COGT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Cogent Biosciences, Inc. (COGT) and S&P 500 Index (^GSPC).

Performance

COGT vs. ^GSPC - Performance Comparison

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

COGT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COGT Cogent Biosciences, Inc.	-0.79%	355.38%	32.65%	-49.13%	34.73%	-23.60%	289.93%	-83.64%	-60.40%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-5.07%

Returns By Period

In the year-to-date period, COGT achieves a -0.79% return, which is significantly higher than ^GSPC's -3.95% return.

COGT

• 1D: -8.44%
• 1M: -9.39%
• YTD: -0.79%
• 6M: 149.40%
• 1Y: 508.64%
• 3Y*: 48.37%
• 5Y*: 31.16%
• 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

COGT vs. ^GSPC — Risk / Return Rank

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

COGT

COGT Risk / Return Rank: 99
COGT Sharpe Ratio Rank: 98
COGT Sortino Ratio Rank: 99
COGT Omega Ratio Rank: 98
COGT Calmar Ratio Rank: 99
COGT Martin Ratio Rank: 99

^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.

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 ratio Return per unit of total volatility	3.78	0.92	+2.87
Sortino ratio Return per unit of downside risk	6.02	1.41	+4.61
Omega ratio Gain probability vs. loss probability	1.77	1.21	+0.56
Calmar ratio Return relative to maximum drawdown	15.97	1.41	+14.56
Martin ratio Return relative to average drawdown	46.51	6.61	+39.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COGT vs. ^GSPC - Sharpe Ratio Comparison

The current COGT Sharpe Ratio is 3.78, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of COGT 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

	COGT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.78	0.92	+2.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.61	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.46	-0.48

Correlation

The correlation between COGT and ^GSPC is 0.26, 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

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.

Drawdown Indicators

	COGT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-98.09%	-56.78%	-41.31%
Max Drawdown (1Y) Largest decline over 1 year	-29.72%	-12.14%	-17.58%
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 Drawdown Current decline from peak	-47.47%	-5.78%	-41.69%
Average Drawdown Average peak-to-trough decline	-78.47%	-10.75%	-67.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.50%	2.60%	+7.90%

Volatility

COGT vs. ^GSPC - Volatility Comparison

Cogent Biosciences, Inc. (COGT) has a higher volatility of 17.25% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	COGT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.25%	5.37%	+11.88%
Volatility (6M) Calculated over the trailing 6-month period	86.50%	9.55%	+76.95%
Volatility (1Y) Calculated over the trailing 1-year period	135.65%	18.33%	+117.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.18%	16.90%	+78.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.05%	18.05%	+150.00%