PFE vs. SPGP

Last updated Apr 4, 2026

Compare and contrast key facts about Pfizer Inc. (PFE) and Invesco S&P 500 GARP ETF (SPGP).

SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.

Performance

PFE vs. SPGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) and Invesco S&P 500 GARP ETF (SPGP). The values are adjusted to include any dividend payments, if applicable.

PFE vs. SPGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFE Pfizer Inc.	15.64%	0.65%	-2.22%	-41.26%	-10.41%	66.70%	3.07%	-6.91%	24.82%	15.90%
SPGP Invesco S&P 500 GARP ETF	-4.83%	9.80%	8.48%	20.29%	-13.83%	35.72%	15.92%	39.16%	1.68%	36.24%

Returns By Period

In the year-to-date period, PFE achieves a 15.64% return, which is significantly higher than SPGP's -4.83% return. Over the past 10 years, PFE has underperformed SPGP with an annualized return of 4.18%, while SPGP has yielded a comparatively higher 13.80% annualized return.

PFE

• 1D: -0.81%
• 1M: 6.39%
• YTD: 15.64%
• 6M: 7.06%
• 1Y: 25.05%
• 3Y*: -6.37%
• 5Y*: 0.03%
• 10Y*: 4.18%

SPGP

• 1D: 0.02%
• 1M: -5.48%
• YTD: -4.83%
• 6M: -5.39%
• 1Y: 15.86%
• 3Y*: 9.47%
• 5Y*: 6.81%
• 10Y*: 13.80%

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

Return for Risk

PFE vs. SPGP — Risk / Return Rank

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

PFE

PFE Risk / Return Rank: 68
PFE Sharpe Ratio Rank: 70
PFE Sortino Ratio Rank: 63
PFE Omega Ratio Rank: 61
PFE Calmar Ratio Rank: 73
PFE Martin Ratio Rank: 71

SPGP

SPGP Risk / Return Rank: 21
SPGP Sharpe Ratio Rank: 21
SPGP Sortino Ratio Rank: 21
SPGP Omega Ratio Rank: 22
SPGP Calmar Ratio Rank: 20
SPGP Martin Ratio Rank: 23

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.

PFE vs. SPGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and Invesco S&P 500 GARP ETF (SPGP). 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.

	PFE	SPGP	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.36	+0.51
Sortino ratio Return per unit of downside risk	1.38	0.67	+0.71
Omega ratio Gain probability vs. loss probability	1.17	1.09	+0.08
Calmar ratio Return relative to maximum drawdown	1.89	0.59	+1.30
Martin ratio Return relative to average drawdown	4.26	2.34	+1.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFE vs. SPGP - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.87, which is higher than the SPGP Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PFE and SPGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PFE	SPGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.36	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.37	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.65	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.70	-0.43

Correlation

The correlation between PFE and SPGP 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.

Dividends

PFE vs. SPGP - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.07%, more than SPGP's 0.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFE Pfizer Inc.	6.07%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
SPGP Invesco S&P 500 GARP ETF	0.98%	1.04%	1.38%	1.24%	1.22%	0.69%	1.10%	0.86%	0.95%	0.68%	0.89%	1.12%

Drawdowns

PFE vs. SPGP - Drawdown Comparison

The maximum PFE drawdown since its inception was -58.96%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for PFE and SPGP.

Drawdown Indicators

	PFE	SPGP	Difference
Max Drawdown Largest peak-to-trough decline	-58.96%	-42.08%	-16.88%
Max Drawdown (1Y) Largest decline over 1 year	-11.47%	-11.15%	-0.32%
Max Drawdown (5Y) Largest decline over 5 years	-58.96%	-22.87%	-36.09%
Max Drawdown (10Y) Largest decline over 10 years	-58.96%	-42.08%	-16.88%
Current Drawdown Current decline from peak	-42.26%	-7.93%	-34.33%
Average Drawdown Average peak-to-trough decline	-17.34%	-4.39%	-12.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	3.75%	+1.83%

Volatility

PFE vs. SPGP - Volatility Comparison

Pfizer Inc. (PFE) and Invesco S&P 500 GARP ETF (SPGP) have volatilities of 6.40% and 6.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFE	SPGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	6.25%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	16.15%	11.82%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	26.59%	21.80%	+4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.46%	18.47%	+6.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.90%	21.16%	+2.74%