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PRGO vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PRGO and ^SP500TR is 0.38, 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.


-0.50.00.51.00.4

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-11.69%
7.42%
PRGO
^SP500TR

Key characteristics

Sharpe Ratio

PRGO:

-0.55

^SP500TR:

1.75

Sortino Ratio

PRGO:

-0.57

^SP500TR:

2.36

Omega Ratio

PRGO:

0.92

^SP500TR:

1.32

Calmar Ratio

PRGO:

-0.21

^SP500TR:

2.66

Martin Ratio

PRGO:

-1.06

^SP500TR:

11.02

Ulcer Index

PRGO:

17.41%

^SP500TR:

2.04%

Daily Std Dev

PRGO:

33.34%

^SP500TR:

12.89%

Max Drawdown

PRGO:

-86.12%

^SP500TR:

-55.25%

Current Drawdown

PRGO:

-85.03%

^SP500TR:

-2.12%

Returns By Period

In the year-to-date period, PRGO achieves a -1.44% return, which is significantly lower than ^SP500TR's 2.42% return. Over the past 10 years, PRGO has underperformed ^SP500TR with an annualized return of -14.95%, while ^SP500TR has yielded a comparatively higher 13.06% annualized return.


PRGO

YTD

-1.44%

1M

5.36%

6M

-11.69%

1Y

-17.16%

5Y*

-13.42%

10Y*

-14.95%

^SP500TR

YTD

2.42%

1M

-1.08%

6M

7.42%

1Y

19.81%

5Y*

14.30%

10Y*

13.06%

*Annualized

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Risk-Adjusted Performance

PRGO vs. ^SP500TR — Risk-Adjusted Performance Rank

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

PRGO
The Risk-Adjusted Performance Rank of PRGO is 2222
Overall Rank
The Sharpe Ratio Rank of PRGO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of PRGO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of PRGO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PRGO is 2121
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8787
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRGO vs. ^SP500TR - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRGO, currently valued at -0.55, compared to the broader market-2.000.002.00-0.551.75
The chart of Sortino ratio for PRGO, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.006.00-0.572.36
The chart of Omega ratio for PRGO, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.32
The chart of Calmar ratio for PRGO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.212.66
The chart of Martin ratio for PRGO, currently valued at -1.06, compared to the broader market-10.000.0010.0020.0030.00-1.0611.02
PRGO
^SP500TR

The current PRGO Sharpe Ratio is -0.55, which is lower than the ^SP500TR Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.55
1.75
PRGO
^SP500TR

Drawdowns

PRGO vs. ^SP500TR - Drawdown Comparison

The maximum PRGO drawdown since its inception was -86.12%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.03%
-2.12%
PRGO
^SP500TR

Volatility

PRGO vs. ^SP500TR - Volatility Comparison

Perrigo Company plc (PRGO) has a higher volatility of 6.21% compared to S&P 500 Total Return (^SP500TR) at 3.43%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.21%
3.43%
PRGO
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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