of 5.84% compared to Vanguard Industrials ETF (VIS) at 4.15%. This indicates that ^SP600's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.84%
4.15%
^SP600
VIS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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