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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ARCA Pharmaceutical Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
ARCA Pharmaceutical Index (^DRG) has returned 0.58% so far this year and 15.17% over the past 12 months. Over the last ten years, ^DRG has returned 8.58% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
ARCA Pharmaceutical Index
- 1D
- 2.27%
- 1M
- -6.35%
- YTD
- 0.58%
- 6M
- 16.27%
- 1Y
- 15.17%
- 3Y*
- 10.41%
- 5Y*
- 10.34%
- 10Y*
- 8.58%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 21, 1992, ^DRG's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Oct 1999 with a return of +13.7%, while the worst month was Feb 2009 at -12.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^DRG closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.6%, while the worst single day was Aug 31, 1998 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.61% | 4.66% | -6.35% | 0.58% | |||||||||
| 2025 | 3.77% | 6.88% | -5.11% | -1.01% | -5.71% | 0.76% | -3.98% | 7.13% | 2.40% | 2.61% | 11.65% | 0.90% | 20.51% |
| 2024 | 4.91% | 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% |
| 2021 | 1.39% | -2.58% | 1.81% | 1.58% | 3.15% | 2.33% | 3.27% | 2.52% | -6.37% | 5.58% | -2.68% | 9.23% | 19.99% |
Benchmark Metrics
ARCA Pharmaceutical Index has an annualized alpha of 1.87%, beta of 0.69, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since April 22, 1992.
- This index participated in 68.49% of S&P 500 Index downside but only 67.00% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.69 may look defensive, but with R² of 0.48 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.48 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.87%
- Beta
- 0.69
- R²
- 0.48
- Upside Capture
- 67.00%
- Downside Capture
- 68.49%
Return for Risk
Risk / Return Rank
^DRG ranks 43 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) and compare them to a chosen benchmark (S&P 500 Index).
| ^DRG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.90 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.39 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.40 | -0.13 |
Martin ratioReturn relative to average drawdown | 3.18 | 6.61 | -3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DRG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 6.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.48% | Nov 30, 2000 | 2073 | Mar 3, 2009 | 1172 | Oct 25, 2013 | 3245 |
| -32.69% | Aug 5, 1992 | 259 | Aug 12, 1993 | 435 | May 3, 1995 | 694 |
| -31.21% | Apr 13, 1999 | 229 | Mar 7, 2000 | 87 | Jul 11, 2000 | 316 |
| -26.25% | Jan 21, 2020 | 44 | Mar 23, 2020 | 81 | Jul 17, 2020 | 125 |
| -24.5% | Sep 3, 2024 | 152 | Apr 10, 2025 | 186 | Jan 7, 2026 | 338 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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