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 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
OGN vs. ^GSPC - Performance Comparison
Key characteristics
OGN:
-0.01
^GSPC:
1.74
OGN:
0.25
^GSPC:
2.35
OGN:
1.03
^GSPC:
1.32
OGN:
-0.00
^GSPC:
2.62
OGN:
-0.01
^GSPC:
10.82
OGN:
16.60%
^GSPC:
2.05%
OGN:
35.79%
^GSPC:
12.77%
OGN:
-69.56%
^GSPC:
-56.78%
OGN:
-53.32%
^GSPC:
-4.06%
Returns By Period
In the year-to-date period, OGN achieves a 5.97% return, which is significantly higher than ^GSPC's -0.66% return.
OGN
5.97%
3.33%
-21.59%
0.28%
N/A
N/A
^GSPC
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
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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 8.43% compared to S&P 500 (^GSPC) at 4.57%. 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.