GILD vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Gilead Sciences, Inc. (GILD) and S&P 500 Total Return (^SP500TR).

Performance

GILD vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gilead Sciences, Inc. (GILD) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

GILD vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GILD Gilead Sciences, Inc.	14.47%	36.59%	18.68%	-1.99%	23.63%	29.95%	-6.70%	7.88%	-9.92%	2.96%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, GILD achieves a 14.47% return, which is significantly higher than ^SP500TR's -3.53% return. Over the past 10 years, GILD has underperformed ^SP500TR with an annualized return of 7.76%, while ^SP500TR has yielded a comparatively higher 14.22% annualized return.

GILD

• 1D: -0.42%
• 1M: -4.96%
• YTD: 14.47%
• 6M: 27.92%
• 1Y: 28.18%
• 3Y*: 22.94%
• 5Y*: 20.43%
• 10Y*: 7.76%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GILD vs. ^SP500TR — Risk / Return Rank

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

GILD

GILD Risk / Return Rank: 71
GILD Sharpe Ratio Rank: 72
GILD Sortino Ratio Rank: 68
GILD Omega Ratio Rank: 63
GILD Calmar Ratio Rank: 76
GILD Martin Ratio Rank: 77

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

GILD vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) and S&P 500 Total Return (^SP500TR). 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.

	GILD	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.96	+0.01
Sortino ratio Return per unit of downside risk	1.58	1.48	+0.10
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.04
Calmar ratio Return relative to maximum drawdown	2.10	1.51	+0.58
Martin ratio Return relative to average drawdown	5.65	7.14	-1.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GILD vs. ^SP500TR - Sharpe Ratio Comparison

The current GILD Sharpe Ratio is 0.98, which is comparable to the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GILD and ^SP500TR, 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

	GILD	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.96	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.71	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.79	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.62	-0.23

Correlation

The correlation between GILD and ^SP500TR is 0.38, 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

GILD vs. ^SP500TR - Drawdown Comparison

The maximum GILD drawdown since its inception was -70.83%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for GILD and ^SP500TR.

Drawdown Indicators

	GILD	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-70.83%	-55.25%	-15.58%
Max Drawdown (1Y) Largest decline over 1 year	-13.77%	-8.89%	-4.88%
Max Drawdown (5Y) Largest decline over 5 years	-26.59%	-24.49%	-2.10%
Max Drawdown (10Y) Largest decline over 10 years	-36.01%	-33.79%	-2.22%
Current Drawdown Current decline from peak	-9.82%	-5.44%	-4.38%
Average Drawdown Average peak-to-trough decline	-22.20%	-8.20%	-14.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	2.57%	+2.55%

Volatility

GILD vs. ^SP500TR - Volatility Comparison

Gilead Sciences, Inc. (GILD) has a higher volatility of 6.34% compared to S&P 500 Total Return (^SP500TR) at 5.30%. This indicates that GILD's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GILD	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.34%	5.30%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	18.92%	9.55%	+9.37%
Volatility (1Y) Calculated over the trailing 1-year period	29.00%	18.32%	+10.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.89%	16.90%	+6.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.63%	18.04%	+7.59%