Select indices to compare performance, returns, and correlation
Indexed to 100 at the start of the selected period
Percent return for each period
| Index | 1M | 3M | 6M | 1Y | 3Y |
|---|---|---|---|---|---|
| S&P 500 | +0.10% | +3.81% | +7.15% | +16.55% | +62.53% |
| DAX | +3.62% | +5.95% | +2.34% | +6.45% | +54.93% |
| FTSE 100 | +3.06% | +4.68% | +6.46% | +18.97% | +40.42% |
| Nikkei 225 | -6.53% | +7.26% | +22.78% | +58.38% | +98.21% |
| Hang Seng Index | +9.47% | -2.77% | -5.82% | -1.39% | +26.56% |
Pearson correlation of daily returns over the selected period (computed over shared trading days only)
| ^GSPC | ^GDAXI | ^FTSE | ^N225 | ^HSI | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.53 | 0.34 | 0.23 | 0.19 |
| ^GDAXI | 0.53 | 1.00 | 0.69 | 0.35 | 0.30 |
| ^FTSE | 0.34 | 0.69 | 1.00 | 0.14 | 0.20 |
| ^N225 | 0.23 | 0.35 | 0.14 | 1.00 | 0.48 |
| ^HSI | 0.19 | 0.30 | 0.20 | 0.48 | 1.00 |