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CPRX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CPRXSPY
YTD Return-7.26%15.29%
1Y Return18.74%26.49%
3Y Return (Ann)39.40%10.42%
5Y Return (Ann)34.28%14.94%
10Y Return (Ann)20.42%12.85%
Sharpe Ratio0.412.40
Daily Std Dev43.58%11.21%
Max Drawdown-94.25%-55.19%
Current Drawdown-25.94%-0.41%

Correlation

-0.50.00.51.00.2

The correlation between CPRX and SPY is 0.23, 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

CPRX vs. SPY - Performance Comparison

In the year-to-date period, CPRX achieves a -7.26% return, which is significantly lower than SPY's 15.29% return. Over the past 10 years, CPRX has outperformed SPY with an annualized return of 20.42%, while SPY has yielded a comparatively lower 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%2024FebruaryMarchAprilMayJune
155.57%
450.59%
CPRX
SPY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Catalyst Pharmaceuticals, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

CPRX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Catalyst Pharmaceuticals, Inc. (CPRX) and SPDR S&P 500 ETF (SPY). 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.


CPRX
Sharpe ratio
The chart of Sharpe ratio for CPRX, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.000.41
Sortino ratio
The chart of Sortino ratio for CPRX, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for CPRX, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for CPRX, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for CPRX, currently valued at 1.52, compared to the broader market0.0010.0020.001.52
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.40, compared to the broader market-2.00-1.000.001.002.003.002.40
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.006.003.38
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.33, compared to the broader market0.0010.0020.009.33

CPRX vs. SPY - Sharpe Ratio Comparison

The current CPRX Sharpe Ratio is 0.41, which is lower than the SPY Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of CPRX and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.41
2.40
CPRX
SPY

Dividends

CPRX vs. SPY - Dividend Comparison

CPRX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
CPRX
Catalyst Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.26%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CPRX vs. SPY - Drawdown Comparison

The maximum CPRX drawdown since its inception was -94.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CPRX and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-25.94%
-0.41%
CPRX
SPY

Volatility

CPRX vs. SPY - Volatility Comparison

Catalyst Pharmaceuticals, Inc. (CPRX) has a higher volatility of 8.86% compared to SPDR S&P 500 ETF (SPY) at 2.41%. This indicates that CPRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
8.86%
2.41%
CPRX
SPY