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RIGL vs. GBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIGL vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rigel Pharmaceuticals, Inc. (RIGL) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIGL achieves a -29.26% return, which is significantly lower than GBIL's 1.42% return.


RIGL

1D
0.93%
1M
2.57%
YTD
-29.26%
6M
-35.82%
1Y
48.60%
3Y*
29.35%
5Y*
-5.31%
10Y*
1.74%

GBIL

1D
0.02%
1M
0.28%
YTD
1.42%
6M
1.73%
1Y
3.91%
3Y*
4.64%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGL vs. GBIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RIGL
Rigel Pharmaceuticals, Inc.
-29.26%154.64%16.00%-3.33%-43.40%-24.29%63.55%-6.96%-40.72%63.03%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
1.42%4.12%5.24%4.91%1.05%-0.08%0.79%2.31%1.78%0.69%

Correlation

The correlation between RIGL and GBIL is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2016

-0.02

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Return for Risk

RIGL vs. GBIL — Risk / Return Rank

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

RIGL
RIGL Risk / Return Rank: 6262
Overall Rank
RIGL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RIGL Sortino Ratio Rank: 6666
Sortino Ratio Rank
RIGL Omega Ratio Rank: 6464
Omega Ratio Rank
RIGL Calmar Ratio Rank: 6161
Calmar Ratio Rank
RIGL Martin Ratio Rank: 5858
Martin Ratio Rank

GBIL
GBIL Risk / Return Rank: 100100
Overall Rank
GBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
GBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
GBIL Omega Ratio Rank: 100100
Omega Ratio Rank
GBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
GBIL Martin Ratio Rank: 100100
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.

RIGL vs. GBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rigel Pharmaceuticals, Inc. (RIGL) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.


RIGLGBILDifference
Sharpe ratioReturn per unit of total volatility

-16.19

Sortino ratioReturn per unit of downside risk

-101.34

Omega ratioGain probability vs. loss probability

1.19

39.42

-38.23

Calmar ratioReturn relative to maximum drawdown

0.98

196.43

-195.46

Martin ratioReturn relative to average drawdown

1.74

1,608.66

-1,606.92

RIGL vs. GBIL - Sharpe Ratio Comparison

The current RIGL Sharpe Ratio is 0.70, which is lower than the GBIL Sharpe Ratio of 16.89. The chart below compares the historical Sharpe Ratios of RIGL and GBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RIGLGBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

16.89

-16.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

5.78

-5.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

4.87

-5.00

Drawdowns

RIGL vs. GBIL - Drawdown Comparison

The maximum RIGL drawdown since its inception was -99.37%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for RIGL and GBIL.


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Drawdown Indicators


RIGLGBILDifference

Max Drawdown

Largest peak-to-trough decline

-99.37%

-0.76%

-98.61%

Max Drawdown (1Y)

Largest decline over 1 year

-50.08%

-0.02%

-50.06%

Max Drawdown (3Y)

Largest decline over 3 years

-57.75%

-0.76%

-56.99%

Max Drawdown (5Y)

Largest decline over 5 years

-85.24%

-0.76%

-84.48%

Max Drawdown (10Y)

Largest decline over 10 years

-86.40%

Current Drawdown

Current decline from peak

-97.16%

0.00%

-97.16%

Average Drawdown

Average peak-to-trough decline

-90.91%

-0.04%

-90.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.99%

0.00%

+27.99%

Volatility

RIGL vs. GBIL - Volatility Comparison

Rigel Pharmaceuticals, Inc. (RIGL) has a higher volatility of 19.96% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.04%. This indicates that RIGL's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGLGBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.96%

0.04%

+19.92%

Volatility (6M)

Calculated over the trailing 6-month period

39.37%

0.14%

+39.23%

Volatility (1Y)

Calculated over the trailing 1-year period

69.85%

0.23%

+69.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.52%

0.58%

+84.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.82%

0.47%

+82.35%

Dividends

RIGL vs. GBIL - Dividend Comparison

RIGL has not paid dividends to shareholders, while GBIL's dividend yield for the trailing twelve months is around 3.74%.


PositionTTM2025202420232022202120202019201820172016
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.74%4.02%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%
RIGL
Rigel Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RIGL and GBIL have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIGL has higher volatility (19.96%) compared to GBIL (0.04%). In terms of maximum drawdown, RIGL dropped -99.37% vs GBIL's -0.76%.

GBIL currently has the higher Sharpe Ratio (16.89 vs 0.70), 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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