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.
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.
Performance
SUPN vs. ^SP500TR - Performance Comparison
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Key characteristics
SUPN:
0.54
^SP500TR:
0.74
SUPN:
0.90
^SP500TR:
1.05
SUPN:
1.13
^SP500TR:
1.15
SUPN:
0.30
^SP500TR:
0.69
SUPN:
1.51
^SP500TR:
2.63
SUPN:
11.33%
^SP500TR:
4.92%
SUPN:
35.90%
^SP500TR:
19.77%
SUPN:
-75.86%
^SP500TR:
-55.25%
SUPN:
-47.03%
^SP500TR:
-3.41%
Returns By Period
In the year-to-date period, SUPN achieves a -12.33% return, which is significantly lower than ^SP500TR's 1.06% return. Over the past 10 years, SUPN has underperformed ^SP500TR with an annualized return of 8.11%, while ^SP500TR has yielded a comparatively higher 12.85% annualized return.
SUPN
-12.33%
-2.31%
-13.32%
16.89%
4.39%
5.62%
8.11%
^SP500TR
1.06%
5.63%
-1.35%
13.52%
14.41%
15.94%
12.85%
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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.
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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.
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Volatility
SUPN vs. ^SP500TR - Volatility Comparison
Supernus Pharmaceuticals, Inc. (SUPN) has a higher volatility of 8.44% compared to S&P 500 Total Return (^SP500TR) at 4.77%. 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.
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