SUPN vs. ^SP500TR
Compare and contrast key facts about Supernus Pharmaceuticals, Inc. (SUPN) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUPN or ^SP500TR.
Correlation
The correlation between SUPN and ^SP500TR is 0.31, 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.
Performance
SUPN vs. ^SP500TR - Performance Comparison
Key characteristics
SUPN:
0.57
^SP500TR:
1.87
SUPN:
1.03
^SP500TR:
2.52
SUPN:
1.14
^SP500TR:
1.34
SUPN:
0.38
^SP500TR:
2.83
SUPN:
1.82
^SP500TR:
11.72
SUPN:
11.93%
^SP500TR:
2.04%
SUPN:
38.26%
^SP500TR:
12.76%
SUPN:
-75.86%
^SP500TR:
-55.25%
SUPN:
-42.21%
^SP500TR:
-0.42%
Returns By Period
In the year-to-date period, SUPN achieves a -4.34% return, which is significantly lower than ^SP500TR's 4.20% return. Over the past 10 years, SUPN has outperformed ^SP500TR with an annualized return of 14.77%, while ^SP500TR has yielded a comparatively lower 13.29% annualized return.
SUPN
-4.34%
-10.34%
0.44%
22.92%
7.62%
14.77%
^SP500TR
4.20%
1.25%
10.54%
24.47%
14.71%
13.29%
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Risk-Adjusted Performance
SUPN vs. ^SP500TR — Risk-Adjusted Performance Rank
SUPN
^SP500TR
SUPN vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
SUPN vs. ^SP500TR - Volatility Comparison
Supernus Pharmaceuticals, Inc. (SUPN) has a higher volatility of 19.85% compared to S&P 500 Total Return (^SP500TR) at 3.00%. 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.