SUPN vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Supernus Pharmaceuticals, Inc. (SUPN) and S&P 500 Total Return (^SP500TR).

Performance

SUPN vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Supernus Pharmaceuticals, Inc. (SUPN) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

SUPN vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUPN Supernus Pharmaceuticals, Inc.	3.50%	37.44%	24.95%	-18.87%	22.33%	15.90%	6.07%	-28.60%	-16.64%	57.82%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, SUPN achieves a 3.50% return, which is significantly higher than ^SP500TR's -3.64% return. Over the past 10 years, SUPN has underperformed ^SP500TR with an annualized return of 12.24%, while ^SP500TR has yielded a comparatively higher 14.17% annualized return.

SUPN

• 1D: -0.48%
• 1M: -6.63%
• YTD: 3.50%
• 6M: 7.08%
• 1Y: 62.37%
• 3Y*: 12.39%
• 5Y*: 14.00%
• 10Y*: 12.24%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

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

Return for Risk

SUPN vs. ^SP500TR — Risk / Return Rank

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

SUPN

SUPN Risk / Return Rank: 83
SUPN Sharpe Ratio Rank: 87
SUPN Sortino Ratio Rank: 81
SUPN Omega Ratio Rank: 85
SUPN Calmar Ratio Rank: 81
SUPN Martin Ratio Rank: 79

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

SUPN vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Supernus Pharmaceuticals, Inc. (SUPN) 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.

	SUPN	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	1.75	1.00	+0.75
Sortino ratio Return per unit of downside risk	2.22	1.52	+0.70
Omega ratio Gain probability vs. loss probability	1.35	1.23	+0.11
Calmar ratio Return relative to maximum drawdown	2.53	1.54	+0.99
Martin ratio Return relative to average drawdown	6.15	7.32	-1.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUPN vs. ^SP500TR - Sharpe Ratio Comparison

The current SUPN Sharpe Ratio is 1.75, which is higher than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SUPN and ^SP500TR, 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

	SUPN	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	1.00	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.71	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.79	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.62	-0.32

Correlation

The correlation between SUPN and ^SP500TR is 0.32, 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.

Drawdowns

SUPN vs. ^SP500TR - Drawdown Comparison

The maximum SUPN drawdown since its inception was -75.86%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SUPN and ^SP500TR.

Drawdown Indicators

	SUPN	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-75.86%	-55.25%	-20.61%
Max Drawdown (1Y) Largest decline over 1 year	-22.60%	-12.12%	-10.48%
Max Drawdown (5Y) Largest decline over 5 years	-45.94%	-24.49%	-21.45%
Max Drawdown (10Y) Largest decline over 10 years	-75.86%	-33.79%	-42.07%
Current Drawdown Current decline from peak	-14.05%	-5.55%	-8.50%
Average Drawdown Average peak-to-trough decline	-36.99%	-8.20%	-28.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.28%	2.55%	+6.73%

Volatility

SUPN vs. ^SP500TR - Volatility Comparison

Supernus Pharmaceuticals, Inc. (SUPN) has a higher volatility of 10.16% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that SUPN'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.

Volatility by Period

	SUPN	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.16%	5.38%	+4.78%
Volatility (6M) Calculated over the trailing 6-month period	28.48%	9.55%	+18.93%
Volatility (1Y) Calculated over the trailing 1-year period	36.05%	18.32%	+17.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.94%	16.90%	+19.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.88%	18.05%	+25.83%