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SPRO vs. RIGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPRO vs. RIGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spero Therapeutics, Inc. (SPRO) and Rigel Pharmaceuticals, Inc. (RIGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPRO achieves a -49.79% return, which is significantly lower than RIGL's -14.06% return.


SPRO

1D
-2.50%
1M
-46.82%
6M
-46.58%
YTD
-49.79%
1Y
-49.13%
3Y*
-8.35%
5Y*
-38.54%
10Y*
ALL TIME*
-24.24%

RIGL

1D
-3.28%
1M
-4.93%
6M
5.59%
YTD
-14.06%
1Y
68.01%
3Y*
40.40%
5Y*
-1.65%
10Y*
3.86%
ALL TIME*
-10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.43M$14.01M$13.32M
$3.27M$3.26M$3.15M

SPRO vs. RIGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPRO
Spero Therapeutics, Inc.
-49.79%126.21%-29.93%-15.03%-89.19%-17.43%101.66%56.34%-47.66%-11.32%
RIGL
Rigel Pharmaceuticals, Inc.
-14.06%154.64%16.00%-3.33%-43.40%-24.29%63.55%-6.96%-40.72%4.02%

Correlation

The correlation between SPRO and RIGL is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2017

0.26

Fundamentals

Market Cap

SPRO:

$67.74M

RIGL:

$681.06M

EPS

SPRO:

$0.39

RIGL:

$18.94

PE Ratio

SPRO:

3.01

RIGL:

1.94

PS Ratio

SPRO:

1.23

RIGL:

2.36

PB Ratio

SPRO:

1.27

RIGL:

1.81

Total Revenue (TTM)

SPRO:

$54.77M

RIGL:

$299.77M

Gross Profit (TTM)

SPRO:

$54.51M

RIGL:

$279.95M

EBITDA (TTM)

SPRO:

$12.49M

RIGL:

$125.80M

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Return for Risk

SPRO vs. RIGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPRO
SPRO Risk / Return Rank: 1010
Overall Rank
SPRO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPRO Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPRO Omega Ratio Rank: 1313
Omega Ratio Rank
SPRO Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPRO Martin Ratio Rank: 00
Martin Ratio Rank

RIGL
RIGL Risk / Return Rank: 7575
Overall Rank
RIGL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RIGL Sortino Ratio Rank: 7979
Sortino Ratio Rank
RIGL Omega Ratio Rank: 7777
Omega Ratio Rank
RIGL Calmar Ratio Rank: 7474
Calmar Ratio Rank
RIGL Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPRO vs. RIGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spero Therapeutics, Inc. (SPRO) and Rigel Pharmaceuticals, Inc. (RIGL). 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.


SPRORIGLDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.87

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.81

1.50

-2.32

Martin ratioReturn relative to average drawdown

-2.72

2.51

-5.23

SPRO vs. RIGL - Sharpe Ratio Comparison

The current SPRO Sharpe Ratio is -0.77, which is lower than the RIGL Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPRO and RIGL, 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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Drawdowns

SPRO vs. RIGL - Drawdown Comparison

The maximum SPRO drawdown since its inception was -97.46%, roughly equal to the maximum RIGL drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for SPRO and RIGL.


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Drawdown Indicators


SPRORIGLDifference

Max Drawdown

Largest peak-to-trough decline

-97.46%

-99.37%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-61.07%

-50.08%

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-68.89%

-50.76%

-18.13%

Max Drawdown (5Y)

Largest decline over 5 years

-97.13%

-83.85%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-86.40%

Current Drawdown

Current decline from peak

-94.70%

-96.55%

+1.85%

Average Drawdown

Average peak-to-trough decline

-62.80%

-90.93%

+28.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.27%

29.86%

-11.59%

Volatility

SPRO vs. RIGL - Volatility Comparison

Spero Therapeutics, Inc. (SPRO) has a higher volatility of 28.65% compared to Rigel Pharmaceuticals, Inc. (RIGL) at 11.97%. This indicates that SPRO's price experiences larger fluctuations and is considered to be riskier than RIGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPRORIGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.65%

11.97%

+16.68%

Volatility (6M)

Calculated over the trailing 6-month period

54.70%

34.77%

+19.93%

Volatility (1Y)

Calculated over the trailing 1-year period

64.87%

70.02%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

152.38%

85.52%

+66.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.57%

82.76%

+41.81%

Dividends

SPRO vs. RIGL - Dividend Comparison

Neither SPRO nor RIGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SPRO vs. RIGL - Financials Comparison

This section allows you to compare key financial metrics between Spero Therapeutics, Inc. and Rigel Pharmaceuticals, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


SPRO and RIGL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRO has higher volatility (28.65%) compared to RIGL (11.97%). In terms of maximum drawdown, SPRO dropped -97.46% vs RIGL's -99.37%.

RIGL currently has the higher Sharpe Ratio (1.07 vs -0.77), 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.

Portfolio Optimizer

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