MNPR vs. ^GSPC
MNPR (Monopar Therapeutics Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, MNPR returned 20.30%/yr vs 11.54%/yr for ^GSPC. At a 0.14 correlation, their price movements are largely independent.
Performance
MNPR vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, MNPR achieves a 25.22% return, which is significantly higher than ^GSPC's 7.60% return.
MNPR
- 1D
- 19.09%
- 1M
- 29.55%
- YTD
- 25.22%
- 6M
- 15.99%
- 1Y
- 156.90%
- 3Y*
- 165.89%
- 5Y*
- 20.30%
- 10Y*
- —
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
MNPR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MNPR Monopar Therapeutics Inc. | 25.22% | 196.82% | 1,193.36% | -85.65% | -26.17% | -47.55% | -63.13% | 98.80% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 1.24% |
Correlation
The correlation between MNPR and ^GSPC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2019 | 0.14 |
The correlation between MNPR and ^GSPC shifts across timeframes, from 0.14 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MNPR vs. ^GSPC — Risk / Return Rank
MNPR
^GSPC
MNPR vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monopar Therapeutics Inc. (MNPR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MNPR | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.46 | +0.65 |
| Martin ratioReturn relative to average drawdown | 4.98 | 10.92 | -5.93 |
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Drawdowns
MNPR vs. ^GSPC - Drawdown Comparison
The maximum MNPR drawdown since its inception was -98.93%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MNPR and ^GSPC.
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Drawdown Indicators
| MNPR | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.93% | -56.78% | -42.15% |
Max Drawdown (1Y)Largest decline over 1 year | -50.89% | -9.10% | -41.79% |
Max Drawdown (3Y)Largest decline over 3 years | -71.07% | -18.90% | -52.17% |
Max Drawdown (5Y)Largest decline over 5 years | -95.45% | -25.43% | -70.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -39.43% | -3.21% | -36.22% |
Average DrawdownAverage peak-to-trough decline | -80.14% | -10.71% | -69.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.61% | 2.04% | +29.57% |
Volatility
MNPR vs. ^GSPC - Volatility Comparison
Monopar Therapeutics Inc. (MNPR) has a higher volatility of 19.63% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that MNPR'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.
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Volatility by Period
| MNPR | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.63% | 4.89% | +14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 45.55% | 9.93% | +35.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.51% | 12.57% | +68.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 296.19% | 17.00% | +279.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 277.36% | 18.08% | +259.28% |
Frequently Asked Questions
MNPR and ^GSPC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNPR has higher volatility (19.63%) compared to ^GSPC (4.89%). In terms of maximum drawdown, MNPR dropped -98.93% vs ^GSPC's -56.78%.
MNPR currently has the higher Sharpe Ratio (1.94 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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