PortfoliosLab logoPortfoliosLab logo
HIK.L vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

HIK.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Hikma Pharmaceuticals plc (HIK.L) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HIK.L is traded in GBp, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIK.L achieves a -3.15% return, which is significantly lower than ^GSPC's 11.24% return. Over the past 10 years, HIK.L has underperformed ^GSPC with an annualized return of -2.28%, while ^GSPC has yielded a comparatively higher 14.50% annualized return.


HIK.L

1D
3.11%
1M
3.47%
YTD
-3.15%
6M
-5.58%
1Y
-27.44%
3Y*
-3.58%
5Y*
-6.83%
10Y*
-2.28%

^GSPC

1D
0.41%
1M
5.44%
YTD
11.24%
6M
9.84%
1Y
28.25%
3Y*
18.03%
5Y*
13.60%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIK.L vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIK.L
Hikma Pharmaceuticals plc
-3.15%-19.62%14.90%18.37%-28.40%-10.43%28.87%18.12%54.10%-39.17%
^GSPC
S&P 500 Index
11.24%8.10%25.46%18.02%-9.86%28.09%12.84%23.98%-0.68%9.09%

Correlation

The correlation between HIK.L and ^GSPC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HIK.L vs. ^GSPC — Risk / Return Rank

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

HIK.L
HIK.L Risk / Return Rank: 1313
Overall Rank
HIK.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
HIK.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
HIK.L Omega Ratio Rank: 99
Omega Ratio Rank
HIK.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
HIK.L Martin Ratio Rank: 1818
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

HIK.L vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hikma Pharmaceuticals plc (HIK.L) 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.


HIK.L^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-4.15

Omega ratioGain probability vs. loss probability

0.85

1.46

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.63

3.53

-4.16

Martin ratioReturn relative to average drawdown

-1.10

13.19

-14.29

HIK.L vs. ^GSPC - Sharpe Ratio Comparison

The current HIK.L Sharpe Ratio is -0.83, which is lower than the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of HIK.L and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


HIK.L^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

2.46

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.86

-1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.80

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.58

-0.26

Drawdowns

HIK.L vs. ^GSPC - Drawdown Comparison

The maximum HIK.L drawdown since its inception was -67.40%, which is greater than ^GSPC's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for HIK.L and ^GSPC.


Loading charts...

Drawdown Indicators


HIK.L^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-67.40%

-37.07%

-30.33%

Max Drawdown (1Y)

Largest decline over 1 year

-43.67%

-8.03%

-35.64%

Max Drawdown (3Y)

Largest decline over 3 years

-47.40%

-22.15%

-25.25%

Max Drawdown (5Y)

Largest decline over 5 years

-54.46%

-22.15%

-32.31%

Max Drawdown (10Y)

Largest decline over 10 years

-67.40%

-26.01%

-41.39%

Current Drawdown

Current decline from peak

-37.14%

0.00%

-37.14%

Average Drawdown

Average peak-to-trough decline

-19.55%

-5.32%

-14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.02%

2.15%

+22.87%

Volatility

HIK.L vs. ^GSPC - Volatility Comparison

Hikma Pharmaceuticals plc (HIK.L) has a higher volatility of 6.63% compared to S&P 500 Index (^GSPC) at 2.60%. This indicates that HIK.L'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.


Loading charts...

Volatility by Period


HIK.L^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

2.60%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

26.21%

8.20%

+18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

32.98%

11.52%

+21.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.78%

15.85%

+11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.64%

18.15%

+13.49%

Frequently Asked Questions


HIK.L and ^GSPC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HIK.L and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer