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 | +0.73% | +3.45% | +7.18% | +16.48% | +62.28% |
| DAX | +1.45% | +4.02% | +0.80% | +3.31% | +54.82% |
| FTSE 100 | +2.62% | +3.44% | +5.84% | +17.48% | +39.58% |
| Nikkei 225 | -6.60% | +8.20% | +19.99% | +54.47% | +97.78% |
| Hang Seng Index | +6.62% | -3.91% | -6.68% | -2.74% | +28.91% |
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 | 0.36 | 0.29 |
| ^FTSE | 0.34 | 0.69 | 1.00 | 0.14 | 0.19 |
| ^N225 | 0.23 | 0.36 | 0.14 | 1.00 | 0.48 |
| ^HSI | 0.19 | 0.29 | 0.19 | 0.48 | 1.00 |