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REGN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REGN and SPY 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.


-0.50.00.51.0
Correlation: 0.4

Performance

REGN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regeneron Pharmaceuticals, Inc. (REGN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
3,922.78%
2,152.01%
REGN
SPY

Key characteristics

Sharpe Ratio

REGN:

-1.18

SPY:

0.51

Sortino Ratio

REGN:

-1.62

SPY:

0.86

Omega Ratio

REGN:

0.80

SPY:

1.13

Calmar Ratio

REGN:

-0.61

SPY:

0.55

Martin Ratio

REGN:

-1.12

SPY:

2.26

Ulcer Index

REGN:

29.79%

SPY:

4.55%

Daily Std Dev

REGN:

28.45%

SPY:

20.08%

Max Drawdown

REGN:

-91.81%

SPY:

-55.19%

Current Drawdown

REGN:

-49.79%

SPY:

-9.89%

Returns By Period

In the year-to-date period, REGN achieves a -15.29% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, REGN has underperformed SPY with an annualized return of 2.62%, while SPY has yielded a comparatively higher 11.99% annualized return.


REGN

YTD

-15.29%

1M

-5.86%

6M

-35.33%

1Y

-32.25%

5Y*

1.28%

10Y*

2.62%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

REGN vs. SPY — Risk-Adjusted Performance Rank

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

REGN
The Risk-Adjusted Performance Rank of REGN is 1010
Overall Rank
The Sharpe Ratio Rank of REGN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of REGN is 55
Sortino Ratio Rank
The Omega Ratio Rank of REGN is 66
Omega Ratio Rank
The Calmar Ratio Rank of REGN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of REGN is 2323
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

REGN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for REGN, currently valued at -1.18, compared to the broader market-2.00-1.000.001.002.003.00
REGN: -1.18
SPY: 0.51
The chart of Sortino ratio for REGN, currently valued at -1.62, compared to the broader market-6.00-4.00-2.000.002.004.00
REGN: -1.62
SPY: 0.86
The chart of Omega ratio for REGN, currently valued at 0.80, compared to the broader market0.501.001.502.00
REGN: 0.80
SPY: 1.13
The chart of Calmar ratio for REGN, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00
REGN: -0.61
SPY: 0.55
The chart of Martin ratio for REGN, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.00
REGN: -1.12
SPY: 2.26

The current REGN Sharpe Ratio is -1.18, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of REGN and SPY, 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-2.00-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.18
0.51
REGN
SPY

Dividends

REGN vs. SPY - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.15%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
REGN
Regeneron Pharmaceuticals, Inc.
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

REGN vs. SPY - Drawdown Comparison

The maximum REGN drawdown since its inception was -91.81%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for REGN and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.79%
-9.89%
REGN
SPY

Volatility

REGN vs. SPY - Volatility Comparison

The current volatility for Regeneron Pharmaceuticals, Inc. (REGN) is 12.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that REGN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.57%
15.12%
REGN
SPY