PortfoliosLab logo
^SPLRCD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SPLRCD and ^GSPC is 0.86, 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

^SPLRCD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Discretionary Index (^SPLRCD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%December2025FebruaryMarchAprilMay
1,950.92%
1,524.30%
^SPLRCD
^GSPC

Key characteristics

Sharpe Ratio

^SPLRCD:

0.32

^GSPC:

0.48

Sortino Ratio

^SPLRCD:

0.68

^GSPC:

0.80

Omega Ratio

^SPLRCD:

1.09

^GSPC:

1.12

Calmar Ratio

^SPLRCD:

0.33

^GSPC:

0.49

Martin Ratio

^SPLRCD:

0.94

^GSPC:

1.90

Ulcer Index

^SPLRCD:

9.74%

^GSPC:

4.90%

Daily Std Dev

^SPLRCD:

26.47%

^GSPC:

19.37%

Max Drawdown

^SPLRCD:

-60.53%

^GSPC:

-56.78%

Current Drawdown

^SPLRCD:

-19.07%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, ^SPLRCD achieves a -13.39% return, which is significantly lower than ^GSPC's -3.70% return. Both investments have delivered pretty close results over the past 10 years, with ^SPLRCD having a 10.13% annualized return and ^GSPC not far ahead at 10.43%.


^SPLRCD

YTD

-13.39%

1M

12.65%

6M

-7.81%

1Y

9.03%

5Y*

10.75%

10Y*

10.13%

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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

^SPLRCD vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCD
The Risk-Adjusted Performance Rank of ^SPLRCD is 4848
Overall Rank
The Sharpe Ratio Rank of ^SPLRCD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPLRCD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of ^SPLRCD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ^SPLRCD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ^SPLRCD is 4646
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SPLRCD vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Discretionary Index (^SPLRCD) 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.


The current ^SPLRCD Sharpe Ratio is 0.32, which is lower than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^SPLRCD and ^GSPC, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.34
0.47
^SPLRCD
^GSPC

Drawdowns

^SPLRCD vs. ^GSPC - Drawdown Comparison

The maximum ^SPLRCD drawdown since its inception was -60.53%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^SPLRCD and ^GSPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.07%
-7.82%
^SPLRCD
^GSPC

Volatility

^SPLRCD vs. ^GSPC - Volatility Comparison

S&P 500 Consumer Discretionary Index (^SPLRCD) has a higher volatility of 13.68% compared to S&P 500 (^GSPC) at 11.21%. This indicates that ^SPLRCD'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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.68%
11.21%
^SPLRCD
^GSPC