PBYI vs. ^GSPC
Compare and contrast key facts about Puma Biotechnology, Inc. (PBYI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBYI or ^GSPC.
Correlation
The correlation between PBYI and ^GSPC is 0.31, 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
PBYI vs. ^GSPC - Performance Comparison
Key characteristics
PBYI:
-0.57
^GSPC:
0.46
PBYI:
-0.51
^GSPC:
0.77
PBYI:
0.94
^GSPC:
1.11
PBYI:
-0.42
^GSPC:
0.47
PBYI:
-1.05
^GSPC:
1.94
PBYI:
39.49%
^GSPC:
4.61%
PBYI:
73.20%
^GSPC:
19.44%
PBYI:
-99.40%
^GSPC:
-56.78%
PBYI:
-98.91%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, PBYI achieves a -1.64% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, PBYI has underperformed ^GSPC with an annualized return of -34.20%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.
PBYI
-1.64%
-4.76%
1.69%
-40.24%
-23.29%
-34.20%
^GSPC
-6.06%
-2.95%
-4.87%
8.34%
13.98%
10.15%
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Risk-Adjusted Performance
PBYI vs. ^GSPC — Risk-Adjusted Performance Rank
PBYI
^GSPC
PBYI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Puma Biotechnology, Inc. (PBYI) 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
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. For additional features, visit the drawdowns tool.
Volatility
PBYI vs. ^GSPC - Volatility Comparison
The current volatility for Puma Biotechnology, Inc. (PBYI) is 12.91%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that PBYI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.