SPRY vs. PG

Last updated Apr 1, 2026

Compare and contrast key facts about Silverback Therapeutics Inc (SPRY) and The Procter & Gamble Company (PG).

Performance

SPRY vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silverback Therapeutics Inc (SPRY) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

SPRY vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SPRY Silverback Therapeutics Inc	-31.07%	10.43%	92.52%	-35.76%	28.08%	-85.63%	85.36%
PG The Procter & Gamble Company	1.50%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	1.21%

Fundamentals

Market Cap SPRY : $791.49M PG : $350.12B
EPS SPRY : -$1.74 PG : $6.75
PS Ratio SPRY : 9.39 PG : 4.13
PB Ratio SPRY : 6.93 PG : 6.57
Total Revenue (TTM) SPRY : $84.28M PG : $85.26B
Gross Profit (TTM) SPRY : $45.85M PG : $43.21B
EBITDA (TTM) SPRY : -$175.98M PG : $23.62B

Returns By Period

In the year-to-date period, SPRY achieves a -31.07% return, which is significantly lower than PG's 1.50% return.

SPRY

• 1D: 2.75%
• 1M: -13.47%
• YTD: -31.07%
• 6M: -20.10%
• 1Y: -36.17%
• 3Y*: 7.25%
• 5Y*: -28.93%
• 10Y*: —

PG

• 1D: -0.19%
• 1M: -13.61%
• YTD: 1.50%
• 6M: -4.66%
• 1Y: -12.92%
• 3Y*: 1.60%
• 5Y*: 4.06%
• 10Y*: 8.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SPRY vs. PG — Risk / Return Rank

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

SPRY

SPRY Risk / Return Rank: 21
SPRY Sharpe Ratio Rank: 17
SPRY Sortino Ratio Rank: 19
SPRY Omega Ratio Rank: 20
SPRY Calmar Ratio Rank: 23
SPRY Martin Ratio Rank: 24

PG

PG Risk / Return Rank: 16
PG Sharpe Ratio Rank: 13
PG Sortino Ratio Rank: 14
PG Omega Ratio Rank: 15
PG Calmar Ratio Rank: 20
PG Martin Ratio Rank: 20

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.

SPRY vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Silverback Therapeutics Inc (SPRY) and The Procter & Gamble Company (PG). 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.

	SPRY	PG	Difference
Sharpe ratio Return per unit of total volatility	-0.54	-0.69	+0.15
Sortino ratio Return per unit of downside risk	-0.50	-0.85	+0.35
Omega ratio Gain probability vs. loss probability	0.94	0.90	+0.04
Calmar ratio Return relative to maximum drawdown	-0.56	-0.64	+0.07
Martin ratio Return relative to average drawdown	-0.97	-1.19	+0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPRY vs. PG - Sharpe Ratio Comparison

The current SPRY Sharpe Ratio is -0.54, which is comparable to the PG Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SPRY and PG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SPRY	PG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	-0.69	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.23	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.46	-0.70

Correlation

The correlation between SPRY and PG is 0.01, 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.

Dividends

SPRY vs. PG - Dividend Comparison

SPRY has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.93%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPRY Silverback Therapeutics Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PG The Procter & Gamble Company	2.93%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Drawdowns

SPRY vs. PG - Drawdown Comparison

The maximum SPRY drawdown since its inception was -95.20%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SPRY and PG.

Drawdown Indicators

	SPRY	PG	Difference
Max Drawdown Largest peak-to-trough decline	-95.20%	-54.25%	-40.95%
Max Drawdown (1Y) Largest decline over 1 year	-63.32%	-18.31%	-45.01%
Max Drawdown (5Y) Largest decline over 5 years	-93.45%	-23.77%	-69.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.77%	—
Current Drawdown Current decline from peak	-86.71%	-16.91%	-69.80%
Average Drawdown Average peak-to-trough decline	-77.98%	-12.15%	-65.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.73%	9.85%	+26.88%

Volatility

SPRY vs. PG - Volatility Comparison

Silverback Therapeutics Inc (SPRY) has a higher volatility of 17.65% compared to The Procter & Gamble Company (PG) at 5.74%. This indicates that SPRY's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPRY	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.65%	5.74%	+11.91%
Volatility (6M) Calculated over the trailing 6-month period	51.95%	13.45%	+38.50%
Volatility (1Y) Calculated over the trailing 1-year period	67.04%	18.87%	+48.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.53%	17.45%	+63.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.43%	18.85%	+62.58%

Financials