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.
Performance
GILD vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, GILD achieves a 12.63% return, which is significantly lower than ^SP500TR's 24.56% return. Over the past 10 years, GILD has underperformed ^SP500TR with an annualized return of 1.70%, while ^SP500TR has yielded a comparatively higher 13.16% annualized return.
GILD
12.63%
1.90%
33.37%
23.56%
10.79%
1.70%
^SP500TR
24.56%
0.19%
11.42%
31.86%
15.35%
13.16%
Key characteristics
| GILD | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.63 |
| Sortino Ratio | 1.39 | 3.52 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 0.76 | 3.81 |
| Martin Ratio | 1.57 | 17.22 |
| Ulcer Index | 14.42% | 1.87% |
| Daily Std Dev | 24.79% | 12.25% |
| Max Drawdown | -70.82% | -55.25% |
| Current Drawdown | -9.70% | -2.14% |
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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.
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 -70.82%, 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.
Volatility
GILD vs. ^SP500TR - Volatility Comparison
Gilead Sciences, Inc. (GILD) has a higher volatility of 9.60% compared to S&P 500 Total Return (^SP500TR) at 4.05%. 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.