KALA vs. SPY

In the year-to-date period, KALA achieves a -46.40% return, which is significantly lower than SPY's 0.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Kala Pharmaceuticals, Inc. (KALA) and SPDR S&P 500 ETF (SPY). 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.

The current KALA Sharpe Ratio is -0.47, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of KALA and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KALA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum KALA drawdown since its inception was -99.78%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for KALA and SPY.

Kala Pharmaceuticals, Inc. (KALA) has a higher volatility of 23.10% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that KALA's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.