EBS vs. ^GSPC
Compare and contrast key facts about Emergent BioSolutions Inc. (EBS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBS or ^GSPC.
Correlation
The correlation between EBS and ^GSPC is 0.39, 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
EBS vs. ^GSPC - Performance Comparison
Key characteristics
EBS:
3.38
^GSPC:
1.80
EBS:
3.81
^GSPC:
2.42
EBS:
1.52
^GSPC:
1.33
EBS:
5.54
^GSPC:
2.72
EBS:
17.34
^GSPC:
11.10
EBS:
31.59%
^GSPC:
2.08%
EBS:
162.42%
^GSPC:
12.84%
EBS:
-98.89%
^GSPC:
-56.78%
EBS:
-92.08%
^GSPC:
-1.32%
Returns By Period
In the year-to-date period, EBS achieves a 11.82% return, which is significantly higher than ^GSPC's 2.66% return. Over the past 10 years, EBS has underperformed ^GSPC with an annualized return of -8.05%, while ^GSPC has yielded a comparatively higher 11.41% annualized return.
EBS
11.82%
3.59%
8.42%
598.69%
-29.74%
-8.05%
^GSPC
2.66%
1.61%
15.23%
22.15%
12.59%
11.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EBS vs. ^GSPC — Risk-Adjusted Performance Rank
EBS
^GSPC
EBS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emergent BioSolutions Inc. (EBS) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
EBS vs. ^GSPC - Volatility Comparison
Emergent BioSolutions Inc. (EBS) has a higher volatility of 15.33% compared to S&P 500 (^GSPC) at 4.08%. 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.