OGN vs. ^GSPC
Compare and contrast key facts about Organon & Co. (OGN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OGN or ^GSPC.
Correlation
The correlation between OGN and ^GSPC is 0.40, 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.
Performance
OGN vs. ^GSPC - Performance Comparison
Key characteristics
OGN:
-0.60
^GSPC:
-0.17
OGN:
-0.68
^GSPC:
-0.11
OGN:
0.92
^GSPC:
0.98
OGN:
-0.37
^GSPC:
-0.15
OGN:
-1.00
^GSPC:
-0.79
OGN:
22.36%
^GSPC:
3.36%
OGN:
37.47%
^GSPC:
15.95%
OGN:
-69.56%
^GSPC:
-56.78%
OGN:
-60.76%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, OGN achieves a -10.92% return, which is significantly higher than ^GSPC's -13.73% return.
OGN
-10.92%
-9.69%
-26.05%
-22.18%
N/A
N/A
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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Risk-Adjusted Performance
OGN vs. ^GSPC — Risk-Adjusted Performance Rank
OGN
^GSPC
OGN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) and S&P 500 (^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.
Drawdowns
OGN vs. ^GSPC - Drawdown Comparison
The maximum OGN drawdown since its inception was -69.56%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for OGN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
OGN vs. ^GSPC - Volatility Comparison
Organon & Co. (OGN) has a higher volatility of 15.04% compared to S&P 500 (^GSPC) at 9.30%. This indicates that OGN'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.