EYPT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Eyepoint Pharmaceuticals Inc (EYPT) and S&P 500 Index (^GSPC).

Performance

EYPT vs. ^GSPC - Performance Comparison

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

EYPT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EYPT Eyepoint Pharmaceuticals Inc	-28.74%	145.23%	-67.76%	560.29%	-71.41%	86.02%	-57.55%	-17.99%	75.00%	-36.84%
^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, EYPT achieves a -28.74% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, EYPT has underperformed ^GSPC with an annualized return of -7.34%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

EYPT

• 1D: 1.01%
• 1M: -29.01%
• YTD: -28.74%
• 6M: 0.81%
• 1Y: 157.82%
• 3Y*: 64.22%
• 5Y*: 3.79%
• 10Y*: -7.34%

^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

EYPT vs. ^GSPC — Risk / Return Rank

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

EYPT

EYPT Risk / Return Rank: 88
EYPT Sharpe Ratio Rank: 91
EYPT Sortino Ratio Rank: 88
EYPT Omega Ratio Rank: 84
EYPT Calmar Ratio Rank: 88
EYPT Martin Ratio Rank: 88

^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.

EYPT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eyepoint Pharmaceuticals Inc (EYPT) 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.

	EYPT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.11	0.92	+1.19
Sortino ratio Return per unit of downside risk	2.75	1.41	+1.34
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	3.78	1.41	+2.36
Martin ratio Return relative to average drawdown	9.96	6.61	+3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EYPT vs. ^GSPC - Sharpe Ratio Comparison

The current EYPT Sharpe Ratio is 2.11, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EYPT 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

	EYPT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	0.92	+1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.61	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.68	-0.75
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.46	-0.55

Correlation

The correlation between EYPT and ^GSPC is 0.21, 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

EYPT vs. ^GSPC - Drawdown Comparison

The maximum EYPT drawdown since its inception was -97.73%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EYPT and ^GSPC.

Drawdown Indicators

	EYPT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.73%	-56.78%	-40.95%
Max Drawdown (1Y) Largest decline over 1 year	-37.14%	-12.14%	-25.00%
Max Drawdown (5Y) Largest decline over 5 years	-87.61%	-25.43%	-62.18%
Max Drawdown (10Y) Largest decline over 10 years	-94.45%	-33.92%	-60.53%
Current Drawdown Current decline from peak	-87.03%	-5.78%	-81.25%
Average Drawdown Average peak-to-trough decline	-76.33%	-10.75%	-65.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.08%	2.60%	+11.48%

Volatility

EYPT vs. ^GSPC - Volatility Comparison

Eyepoint Pharmaceuticals Inc (EYPT) has a higher volatility of 20.37% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that EYPT'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

	EYPT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.37%	5.37%	+15.00%
Volatility (6M) Calculated over the trailing 6-month period	51.23%	9.55%	+41.68%
Volatility (1Y) Calculated over the trailing 1-year period	75.69%	18.33%	+57.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	118.59%	16.90%	+101.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.71%	18.05%	+82.66%