^SPLRCD vs. ^GSPC
Compare and contrast key facts about S&P 500 Consumer Discretionary Index (^SPLRCD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPLRCD or ^GSPC.
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
Key characteristics
^SPLRCD:
0.32
^GSPC:
0.48
^SPLRCD:
0.68
^GSPC:
0.80
^SPLRCD:
1.09
^GSPC:
1.12
^SPLRCD:
0.33
^GSPC:
0.49
^SPLRCD:
0.94
^GSPC:
1.90
^SPLRCD:
9.74%
^GSPC:
4.90%
^SPLRCD:
26.47%
^GSPC:
19.37%
^SPLRCD:
-60.53%
^GSPC:
-56.78%
^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
-13.39%
12.65%
-7.81%
9.03%
10.75%
10.13%
^GSPC
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
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
^SPLRCD
^GSPC
^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.
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.
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.