PortfoliosLab logoPortfoliosLab logo
PRGO vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

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.

Loading charts...

Returns By Period

In the year-to-date period, PRGO achieves a -15.90% return, which is significantly lower than ^SP500TR's 10.76% return. Over the past 10 years, PRGO has underperformed ^SP500TR with an annualized return of -16.74%, while ^SP500TR has yielded a comparatively higher 15.19% annualized return.


PRGO

1D
9.95%
1M
4.59%
6M
-22.83%
YTD
-15.90%
1Y
-55.28%
3Y*
-26.69%
5Y*
-21.24%
10Y*
-16.74%

^SP500TR

1D
-0.51%
1M
0.37%
6M
9.12%
YTD
10.76%
1Y
21.72%
3Y*
20.14%
5Y*
13.35%
10Y*
15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGO vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGO
Perrigo Company plc
-15.90%-42.79%-16.92%-2.47%-9.78%-10.95%-11.97%35.65%-55.08%5.58%
^SP500TR
S&P 500 Total Return
10.76%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 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 88
Overall Rank
PRGO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PRGO Sortino Ratio Rank: 55
Sortino Ratio Rank
PRGO Omega Ratio Rank: 44
Omega Ratio Rank
PRGO Calmar Ratio Rank: 1010
Calmar Ratio Rank
PRGO Martin Ratio Rank: 1616
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 8080
Overall Rank
^SP500TR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 7878
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8181
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7474
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 8686
Martin Ratio Rank
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.

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^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-2.86

Sortino ratioReturn per unit of downside risk

-4.10

Omega ratioGain probability vs. loss probability

0.77

1.31

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.85

2.45

-3.30

Martin ratioReturn relative to average drawdown

-1.18

10.76

-11.94

PRGO vs. ^SP500TR - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.13, which is lower than the ^SP500TR Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PRGO and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


PRGO^SP500TRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-92.69%

-0.86%

-91.83%

Average Drawdown

Average peak-to-trough decline

-49.59%

-8.15%

-41.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.01%

2.02%

+44.99%

Volatility

PRGO vs. ^SP500TR - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 17.42% compared to S&P 500 Total Return (^SP500TR) at 3.26%. 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.


Loading charts...

Volatility by Period


PRGO^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.42%

3.26%

+14.16%

Volatility (6M)

Calculated over the trailing 6-month period

35.08%

10.00%

+25.08%

Volatility (1Y)

Calculated over the trailing 1-year period

49.24%

12.55%

+36.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.04%

17.00%

+20.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

18.05%

+19.52%

Frequently Asked Questions


PRGO and ^SP500TR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGO has higher volatility (17.42%) compared to ^SP500TR (3.26%). In terms of maximum drawdown, PRGO dropped -94.10% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (1.74 vs -1.13), 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.

Portfolio Optimizer

Find the right allocation for PRGO and ^SP500TR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer