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CARA vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CARA and ^GSPC is 0.32, 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.


Performance

CARA vs. ^GSPC - Performance Comparison

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

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Key characteristics

Returns By Period


CARA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

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Cara Therapeutics, Inc.

S&P 500

Risk-Adjusted Performance

CARA vs. ^GSPC — Risk-Adjusted Performance Rank

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

CARA
The Risk-Adjusted Performance Rank of CARA is 4242
Overall Rank
The Sharpe Ratio Rank of CARA is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of CARA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CARA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CARA is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CARA is 3939
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CARA vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cara Therapeutics, Inc. (CARA) and S&P 500 (^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.



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Drawdowns

CARA vs. ^GSPC - Drawdown Comparison


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Volatility

CARA vs. ^GSPC - Volatility Comparison


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