BBIO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about BridgeBio Pharma, Inc. (BBIO) and S&P 500 Index (^GSPC).

Performance

BBIO vs. ^GSPC - Performance Comparison

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

BBIO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BBIO BridgeBio Pharma, Inc.	-2.67%	178.75%	-32.03%	429.79%	-54.32%	-76.54%	102.88%	27.22%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	10.46%

Returns By Period

In the year-to-date period, BBIO achieves a -2.67% return, which is significantly higher than ^GSPC's -3.95% return.

BBIO

• 1D: 0.26%
• 1M: 13.66%
• YTD: -2.67%
• 6M: 39.21%
• 1Y: 125.47%
• 3Y*: 64.98%
• 5Y*: 4.63%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BBIO vs. ^GSPC — Risk / Return Rank

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

BBIO

BBIO Risk / Return Rank: 93
BBIO Sharpe Ratio Rank: 94
BBIO Sortino Ratio Rank: 92
BBIO Omega Ratio Rank: 91
BBIO Calmar Ratio Rank: 95
BBIO Martin Ratio Rank: 95

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

BBIO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BridgeBio Pharma, Inc. (BBIO) and S&P 500 Index (^GSPC). 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.

	BBIO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.60	0.92	+1.69
Sortino ratio Return per unit of downside risk	3.13	1.41	+1.72
Omega ratio Gain probability vs. loss probability	1.43	1.21	+0.21
Calmar ratio Return relative to maximum drawdown	5.70	1.41	+4.28
Martin ratio Return relative to average drawdown	16.74	6.61	+10.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBIO vs. ^GSPC - Sharpe Ratio Comparison

The current BBIO Sharpe Ratio is 2.60, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BBIO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBIO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	0.92	+1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.61	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.46	-0.27

Correlation

The correlation between BBIO and ^GSPC is 0.37, 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.

Drawdowns

BBIO vs. ^GSPC - Drawdown Comparison

The maximum BBIO drawdown since its inception was -92.80%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BBIO and ^GSPC.

Drawdown Indicators

	BBIO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-92.80%	-56.78%	-36.02%
Max Drawdown (1Y) Largest decline over 1 year	-20.25%	-12.14%	-8.11%
Max Drawdown (5Y) Largest decline over 5 years	-91.89%	-25.43%	-66.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.83%	-5.78%	-1.05%
Average Drawdown Average peak-to-trough decline	-46.72%	-10.75%	-35.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	2.60%	+4.29%

Volatility

BBIO vs. ^GSPC - Volatility Comparison

BridgeBio Pharma, Inc. (BBIO) has a higher volatility of 17.78% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that BBIO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBIO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.78%	5.37%	+12.41%
Volatility (6M) Calculated over the trailing 6-month period	37.12%	9.55%	+27.57%
Volatility (1Y) Calculated over the trailing 1-year period	48.71%	18.33%	+30.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.05%	16.90%	+69.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	84.69%	18.05%	+66.64%