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:
-0.76
^GSPC:
1.62
PBYI:
-1.04
^GSPC:
2.20
PBYI:
0.87
^GSPC:
1.30
PBYI:
-0.58
^GSPC:
2.46
PBYI:
-1.19
^GSPC:
10.01
PBYI:
48.12%
^GSPC:
2.08%
PBYI:
74.94%
^GSPC:
12.88%
PBYI:
-99.40%
^GSPC:
-56.78%
PBYI:
-98.94%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, PBYI achieves a -4.75% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, PBYI has underperformed ^GSPC with an annualized return of -34.63%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
PBYI
-4.75%
-1.53%
14.37%
-50.85%
-26.62%
-34.63%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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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
Puma Biotechnology, Inc. (PBYI) has a higher volatility of 10.79% compared to S&P 500 (^GSPC) at 3.43%. 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.