TGTX vs. SPY
Compare and contrast key facts about TG Therapeutics, Inc. (TGTX) and State Street SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TGTX vs. SPY - Performance Comparison
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TGTX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGTX TG Therapeutics, Inc. | 12.65% | -0.96% | 76.23% | 44.38% | -37.74% | -63.48% | 368.65% | 170.73% | -50.00% | 76.34% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TGTX achieves a 12.65% return, which is significantly higher than SPY's -3.65% return. Both investments have delivered pretty close results over the past 10 years, with TGTX having a 14.12% annualized return and SPY not far behind at 14.06%.
TGTX
- 1D
- 1.08%
- 1M
- 14.22%
- YTD
- 12.65%
- 6M
- -8.15%
- 1Y
- -11.05%
- 3Y*
- 30.70%
- 5Y*
- -7.26%
- 10Y*
- 14.12%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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Return for Risk
TGTX vs. SPY — Risk / Return Rank
TGTX
SPY
TGTX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TG Therapeutics, Inc. (TGTX) and State Street SPDR S&P 500 ETF (SPY). 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.
| TGTX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 0.96 | -1.20 |
Sortino ratioReturn per unit of downside risk | -0.02 | 1.49 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.53 | -1.89 |
Martin ratioReturn relative to average drawdown | -0.53 | 7.27 | -7.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGTX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.96 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.70 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.79 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.56 | -0.61 |
Correlation
The correlation between TGTX and SPY 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.
Dividends
TGTX vs. SPY - Dividend Comparison
TGTX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGTX TG 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TGTX vs. SPY - Drawdown Comparison
The maximum TGTX drawdown since its inception was -99.52%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TGTX and SPY.
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Drawdown Indicators
| TGTX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.52% | -55.19% | -44.33% |
Max Drawdown (1Y)Largest decline over 1 year | -42.01% | -12.05% | -29.96% |
Max Drawdown (5Y)Largest decline over 5 years | -92.36% | -24.50% | -67.86% |
Max Drawdown (10Y)Largest decline over 10 years | -93.19% | -33.72% | -59.47% |
Current DrawdownCurrent decline from peak | -85.61% | -5.53% | -80.08% |
Average DrawdownAverage peak-to-trough decline | -91.55% | -9.09% | -82.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.02% | 2.54% | +25.48% |
Volatility
TGTX vs. SPY - Volatility Comparison
TG Therapeutics, Inc. (TGTX) has a higher volatility of 15.01% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that TGTX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGTX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.01% | 5.35% | +9.66% |
Volatility (6M)Calculated over the trailing 6-month period | 28.15% | 9.50% | +18.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.37% | 19.06% | +27.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.52% | 17.06% | +70.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.93% | 17.92% | +69.01% |