PBYI vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Puma Biotechnology, Inc. (PBYI) and S&P 500 Index (^GSPC).

Performance

PBYI vs. ^GSPC - Performance Comparison

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

PBYI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PBYI Puma Biotechnology, Inc.	7.39%	95.08%	-29.56%	2.36%	39.14%	-70.37%	17.26%	-57.00%	-79.41%	221.99%
^GSPC S&P 500 Index	-4.63%	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, PBYI achieves a 7.39% return, which is significantly higher than ^GSPC's -4.63% return. Over the past 10 years, PBYI has underperformed ^GSPC with an annualized return of -14.09%, while ^GSPC has yielded a comparatively higher 12.16% annualized return.

PBYI

• 1D: 4.24%
• 1M: 12.11%
• YTD: 7.39%
• 6M: 20.34%
• 1Y: 115.88%
• 3Y*: 27.40%
• 5Y*: -8.49%
• 10Y*: -14.09%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PBYI vs. ^GSPC — Risk / Return Rank

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

PBYI

PBYI Risk / Return Rank: 87
PBYI Sharpe Ratio Rank: 86
PBYI Sortino Ratio Rank: 83
PBYI Omega Ratio Rank: 86
PBYI Calmar Ratio Rank: 91
PBYI Martin Ratio Rank: 88

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

PBYI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Puma Biotechnology, Inc. (PBYI) 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.

	PBYI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.61	0.90	+0.71
Sortino ratio Return per unit of downside risk	2.26	1.39	+0.87
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	4.01	1.40	+2.62
Martin ratio Return relative to average drawdown	9.26	6.61	+2.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PBYI vs. ^GSPC - Sharpe Ratio Comparison

The current PBYI Sharpe Ratio is 1.61, which is higher than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PBYI 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

	PBYI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	0.90	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.61	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	0.68	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.46	-0.50

Correlation

The correlation between PBYI 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

PBYI vs. ^GSPC - Drawdown Comparison

The maximum PBYI drawdown since its inception was -99.40%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PBYI and ^GSPC.

Drawdown Indicators

	PBYI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.40%	-56.78%	-42.62%
Max Drawdown (1Y) Largest decline over 1 year	-25.78%	-12.14%	-13.64%
Max Drawdown (5Y) Largest decline over 5 years	-85.86%	-25.43%	-60.43%
Max Drawdown (10Y) Largest decline over 10 years	-98.76%	-33.92%	-64.84%
Current Drawdown Current decline from peak	-97.68%	-6.45%	-91.23%
Average Drawdown Average peak-to-trough decline	-74.13%	-10.75%	-63.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.17%	2.57%	+8.60%

Volatility

PBYI vs. ^GSPC - Volatility Comparison

Puma Biotechnology, Inc. (PBYI) has a higher volatility of 10.78% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that PBYI'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

	PBYI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.78%	5.34%	+5.44%
Volatility (6M) Calculated over the trailing 6-month period	53.16%	9.54%	+43.62%
Volatility (1Y) Calculated over the trailing 1-year period	72.70%	18.33%	+54.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.96%	16.91%	+59.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.23%	18.05%	+63.18%