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AGRX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGRX and SPY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

AGRX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agile Therapeutics, Inc. (AGRX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
8.40%
AGRX
SPY

Key characteristics

Returns By Period


AGRX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

24.97%

1M

-0.32%

6M

8.25%

1Y

26.85%

5Y*

14.57%

10Y*

12.92%

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Risk-Adjusted Performance

AGRX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agile Therapeutics, Inc. (AGRX) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for AGRX, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.072.17
The chart of Sortino ratio for AGRX, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.902.88
The chart of Omega ratio for AGRX, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.41
The chart of Calmar ratio for AGRX, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.253.19
The chart of Martin ratio for AGRX, currently valued at -0.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.5014.10
AGRX
SPY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
2.17
AGRX
SPY

Dividends

AGRX vs. SPY - Dividend Comparison

AGRX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.87%.


TTM20232022202120202019201820172016201520142013
AGRX
Agile Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AGRX vs. SPY - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-3.19%
AGRX
SPY

Volatility

AGRX vs. SPY - Volatility Comparison

The current volatility for Agile Therapeutics, Inc. (AGRX) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.64%. This indicates that AGRX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember0
3.64%
AGRX
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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