COLL vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Collegium Pharmaceutical, Inc. (COLL) and S&P 500 Index (^GSPC).

Performance

COLL vs. ^GSPC - Performance Comparison

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

COLL vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COLL Collegium Pharmaceutical, Inc.	-28.19%	61.61%	-6.92%	32.67%	24.20%	-6.74%	-2.67%	19.86%	-6.99%	18.56%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, COLL achieves a -28.19% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, COLL has underperformed ^GSPC with an annualized return of 5.66%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

COLL

• 1D: 0.54%
• 1M: -20.07%
• YTD: -28.19%
• 6M: -5.46%
• 1Y: 13.13%
• 3Y*: 11.49%
• 5Y*: 7.30%
• 10Y*: 5.66%

^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

COLL vs. ^GSPC — Risk / Return Rank

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

COLL

COLL Risk / Return Rank: 50
COLL Sharpe Ratio Rank: 53
COLL Sortino Ratio Rank: 49
COLL Omega Ratio Rank: 46
COLL Calmar Ratio Rank: 49
COLL Martin Ratio Rank: 52

^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.

COLL vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Collegium Pharmaceutical, Inc. (COLL) 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.

	COLL	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.34	0.92	-0.58
Sortino ratio Return per unit of downside risk	0.78	1.41	-0.63
Omega ratio Gain probability vs. loss probability	1.09	1.21	-0.12
Calmar ratio Return relative to maximum drawdown	0.32	1.41	-1.10
Martin ratio Return relative to average drawdown	1.01	6.61	-5.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COLL vs. ^GSPC - Sharpe Ratio Comparison

The current COLL Sharpe Ratio is 0.34, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of COLL 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

	COLL	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	0.92	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.61	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.68	-0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.46	-0.29

Correlation

The correlation between COLL and ^GSPC is 0.29, 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

COLL vs. ^GSPC - Drawdown Comparison

The maximum COLL drawdown since its inception was -73.59%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for COLL and ^GSPC.

Drawdown Indicators

	COLL	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-73.59%	-56.78%	-16.81%
Max Drawdown (1Y) Largest decline over 1 year	-35.81%	-12.14%	-23.67%
Max Drawdown (5Y) Largest decline over 5 years	-43.99%	-25.43%	-18.56%
Max Drawdown (10Y) Largest decline over 10 years	-65.22%	-33.92%	-31.30%
Current Drawdown Current decline from peak	-33.29%	-5.78%	-27.51%
Average Drawdown Average peak-to-trough decline	-31.16%	-10.75%	-20.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.28%	2.60%	+8.68%

Volatility

COLL vs. ^GSPC - Volatility Comparison

Collegium Pharmaceutical, Inc. (COLL) has a higher volatility of 11.41% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that COLL'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

	COLL	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.41%	5.37%	+6.04%
Volatility (6M) Calculated over the trailing 6-month period	27.80%	9.55%	+18.25%
Volatility (1Y) Calculated over the trailing 1-year period	39.31%	18.33%	+20.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.23%	16.90%	+23.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.38%	18.05%	+36.33%