PRGO vs. ^SP500TR
PRGO (Perrigo Company plc) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, PRGO returned -17.48%/yr vs 15.84%/yr for ^SP500TR. At a 0.37 correlation, their price movements are largely independent.
Performance
PRGO vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, PRGO achieves a -27.05% return, which is significantly lower than ^SP500TR's 8.11% return. Over the past 10 years, PRGO has underperformed ^SP500TR with an annualized return of -17.48%, while ^SP500TR has yielded a comparatively higher 15.84% annualized return.
PRGO
- 1D
- -0.82%
- 1M
- -8.04%
- YTD
- -27.05%
- 6M
- -26.15%
- 1Y
- -60.53%
- 3Y*
- -30.26%
- 5Y*
- -23.83%
- 10Y*
- -17.48%
^SP500TR
- 1D
- -0.01%
- 1M
- -2.04%
- YTD
- 8.11%
- 6M
- 6.78%
- 1Y
- 22.24%
- 3Y*
- 20.96%
- 5Y*
- 13.06%
- 10Y*
- 15.84%
PRGO vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGO Perrigo Company plc | -27.05% | -42.79% | -16.92% | -2.47% | -9.78% | -10.95% | -11.97% | 35.65% | -55.08% | 5.58% |
^SP500TR S&P 500 Total Return | 8.11% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between PRGO and ^SP500TR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1991 | 0.37 |
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Return for Risk
PRGO vs. ^SP500TR — Risk / Return Rank
PRGO
^SP500TR
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRGO | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.52 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.32 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 2.51 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.35 | 11.17 | -12.52 |
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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.
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Drawdown Indicators
| PRGO | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.10% | -55.25% | -38.85% |
Max Drawdown (1Y)Largest decline over 1 year | -65.58% | -8.89% | -56.69% |
Max Drawdown (3Y)Largest decline over 3 years | -73.55% | -18.75% | -54.80% |
Max Drawdown (5Y)Largest decline over 5 years | -77.24% | -24.49% | -52.75% |
Max Drawdown (10Y)Largest decline over 10 years | -87.73% | -33.79% | -53.94% |
Current DrawdownCurrent decline from peak | -93.66% | -3.23% | -90.43% |
Average DrawdownAverage peak-to-trough decline | -49.52% | -8.16% | -41.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.83% | 2.00% | +42.83% |
Volatility
PRGO vs. ^SP500TR - Volatility Comparison
Perrigo Company plc (PRGO) has a higher volatility of 14.11% compared to S&P 500 Total Return (^SP500TR) at 4.82%. 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.
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Volatility by Period
| PRGO | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.11% | 4.82% | +9.29% |
Volatility (6M)Calculated over the trailing 6-month period | 32.39% | 9.88% | +22.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.01% | 12.50% | +34.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.49% | 17.00% | +19.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.34% | 18.08% | +19.26% |
Frequently Asked Questions
PRGO and ^SP500TR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGO has higher volatility (14.11%) compared to ^SP500TR (4.82%). In terms of maximum drawdown, PRGO dropped -94.10% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.79 vs -1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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