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^SPXEW vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SPXEW and ^GSPC is 0.94, 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

^SPXEW vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Equal Weighted Index (^SPXEW) 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%December2025FebruaryMarchAprilMay
1,861.70%
1,502.70%
^SPXEW
^GSPC

Key characteristics

Sharpe Ratio

^SPXEW:

0.23

^GSPC:

0.48

Sortino Ratio

^SPXEW:

0.47

^GSPC:

0.80

Omega Ratio

^SPXEW:

1.07

^GSPC:

1.12

Calmar Ratio

^SPXEW:

0.23

^GSPC:

0.49

Martin Ratio

^SPXEW:

0.85

^GSPC:

1.90

Ulcer Index

^SPXEW:

5.03%

^GSPC:

4.90%

Daily Std Dev

^SPXEW:

17.11%

^GSPC:

19.37%

Max Drawdown

^SPXEW:

-60.83%

^GSPC:

-56.78%

Current Drawdown

^SPXEW:

-8.66%

^GSPC:

-7.82%

Returns By Period

In the year-to-date period, ^SPXEW achieves a -2.37% return, which is significantly higher than ^GSPC's -3.70% return. Over the past 10 years, ^SPXEW has underperformed ^GSPC with an annualized return of 7.63%, while ^GSPC has yielded a comparatively higher 10.43% annualized return.


^SPXEW

YTD

-2.37%

1M

11.82%

6M

-6.53%

1Y

4.01%

5Y*

12.25%

10Y*

7.63%

^GSPC

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

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Risk-Adjusted Performance

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

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

^SPXEW
The Risk-Adjusted Performance Rank of ^SPXEW is 3838
Overall Rank
The Sharpe Ratio Rank of ^SPXEW is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) 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 ^SPXEW Sharpe Ratio is 0.23, which is lower than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ^SPXEW 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.23
0.48
^SPXEW
^GSPC

Drawdowns

^SPXEW vs. ^GSPC - Drawdown Comparison

The maximum ^SPXEW drawdown since its inception was -60.83%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.66%
-7.82%
^SPXEW
^GSPC

Volatility

^SPXEW vs. ^GSPC - Volatility Comparison

The current volatility for S&P 500 Equal Weighted Index (^SPXEW) is 9.66%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that ^SPXEW experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.66%
11.21%
^SPXEW
^GSPC