EBS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Emergent BioSolutions Inc. (EBS) and S&P 500 Index (^GSPC).

Performance

EBS vs. ^GSPC - Performance Comparison

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

EBS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EBS Emergent BioSolutions Inc.	-32.20%	29.29%	298.33%	-79.68%	-72.83%	-51.48%	66.08%	-8.99%	27.57%	41.50%
^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, EBS achieves a -32.20% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, EBS has underperformed ^GSPC with an annualized return of -13.20%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

EBS

• 1D: 0.96%
• 1M: -6.79%
• YTD: -32.20%
• 6M: -8.81%
• 1Y: 76.79%
• 3Y*: -6.83%
• 5Y*: -36.39%
• 10Y*: -13.20%

^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

EBS vs. ^GSPC — Risk / Return Rank

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

EBS

EBS Risk / Return Rank: 73
EBS Sharpe Ratio Rank: 68
EBS Sortino Ratio Rank: 76
EBS Omega Ratio Rank: 76
EBS Calmar Ratio Rank: 72
EBS Martin Ratio Rank: 73

^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.

EBS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) 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.

	EBS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.92	-0.09
Sortino ratio Return per unit of downside risk	1.94	1.41	+0.52
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.69	1.41	+0.27
Martin ratio Return relative to average drawdown	4.27	6.61	-2.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBS vs. ^GSPC - Sharpe Ratio Comparison

The current EBS Sharpe Ratio is 0.83, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EBS 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

	EBS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.92	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.61	-0.97
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	0.68	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.46	-0.48

Correlation

The correlation between EBS and ^GSPC is 0.40, 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

EBS vs. ^GSPC - Drawdown Comparison

The maximum EBS drawdown since its inception was -98.89%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EBS and ^GSPC.

Drawdown Indicators

	EBS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-98.89%	-56.78%	-42.11%
Max Drawdown (1Y) Largest decline over 1 year	-42.95%	-12.14%	-30.81%
Max Drawdown (5Y) Largest decline over 5 years	-98.14%	-25.43%	-72.71%
Max Drawdown (10Y) Largest decline over 10 years	-98.89%	-33.92%	-64.97%
Current Drawdown Current decline from peak	-93.79%	-5.78%	-88.01%
Average Drawdown Average peak-to-trough decline	-40.60%	-10.75%	-29.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.95%	2.60%	+14.35%

Volatility

EBS vs. ^GSPC - Volatility Comparison

Emergent BioSolutions Inc. (EBS) has a higher volatility of 9.05% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that EBS'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

	EBS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.05%	5.37%	+3.68%
Volatility (6M) Calculated over the trailing 6-month period	61.33%	9.55%	+51.78%
Volatility (1Y) Calculated over the trailing 1-year period	93.41%	18.33%	+75.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	102.08%	16.90%	+85.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.69%	18.05%	+61.64%