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

PRGO vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 55
Overall Rank
PRGO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PRGO Sortino Ratio Rank: 33
Sortino Ratio Rank
PRGO Omega Ratio Rank: 22
Omega Ratio Rank
PRGO Calmar Ratio Rank: 66
Calmar Ratio Rank
PRGO Martin Ratio Rank: 1111
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 7979
Overall Rank
^SP500TR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 7878
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8181
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 7575
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

-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

PRGO vs. ^SP500TR - Sharpe Ratio Comparison

The current PRGO Sharpe Ratio is -1.29, which is lower than the ^SP500TR Sharpe Ratio of 1.79. 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

-93.66%

-3.23%

-90.43%

Average Drawdown

Average peak-to-trough decline

-49.52%

-8.16%

-41.36%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


PRGO^SP500TRDifference

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.

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