^SPLRCD vs. ^GSPC

In the year-to-date period, ^SPLRCD achieves a -6.21% return, which is significantly lower than ^GSPC's 0.51% return. Both investments have delivered pretty close results over the past 10 years, with ^SPLRCD having a 10.96% annualized return and ^GSPC not far behind at 10.85%.

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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 0.76, which is comparable to the ^GSPC Sharpe Ratio of 0.66. 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.

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.

S&P 500 Consumer Discretionary Index (^SPLRCD) has a higher volatility of 7.49% compared to S&P 500 (^GSPC) at 4.77%. 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.