COGT vs. ^GSPC
COGT (Cogent Biosciences, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, COGT returned 32.16%/yr vs 12.30%/yr for ^GSPC. At a 0.26 correlation, their price movements are largely independent.
Performance
COGT vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, COGT achieves a -9.18% return, which is significantly lower than ^GSPC's 10.35% return.
COGT
- 1D
- -1.53%
- 1M
- -12.17%
- YTD
- -9.18%
- 6M
- -17.62%
- 1Y
- 457.17%
- 3Y*
- 35.49%
- 5Y*
- 32.16%
- 10Y*
- —
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
COGT vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COGT Cogent Biosciences, Inc. | -9.18% | 355.38% | 32.65% | -49.13% | 34.73% | -23.60% | 289.93% | -83.64% | -60.40% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -5.07% |
Correlation
The correlation between COGT and ^GSPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2018 | 0.26 |
The correlation between COGT and ^GSPC shifts across timeframes, from 0.26 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COGT vs. ^GSPC — Risk / Return Rank
COGT
^GSPC
COGT vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cogent Biosciences, Inc. (COGT) 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.
| COGT | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.53 | 2.24 | +1.29 |
Sortino ratioReturn per unit of downside risk | 7.68 | 3.07 | +4.61 |
Omega ratioGain probability vs. loss probability | 1.90 | 1.41 | +0.49 |
Calmar ratioReturn relative to maximum drawdown | 17.88 | 2.93 | +14.95 |
Martin ratioReturn relative to average drawdown | 44.72 | 13.52 | +31.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COGT | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.53 | 2.24 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.73 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.47 | -0.50 |
Drawdowns
COGT vs. ^GSPC - Drawdown Comparison
The maximum COGT drawdown since its inception was -98.09%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for COGT and ^GSPC.
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Drawdown Indicators
| COGT | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.09% | -56.78% | -41.31% |
Max Drawdown (1Y)Largest decline over 1 year | -25.79% | -9.10% | -16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -69.87% | -18.90% | -50.97% |
Max Drawdown (5Y)Largest decline over 5 years | -76.34% | -25.43% | -50.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -51.91% | -0.74% | -51.17% |
Average DrawdownAverage peak-to-trough decline | -77.82% | -10.72% | -67.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 1.97% | +8.32% |
Volatility
COGT vs. ^GSPC - Volatility Comparison
Cogent Biosciences, Inc. (COGT) has a higher volatility of 12.42% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that COGT'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.
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Volatility by Period
| COGT | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 2.93% | +9.49% |
Volatility (6M)Calculated over the trailing 6-month period | 31.76% | 8.99% | +22.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 130.68% | 11.89% | +118.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.04% | 16.90% | +78.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 166.35% | 18.06% | +148.29% |
Frequently Asked Questions
COGT and ^GSPC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COGT has higher volatility (12.42%) compared to ^GSPC (2.93%). In terms of maximum drawdown, COGT dropped -98.09% vs ^GSPC's -56.78%.
COGT currently has the higher Sharpe Ratio (3.53 vs 2.24), 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.
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