S&P 500 Sector Scatterplot: Risk vs. Return

August 24, 2021

U.S. Large Caps

  • 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 Real Estate.
  • Adjusting for risk, the best performing sectors were Information Technology and Health Care.

See OUSA sector allocation here.

Source: Bloomberg Finance L.P., data as of 6/30/2021.
Returns are annualized.
Past performance does not guarantee future results. The referenced index is shown for informational purposes only and is not meant to represent the Fund. Investors cannot directly invest in an index.


Volatility: A statistical measure of risk. Volatility can either be measured by using the standard deviation or variance between returns from a security or market index. Commonly, the higher the volatility, the riskier the security. The 260-day price volatility equals the annualized standard deviation of the relative price change for the 260 most recent trading days closing price, expressed as a percentage.

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