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

Correlation

The correlation between ^SPXEW and ^OEX is 0.95, 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. ^OEX - 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 100 Index (^OEX). The values are adjusted to include any dividend payments, if applicable.

1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%1,900.00%2,000.00%December2025FebruaryMarchAprilMay
1,849.93%
1,553.06%
^SPXEW
^OEX

Key characteristics

Sharpe Ratio

^SPXEW:

0.26

^OEX:

0.56

Sortino Ratio

^SPXEW:

0.49

^OEX:

0.91

Omega Ratio

^SPXEW:

1.07

^OEX:

1.13

Calmar Ratio

^SPXEW:

0.24

^OEX:

0.58

Martin Ratio

^SPXEW:

0.89

^OEX:

2.17

Ulcer Index

^SPXEW:

5.00%

^OEX:

5.34%

Daily Std Dev

^SPXEW:

17.11%

^OEX:

20.76%

Max Drawdown

^SPXEW:

-60.83%

^OEX:

-61.31%

Current Drawdown

^SPXEW:

-9.21%

^OEX:

-9.36%

Returns By Period

In the year-to-date period, ^SPXEW achieves a -2.95% return, which is significantly higher than ^OEX's -5.81% return. Over the past 10 years, ^SPXEW has underperformed ^OEX with an annualized return of 7.52%, while ^OEX has yielded a comparatively higher 11.36% annualized return.


^SPXEW

YTD

-2.95%

1M

9.02%

6M

-7.01%

1Y

3.34%

5Y*

12.12%

10Y*

7.52%

^OEX

YTD

-5.81%

1M

11.36%

6M

-4.95%

1Y

10.38%

5Y*

15.22%

10Y*

11.36%

*Annualized

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Risk-Adjusted Performance

^SPXEW vs. ^OEX — 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 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPXEW is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ^SPXEW is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^SPXEW is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^SPXEW is 4141
Martin Ratio Rank

^OEX
The Risk-Adjusted Performance Rank of ^OEX is 7171
Overall Rank
The Sharpe Ratio Rank of ^OEX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^OEX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^OEX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^OEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^OEX is 7272
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. ^OEX - 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 100 Index (^OEX). 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 0.26, which is lower than the ^OEX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^SPXEW and ^OEX, 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
0.20
0.50
^SPXEW
^OEX

Drawdowns

^SPXEW vs. ^OEX - Drawdown Comparison

The maximum ^SPXEW drawdown since its inception was -60.83%, roughly equal to the maximum ^OEX drawdown of -61.31%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and ^OEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.21%
-9.36%
^SPXEW
^OEX

Volatility

^SPXEW vs. ^OEX - Volatility Comparison

The current volatility for S&P 500 Equal Weighted Index (^SPXEW) is 9.96%, while S&P 100 Index (^OEX) has a volatility of 12.23%. This indicates that ^SPXEW experiences smaller price fluctuations and is considered to be less risky than ^OEX 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
9.96%
12.23%
^SPXEW
^OEX