GILD vs. ^SP500TR
Compare and contrast key facts about Gilead Sciences, Inc. (GILD) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GILD or ^SP500TR.
Key characteristics
| GILD | ^SP500TR | |
|---|---|---|
| YTD Return | -15.37% | 11.66% |
| 1Y Return | -10.50% | 29.35% |
| 3Y Return (Ann) | 3.59% | 10.09% |
| 5Y Return (Ann) | 4.61% | 15.04% |
| 10Y Return (Ann) | 1.18% | 12.98% |
| Sharpe Ratio | -0.46 | 2.66 |
| Daily Std Dev | 21.72% | 11.60% |
| Max Drawdown | -70.83% | -55.25% |
| Current Drawdown | -24.81% | -0.19% |
Correlation
The correlation between GILD and ^SP500TR 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.
Performance
GILD vs. ^SP500TR - Performance Comparison
In the year-to-date period, GILD achieves a -15.37% return, which is significantly lower than ^SP500TR's 11.66% return. Over the past 10 years, GILD has underperformed ^SP500TR with an annualized return of 1.18%, while ^SP500TR has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GILD vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
GILD vs. ^SP500TR - Volatility Comparison
Gilead Sciences, Inc. (GILD) has a higher volatility of 5.38% compared to S&P 500 Total Return (^SP500TR) at 3.40%. 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.