Scatterplot: S&P 500 Sectors

Comparing 10-year return and risk data for the 11 sectors in the S&P 500, several observations can be made:

 

  • The sectors with the lowest volatility in the past 10 years were Consumer Staples and Health Care. The highest volatility sectors were Energy and Financials.
  • The best performing sectors in the past 10 years were Information Technology and Consumer Discretionary. The worst performing sectors were Energy and Communication Services.
  • Adjusting for risk, the best performing sectors were Information Technology and Health Care.

S&P 500 Sectors: 10 Year Risk vs. Return

Return/Risk (Annualized Return / Annualized Volatility)

Source: Bloomberg, data as of 07/31/2022. Returns are annualized. Volatility: 10 year weekly annualized standard deviation.
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The material available on non-affiliated websites has been produced by entities that are not affiliated with O’Shares Investments. Descriptions of references to, or links to products or publications within any non-affiliated linked websites does not imply endorsement of that product or publication by O’Shares Investments. Any opinions or recommendations from non-affiliated websites are solely those of the independent providers and are not the opinions or recommendations of O’Shares Investments, which is not responsible for any inaccuracies or errors.