ARGX vs. SPY

In the year-to-date period, ARGX achieves a -10.63% return, which is significantly lower than SPY's -3.42% return.

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This table presents a comparison of risk-adjusted performance metrics for argenx SE (ARGX) 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.

The current ARGX Sharpe Ratio is 1.25, which is higher than the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ARGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ARGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

The maximum ARGX drawdown since its inception was -38.20%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARGX and SPY. For additional features, visit the drawdowns tool.