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^GSPC vs. HIMS
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. HIMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Hims & Hers Health, Inc. (HIMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 10.35% return, which is significantly higher than HIMS's -7.08% return.


^GSPC

1D
1.65%
1M
1.97%
YTD
10.35%
6M
10.82%
1Y
26.39%
3Y*
19.66%
5Y*
12.33%
10Y*
13.81%

HIMS

1D
12.49%
1M
20.44%
YTD
-7.08%
6M
-16.77%
1Y
-45.62%
3Y*
51.65%
5Y*
20.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. HIMS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
^GSPC
S&P 500 Index
10.35%16.39%23.31%24.23%-19.44%26.89%16.26%7.35%
HIMS
Hims & Hers Health, Inc.
-7.08%34.28%171.69%38.85%-2.14%-55.14%47.47%1.23%

Correlation

The correlation between ^GSPC and HIMS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.37

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Return for Risk

^GSPC vs. HIMS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC
^GSPC Risk / Return Rank: 8383
Overall Rank
^GSPC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 8484
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8686
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank

HIMS
HIMS Risk / Return Rank: 2424
Overall Rank
HIMS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
HIMS Sortino Ratio Rank: 2626
Sortino Ratio Rank
HIMS Omega Ratio Rank: 2727
Omega Ratio Rank
HIMS Calmar Ratio Rank: 2121
Calmar Ratio Rank
HIMS Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^GSPC vs. HIMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Hims & Hers Health, Inc. (HIMS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


^GSPCHIMSDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.39

0.97

+0.41

Calmar ratioReturn relative to maximum drawdown

2.91

-0.59

+3.50

Martin ratioReturn relative to average drawdown

13.08

-0.95

+14.03

^GSPC vs. HIMS - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 2.14, which is higher than the HIMS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of ^GSPC and HIMS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. HIMS - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum HIMS drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for ^GSPC and HIMS.


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Drawdown Indicators


^GSPCHIMSDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-87.29%

+30.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-78.06%

+68.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-78.88%

+59.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-78.88%

+53.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.73%

-56.11%

+55.38%

Average Drawdown

Average peak-to-trough decline

-10.72%

-43.24%

+32.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

48.19%

-46.17%

Volatility

^GSPC vs. HIMS - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 4.67%, while Hims & Hers Health, Inc. (HIMS) has a volatility of 24.15%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than HIMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCHIMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

24.15%

-19.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

68.27%

-58.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

97.44%

-85.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

83.39%

-66.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

77.32%

-59.21%

Frequently Asked Questions


^GSPC and HIMS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIMS has higher volatility (24.15%) compared to ^GSPC (4.67%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs HIMS's -87.29%.

^GSPC currently has the higher Sharpe Ratio (2.14 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^GSPC and HIMS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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