Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^DRG Performance Chart
ARCA Pharmaceutical Index (^DRG) is up 8.9% since the beginning of the year. ^DRG is currently trading at $1,227 per share. Investors who bought $1,000 worth of ^DRG shares 5 years ago would now be looking at an investment worth $1,597.
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Returns By Period
ARCA Pharmaceutical Index (^DRG) has returned 8.93% so far this year and 35.32% over the past 12 months. Over the last ten years, ^DRG has returned 8.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
ARCA Pharmaceutical Index
- 1D
- -0.95%
- 1M
- -3.33%
- 6M
- 6.16%
- YTD
- 8.93%
- 1Y
- 35.32%
- 3Y*
- 12.09%
- 5Y*
- 9.82%
- 10Y*
- 8.33%
- ALL TIME*
- 8.69%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^DRG Monthly Returns History
Based on dividend-adjusted daily data since Feb 22, 1994, ^DRG's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 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% | -2.24% | 4.73% | 6.97% | -1.11% | 8.93% | |||||
| 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 3.05%, beta of 0.68, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 22, 1994.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.28%) than losses (65.80%) - typical of diversified or defensive assets.
- Beta of 0.68 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
- 3.05%
- Beta
- 0.68
- R²
- 0.48
- Upside Capture
- 69.28%
- Downside Capture
- 65.80%
Return for Risk
Risk / Return Rank
^DRG ranks 88 for risk / return — above 88% of indices peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DRG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.00 | +1.26 |
| Martin ratioReturn relative to average drawdown | 9.17 | 8.49 | +0.68 |
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 3.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-51.48%Mar 2009 | 8y 3mo | 4y 7mo | 12y 11moNov 2000 - Oct 2013 | Financial crisis2007–2009 |
-31.21%Mar 2000 | 10mo 29d | 4mo 6d | 1y 3moApr 1999 - Jul 2000 | Dot-com crash2000–2002 |
-26.25%Mar 2020 | 2mo 2d | 3mo 26d | 5mo 28dJan 2020 - Jul 2020 | COVID crash2020 |
-24.50%Apr 2025 | 7mo 9d | 9mo 2d | 1y 4moSep 2024 - Jan 2026 | 2025 selloff2025 |
-23.46%Dec 2016 | 1y 3mo | 1y 12mo | 3y 3moAug 2015 - Nov 2018 | — |
Drawdown Indicators
| ^DRG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.48% | -56.78% | +5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -9.10% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -18.90% | -5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -25.43% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -26.25% | -33.92% | +7.67% |
Current DrawdownCurrent decline from peak | -3.66% | -1.58% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -10.70% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.14% | +2.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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