KURA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Kura Oncology, Inc. (KURA) and S&P 500 Index (^GSPC).

Performance

KURA vs. ^GSPC - Performance Comparison

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

KURA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KURA Kura Oncology, Inc.	-19.73%	19.29%	-39.43%	15.87%	-11.36%	-57.13%	137.53%	-2.07%	-8.24%	159.32%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, KURA achieves a -19.73% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, KURA has underperformed ^GSPC with an annualized return of 8.92%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

KURA

• 1D: 2.58%
• 1M: -3.92%
• YTD: -19.73%
• 6M: -9.35%
• 1Y: 30.72%
• 3Y*: -11.98%
• 5Y*: -22.23%
• 10Y*: 8.92%

^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

KURA vs. ^GSPC — Risk / Return Rank

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

KURA

KURA Risk / Return Rank: 57
KURA Sharpe Ratio Rank: 59
KURA Sortino Ratio Rank: 58
KURA Omega Ratio Rank: 54
KURA Calmar Ratio Rank: 56
KURA Martin Ratio Rank: 56

^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.

KURA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kura Oncology, Inc. (KURA) 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.

	KURA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.51	0.92	-0.41
Sortino ratio Return per unit of downside risk	1.14	1.41	-0.27
Omega ratio Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio Return relative to maximum drawdown	0.68	1.41	-0.74
Martin ratio Return relative to average drawdown	1.58	6.61	-5.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KURA vs. ^GSPC - Sharpe Ratio Comparison

The current KURA Sharpe Ratio is 0.51, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of KURA 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

	KURA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	0.92	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.61	-0.98
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.68	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.46	-0.45

Correlation

The correlation between KURA and ^GSPC is 0.30, 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

KURA vs. ^GSPC - Drawdown Comparison

The maximum KURA drawdown since its inception was -86.69%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for KURA and ^GSPC.

Drawdown Indicators

	KURA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-86.69%	-56.78%	-29.91%
Max Drawdown (1Y) Largest decline over 1 year	-39.04%	-12.14%	-26.90%
Max Drawdown (5Y) Largest decline over 5 years	-81.46%	-25.43%	-56.03%
Max Drawdown (10Y) Largest decline over 10 years	-86.69%	-33.92%	-52.77%
Current Drawdown Current decline from peak	-79.96%	-5.78%	-74.18%
Average Drawdown Average peak-to-trough decline	-46.70%	-10.75%	-35.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.69%	2.60%	+14.09%

Volatility

KURA vs. ^GSPC - Volatility Comparison

Kura Oncology, Inc. (KURA) has a higher volatility of 15.42% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that KURA'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

	KURA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.42%	5.37%	+10.05%
Volatility (6M) Calculated over the trailing 6-month period	41.76%	9.55%	+32.21%
Volatility (1Y) Calculated over the trailing 1-year period	60.71%	18.33%	+42.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.29%	16.90%	+44.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.12%	18.05%	+52.07%