PRGO vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Perrigo Company plc (PRGO) and S&P 500 Total Return (^SP500TR).

Performance

PRGO vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perrigo Company plc (PRGO) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

PRGO vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRGO Perrigo Company plc	-19.20%	-42.79%	-16.92%	-2.47%	-9.78%	-10.95%	-11.97%	35.65%	-55.08%	5.58%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, PRGO achieves a -19.20% return, which is significantly lower than ^SP500TR's -3.64% return. Over the past 10 years, PRGO has underperformed ^SP500TR with an annualized return of -19.63%, while ^SP500TR has yielded a comparatively higher 14.17% annualized return.

PRGO

• 1D: 2.42%
• 1M: -10.86%
• YTD: -19.20%
• 6M: -48.93%
• 1Y: -57.53%
• 3Y*: -29.31%
• 5Y*: -19.94%
• 10Y*: -19.63%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

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

Return for Risk

PRGO vs. ^SP500TR — Risk / Return Rank

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

PRGO

PRGO Risk / Return Rank: 4
PRGO Sharpe Ratio Rank: 1
PRGO Sortino Ratio Rank: 2
PRGO Omega Ratio Rank: 2
PRGO Calmar Ratio Rank: 8
PRGO Martin Ratio Rank: 5

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

PRGO vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perrigo Company plc (PRGO) and S&P 500 Total Return (^SP500TR). 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.

	PRGO	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-1.28	1.00	-2.27
Sortino ratio Return per unit of downside risk	-1.97	1.52	-3.50
Omega ratio Gain probability vs. loss probability	0.72	1.23	-0.51
Calmar ratio Return relative to maximum drawdown	-0.89	1.54	-2.42
Martin ratio Return relative to average drawdown	-1.65	7.32	-8.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRGO vs. ^SP500TR - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.28, which is lower than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRGO and ^SP500TR, 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

	PRGO	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.28	1.00	-2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.56	0.71	-1.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.52	0.79	-1.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.62	-0.60

Correlation

The correlation between PRGO and ^SP500TR is 0.37, 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

PRGO vs. ^SP500TR - Drawdown Comparison

The maximum PRGO drawdown since its inception was -94.10%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRGO and ^SP500TR.

Drawdown Indicators

	PRGO	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-94.10%	-55.25%	-38.85%
Max Drawdown (1Y) Largest decline over 1 year	-65.58%	-12.12%	-53.46%
Max Drawdown (5Y) Largest decline over 5 years	-77.24%	-24.49%	-52.75%
Max Drawdown (10Y) Largest decline over 10 years	-90.88%	-33.79%	-57.09%
Current Drawdown Current decline from peak	-92.98%	-5.55%	-87.43%
Average Drawdown Average peak-to-trough decline	-49.23%	-8.20%	-41.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.09%	2.55%	+32.54%

Volatility

PRGO vs. ^SP500TR - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 18.26% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that PRGO's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRGO	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.26%	5.38%	+12.88%
Volatility (6M) Calculated over the trailing 6-month period	40.33%	9.55%	+30.78%
Volatility (1Y) Calculated over the trailing 1-year period	45.23%	18.32%	+26.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.57%	16.90%	+18.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.62%	18.05%	+19.57%