PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
S&P 500 Index (^GSPC)
Performance
Return for Risk
Drawdowns
Volatility

S&P 500 Index (^GSPC)

Index · Currency in USD · Last updated Apr 2, 2026

The S&P 500 Index (GSPC, or SP500), is a stock market index that represents the performance of the 500 largest publicly traded companies in the US. The index comprises many industries, including technology, healthcare, financials, consumer staples, etc. It is widely considered a leading indicator of the overall performance of the US stock market. It is often used as a benchmark for the performance of mutual funds, ETFs, and other investment products.

The S&P 500 Index is calculated by Standard & Poor's, a financial services company. It is a market-capitalization-weighted index, meaning that the weight of each company in the index is based on its market capitalization (the value of its outstanding shares of stock). The index is rebalanced periodically to reflect the current market conditions.

The S&P 500 Index is often used as a benchmark for the performance of mutual funds, ETFs, and other investment products because it provides broad exposure to the US stock market and represents a diverse range of industries. In addition, many investors use the S&P 500 Index as a benchmark for their portfolio performance, or they may invest in products that track the index's performance, such as ETFs.

Share Price Chart

Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

S&P 500 Index

Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. QQQ^GSPC vs. XLP^GSPC vs. XLY^GSPC vs. ACWI^GSPC vs. CVX^GSPC vs. ^GSPTSE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Loading graphics...

S&P 500 Index

Returns By Period

S&P 500 Index (^GSPC) has returned -3.95% so far this year and 16.73% over the past 12 months. Over the last ten years, ^GSPC and the S&P 500 Index benchmark have both delivered an annualized return of 12.24%.

S&P 500 Index

1D
0.72%
1M
-4.45%
YTD
-3.95%
6M
-2.02%
1Y
16.73%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%

Benchmark (S&P 500 Index)

1D
0.72%
1M
-4.45%
YTD
-3.95%
6M
-2.02%
1Y
16.73%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1970, ^GSPC's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 1974 with a return of +16.3%, while the worst month was Oct 1987 at -21.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 9 months.

On a daily basis, ^GSPC closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Oct 19, 1987 at -20.5%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.37%-0.87%-5.09%0.72%-3.95%
20252.70%-1.42%-5.75%-0.76%6.15%4.96%2.17%1.91%3.53%2.27%0.13%-0.05%16.39%
20241.59%5.17%3.10%-4.16%4.80%3.47%1.13%2.28%2.02%-0.99%5.73%-2.50%23.31%
20236.18%-2.61%3.51%1.46%0.25%6.47%3.11%-1.77%-4.87%-2.20%8.92%4.42%24.23%
2022-5.26%-3.14%3.58%-8.80%0.01%-8.39%9.11%-4.24%-9.34%7.99%5.38%-5.90%-19.44%
2021-1.11%2.61%4.24%5.24%0.55%2.22%2.27%2.90%-4.76%6.91%-0.83%4.36%26.89%

Benchmark Metrics

S&P 500 Index has an annualized alpha of 0.00%, beta of 1.00, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 05, 1970.

  • With beta of 1.00 and R² of 1.00, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
Alpha
0.00%
Beta
1.00
R²
1.00
Upside Capture
100.00%
Downside Capture
100.00%

Return for Risk

Risk / Return Rank

^GSPC ranks 64 for risk / return — better than 64% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

^GSPC Risk / Return Rank: 6464
Overall Rank
^GSPC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6161
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6565
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5656
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P 500 Index (^GSPC) and compare them to a chosen benchmark (S&P 500 Index).

^GSPCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.92

0.00

Sortino ratio

Return per unit of downside risk

1.41

1.41

0.00

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.41

1.41

0.00

Martin ratio

Return relative to average drawdown

6.61

6.61

0.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore ^GSPC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

^GSPC Sortino Ratio^GSPC Sharpe Ratio

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the S&P 500 Index was 56.78%, occurring on Mar 9, 2009. Recovery took 1021 trading sessions.

The current S&P 500 Index drawdown is 5.78%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.78%Oct 10, 2007355Mar 9, 20091021Mar 28, 20131376
-49.15%Mar 27, 2000637Oct 9, 20021166May 30, 20071803
-48.2%Jan 12, 1973436Oct 3, 19741462Jul 17, 19801898
-33.92%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
-33.51%Aug 26, 198771Dec 4, 1987414Jul 26, 1989485

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...