PRGO vs. ^SP500TR
Compare and contrast key facts about Perrigo Company plc (PRGO) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGO or ^SP500TR.
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.
Performance
PRGO vs. ^SP500TR - Performance Comparison
Key characteristics
PRGO:
-0.55
^SP500TR:
1.75
PRGO:
-0.57
^SP500TR:
2.36
PRGO:
0.92
^SP500TR:
1.32
PRGO:
-0.21
^SP500TR:
2.66
PRGO:
-1.06
^SP500TR:
11.02
PRGO:
17.41%
^SP500TR:
2.04%
PRGO:
33.34%
^SP500TR:
12.89%
PRGO:
-86.12%
^SP500TR:
-55.25%
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
-1.44%
5.36%
-11.69%
-17.16%
-13.42%
-14.95%
^SP500TR
2.42%
-1.08%
7.42%
19.81%
14.30%
13.06%
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Risk-Adjusted Performance
PRGO vs. ^SP500TR — Risk-Adjusted Performance Rank
PRGO
^SP500TR
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.
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.
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.