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.
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.
Performance
EBS vs. ^GSPC - Performance Comparison
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Key characteristics
EBS:
0.20
^GSPC:
0.66
EBS:
1.34
^GSPC:
0.94
EBS:
1.18
^GSPC:
1.14
EBS:
0.35
^GSPC:
0.60
EBS:
0.77
^GSPC:
2.28
EBS:
43.83%
^GSPC:
5.01%
EBS:
123.15%
^GSPC:
19.77%
EBS:
-98.89%
^GSPC:
-56.78%
EBS:
-95.32%
^GSPC:
-3.78%
Returns By Period
In the year-to-date period, EBS achieves a -33.89% return, which is significantly lower than ^GSPC's 0.51% return. Over the past 10 years, EBS has underperformed ^GSPC with an annualized return of -13.82%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.
EBS
-33.89%
28.46%
-37.55%
10.88%
-42.34%
-40.32%
-13.82%
^GSPC
0.51%
5.49%
-2.00%
12.02%
12.68%
14.19%
10.85%
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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.
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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.
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Volatility
EBS vs. ^GSPC - Volatility Comparison
Emergent BioSolutions Inc. (EBS) has a higher volatility of 40.84% compared to S&P 500 (^GSPC) at 4.77%. 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.
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