GPCR vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Structure Therapeutics Inc. American Depositary Shares (GPCR) and S&P 500 Index (^GSPC).

Performance

GPCR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Structure Therapeutics Inc. American Depositary Shares (GPCR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

GPCR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GPCR Structure Therapeutics Inc. American Depositary Shares	-27.86%	156.45%	-33.46%	56.77%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	15.31%

Returns By Period

In the year-to-date period, GPCR achieves a -27.86% return, which is significantly lower than ^GSPC's -3.95% return.

GPCR

• 1D: 4.09%
• 1M: -20.24%
• YTD: -27.86%
• 6M: 92.67%
• 1Y: 217.73%
• 3Y*: 28.24%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

GPCR vs. ^GSPC — Risk / Return Rank

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

GPCR

GPCR Risk / Return Rank: 90
GPCR Sharpe Ratio Rank: 87
GPCR Sortino Ratio Rank: 97
GPCR Omega Ratio Rank: 94
GPCR Calmar Ratio Rank: 88
GPCR Martin Ratio Rank: 85

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

GPCR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Structure Therapeutics Inc. American Depositary Shares (GPCR) and S&P 500 Index (^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.

	GPCR	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.79	0.92	+0.87
Sortino ratio Return per unit of downside risk	4.27	1.41	+2.85
Omega ratio Gain probability vs. loss probability	1.48	1.21	+0.26
Calmar ratio Return relative to maximum drawdown	3.57	1.41	+2.16
Martin ratio Return relative to average drawdown	8.53	6.61	+1.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPCR vs. ^GSPC - Sharpe Ratio Comparison

The current GPCR Sharpe Ratio is 1.79, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GPCR 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.

Sharpe Ratios by Period

	GPCR	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	0.92	+0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.46	-0.23

Correlation

The correlation between GPCR and ^GSPC is 0.22, 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

GPCR vs. ^GSPC - Drawdown Comparison

The maximum GPCR drawdown since its inception was -80.96%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GPCR and ^GSPC.

Drawdown Indicators

	GPCR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-80.96%	-56.78%	-24.18%
Max Drawdown (1Y) Largest decline over 1 year	-53.15%	-12.14%	-41.01%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-46.51%	-5.78%	-40.73%
Average Drawdown Average peak-to-trough decline	-41.38%	-10.75%	-30.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.26%	2.60%	+19.66%

Volatility

GPCR vs. ^GSPC - Volatility Comparison

Structure Therapeutics Inc. American Depositary Shares (GPCR) has a higher volatility of 19.16% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that GPCR'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.

Volatility by Period

	GPCR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.16%	5.37%	+13.79%
Volatility (6M) Calculated over the trailing 6-month period	84.24%	9.55%	+74.69%
Volatility (1Y) Calculated over the trailing 1-year period	122.75%	18.33%	+104.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.00%	16.90%	+84.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.00%	18.05%	+82.95%