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ARCA Pharmaceutical Index (^DRG)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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ARCA Pharmaceutical Index

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^DRG vs. BRK-A
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Performance

Performance Chart


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S&P 500

Returns By Period

ARCA Pharmaceutical Index (^DRG) returned -2.98% year-to-date (YTD) and -10.24% over the past 12 months. Over the past 10 years, ^DRG returned 4.38% annually, underperforming the S&P 500 benchmark at 10.84%.


^DRG

YTD

-2.98%

1M

-5.87%

6M

-7.72%

1Y

-10.24%

3Y*

1.98%

5Y*

6.65%

10Y*

4.38%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DRG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.77%6.88%-5.11%-1.01%-6.87%-2.98%
20244.91%5.14%2.22%-2.74%3.07%3.23%-1.25%8.71%-5.43%-4.65%-4.22%-5.12%2.66%
2023-3.60%-3.91%4.67%4.09%-3.35%3.23%0.19%3.45%-2.58%-2.99%3.50%2.72%4.87%
2022-3.59%-1.55%6.25%-0.51%1.81%-1.07%-0.98%-8.56%-2.03%8.54%7.26%0.53%4.91%
20211.39%-2.58%1.81%1.58%3.15%2.33%3.27%2.52%-6.37%5.58%-2.68%9.23%19.99%
2020-1.07%-8.15%-2.40%10.55%2.50%-2.54%2.49%2.66%-1.95%-7.18%9.24%2.94%5.48%
20190.23%3.59%2.02%-2.83%-3.44%5.87%-2.92%0.13%0.90%3.88%2.51%4.58%14.92%
20183.59%-4.65%-1.73%-0.85%-0.04%0.62%7.75%1.94%2.46%-3.31%6.13%-6.63%4.38%
2017-0.35%6.58%-0.51%0.62%2.35%2.35%-0.82%-0.38%2.83%-2.06%1.72%0.39%13.16%
2016-5.78%-4.39%1.21%3.25%1.83%1.90%4.54%-5.93%-1.70%-7.03%-1.18%2.54%-11.06%
20151.55%4.66%0.56%1.24%2.22%-2.71%5.43%-8.12%-5.83%4.17%-1.62%1.03%1.62%
2014-0.01%8.00%-0.74%2.67%-0.80%2.32%-2.64%2.86%1.77%-0.45%3.84%-3.29%13.83%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DRG is 6, meaning it’s performing worse than 94% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DRG is 66
Overall Rank
The Sharpe Ratio Rank of ^DRG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DRG is 44
Sortino Ratio Rank
The Omega Ratio Rank of ^DRG is 55
Omega Ratio Rank
The Calmar Ratio Rank of ^DRG is 44
Calmar Ratio Rank
The Martin Ratio Rank of ^DRG is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ARCA Pharmaceutical Index Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.53
  • 5-Year: 0.43
  • 10-Year: 0.27
  • All Time: 0.37

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of ARCA Pharmaceutical Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ARCA Pharmaceutical Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ARCA Pharmaceutical Index was 51.48%, occurring on Mar 3, 2009. Recovery took 1172 trading sessions.

The current ARCA Pharmaceutical Index drawdown is 20.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.48%Nov 30, 20002073Mar 3, 20091172Oct 25, 20133245
-32.69%Aug 5, 1992259Aug 12, 1993435May 3, 1995694
-31.21%Apr 13, 1999229Mar 7, 200087Jul 11, 2000316
-26.25%Jan 21, 202044Mar 23, 202081Jul 17, 2020125
-24.5%Sep 3, 2024152Apr 10, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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