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 -16.74%/yr vs 15.19%/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 -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%
PRGO vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
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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 | -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 |
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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 | -92.69% | -0.86% | -91.83% |
Average DrawdownAverage peak-to-trough decline | -49.59% | -8.15% | -41.44% |
Ulcer IndexDepth 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.
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Volatility by Period
| PRGO | ^SP500TR | Difference | |
|---|---|---|---|
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.
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