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EYPT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-33.19%
6.72%
EYPT
^GSPC

Key characteristics

Sharpe Ratio

EYPT:

-0.86

^GSPC:

1.62

Sortino Ratio

EYPT:

-1.55

^GSPC:

2.20

Omega Ratio

EYPT:

0.80

^GSPC:

1.30

Calmar Ratio

EYPT:

-0.79

^GSPC:

2.46

Martin Ratio

EYPT:

-1.25

^GSPC:

10.01

Ulcer Index

EYPT:

62.35%

^GSPC:

2.08%

Daily Std Dev

EYPT:

90.79%

^GSPC:

12.88%

Max Drawdown

EYPT:

-99.43%

^GSPC:

-56.78%

Current Drawdown

EYPT:

-98.47%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, EYPT achieves a -17.45% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, EYPT has underperformed ^GSPC with an annualized return of -18.01%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


EYPT

YTD

-17.45%

1M

-29.47%

6M

-33.08%

1Y

-76.44%

5Y*

-15.80%

10Y*

-18.01%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

EYPT vs. ^GSPC — Risk-Adjusted Performance Rank

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

EYPT
The Risk-Adjusted Performance Rank of EYPT is 77
Overall Rank
The Sharpe Ratio Rank of EYPT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EYPT is 44
Sortino Ratio Rank
The Omega Ratio Rank of EYPT is 55
Omega Ratio Rank
The Calmar Ratio Rank of EYPT is 55
Calmar Ratio Rank
The Martin Ratio Rank of EYPT is 1313
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EYPT vs. ^GSPC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EYPT, currently valued at -0.86, compared to the broader market-2.000.002.00-0.861.62
The chart of Sortino ratio for EYPT, currently valued at -1.55, compared to the broader market-4.00-2.000.002.004.006.00-1.552.20
The chart of Omega ratio for EYPT, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.30
The chart of Calmar ratio for EYPT, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.792.46
The chart of Martin ratio for EYPT, currently valued at -1.25, compared to the broader market-10.000.0010.0020.0030.00-1.2510.01
EYPT
^GSPC

The current EYPT Sharpe Ratio is -0.86, which is lower than the ^GSPC Sharpe Ratio of 1.62. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.86
1.62
EYPT
^GSPC

Drawdowns

EYPT vs. ^GSPC - Drawdown Comparison

The maximum EYPT drawdown since its inception was -99.43%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.47%
-2.13%
EYPT
^GSPC

Volatility

EYPT vs. ^GSPC - Volatility Comparison

Eyepoint Pharmaceuticals Inc (EYPT) has a higher volatility of 21.44% compared to S&P 500 (^GSPC) at 3.43%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
21.44%
3.43%
EYPT
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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