Stock Market History: 100 Years of U.S. Returns, Crashes and Recoveries

One index, 98 calendar years, 73 declines and a 439× price gain. The averages are easy; the distribution behind them is the useful part.

+10.1%
Compound total return per year
72 / 98
Calendar years that finished up
−86.2%
Deepest drawdown on record

A century in three numbers

Stock market history in the United States is unusually well measured: the S&P 500 and its predecessors have a continuous record back to 1928, and the whole of it sits behind this page as JSON. Three numbers carry most of it:

Everything else in this article is the distribution behind those three averages — because the average year almost never happens. Only 7 of 98 years landed within two percentage points of the mean.

The full annual ledger, 1928 onwards →

The crashes, and how long they lasted

Our drawdown register counts 73 declines since 1928, of which 12 reached bear-market depth (−20% or worse). The deepest:

StartedDeclineDays to troughCause
1929−86.2%989
2007−56.8%517Global financial crisis
2000−49.1%929Dotcom bust
1973−48.2%630
1968−36.1%543
2020−33.9%33COVID pandemic

The median entry in that register is far tamer than the famous ones — −8.2% over 34 days. That is the honest shape of stock market history: routine corrections, punctuated by a handful of events that redefine a generation's risk tolerance. The United States has also run through 15 NBER recessions in the same window, and the index recovered from every one of them.

Every drawdown with its cause and recovery →

Volatility is the price, not the accident

Across 99 years the average intra-year drawdown is −16.2% — and the average year still finishes +8.1% on price alone, with 67 of them positive. The worst intra-year hole on record was 1931 at −57.5%.

The VIX puts a market price on that fear: 9,266 trading days of history, a mean of 19.4, a record close of 82.69 on 2020-03-16, and 208 days above 40 — 2.2% of all days. It closed at 14.53 on 2026-09-04.

Intra-year drawdown vs the year's outcome → · VIX since 1990 →

Where the century leaves valuation today

None of those is a timing signal. All of them are reasons the next decade's return is unlikely to be drawn from the same distribution as the last one.

Shiller CAPE since 1881 → · Household equity allocation → · The Magnificent 7's index weight →

What a century of stock market history actually supports

Five-year rolling annualised returns →

FAQ

What is the average stock market return over 100 years?

The S&P 500 compounded at about +10.1% a year with dividends reinvested, and +6.4% on price alone, from 1928 to 2026-09-04. The simple average of the 98 calendar years is +11.9%.

How many stock market crashes have there been?

73 distinct declines since 1928 in our register, 12 of them bear markets of −20% or worse. The deepest was −86.2% in 1929–1932.

Is the stock market overvalued right now?

By the two long-history measures on this site, it is expensive: Shiller CAPE 41.4× against a 17.6× mean (98th percentile), and household equity allocation at the 98.7th percentile. Both are ten-year signals, not next-year ones.

Computed from /api/sp500/annual-tr.json, /api/sp500/century.json, /api/sp500/drawdowns.json, /api/sp500/pe.json, /api/sp500/vix.json and /api/aiae.json. Market data through 2026-09-04; datasets published 2026-09-05. The page is regenerated on every refresh, so the numbers here and on the charts are the same numbers.

Further reading