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GILD vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GILD and ^SP500TR is 0.39, 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.


-0.50.00.51.00.4

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.

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
19,968.60%
2,577.82%
GILD
^SP500TR

Key characteristics

Sharpe Ratio

GILD:

0.76

^SP500TR:

2.03

Sortino Ratio

GILD:

1.19

^SP500TR:

2.71

Omega Ratio

GILD:

1.17

^SP500TR:

1.38

Calmar Ratio

GILD:

0.63

^SP500TR:

3.03

Martin Ratio

GILD:

1.29

^SP500TR:

13.52

Ulcer Index

GILD:

14.55%

^SP500TR:

1.89%

Daily Std Dev

GILD:

24.69%

^SP500TR:

12.59%

Max Drawdown

GILD:

-70.82%

^SP500TR:

-55.25%

Current Drawdown

GILD:

-6.59%

^SP500TR:

-3.54%

Returns By Period

In the year-to-date period, GILD achieves a 16.52% return, which is significantly lower than ^SP500TR's 24.77% return. Over the past 10 years, GILD has underperformed ^SP500TR with an annualized return of 1.59%, while ^SP500TR has yielded a comparatively higher 13.05% annualized return.


GILD

YTD

16.52%

1M

3.38%

6M

46.17%

1Y

18.75%

5Y*

10.76%

10Y*

1.59%

^SP500TR

YTD

24.77%

1M

-0.24%

6M

7.73%

1Y

24.86%

5Y*

14.61%

10Y*

13.05%

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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.


Sharpe ratio
The chart of Sharpe ratio for GILD, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.762.03
The chart of Sortino ratio for GILD, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.192.71
The chart of Omega ratio for GILD, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.38
The chart of Calmar ratio for GILD, currently valued at 0.63, compared to the broader market0.002.004.006.000.633.03
The chart of Martin ratio for GILD, currently valued at 1.29, compared to the broader market0.0010.0020.001.2913.52
GILD
^SP500TR

The current GILD Sharpe Ratio is 0.76, which is lower than the ^SP500TR Sharpe Ratio of 2.03. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.76
2.03
GILD
^SP500TR

Drawdowns

GILD vs. ^SP500TR - Drawdown Comparison

The maximum GILD drawdown since its inception was -70.82%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.59%
-3.54%
GILD
^SP500TR

Volatility

GILD vs. ^SP500TR - Volatility Comparison

Gilead Sciences, Inc. (GILD) has a higher volatility of 5.57% compared to S&P 500 Total Return (^SP500TR) at 3.65%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.57%
3.65%
GILD
^SP500TR
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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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