WGS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about GeneDx Holdings Corp. (WGS) and S&P 500 Index (^GSPC).

Performance

WGS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GeneDx Holdings Corp. (WGS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

WGS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WGS GeneDx Holdings Corp.	-49.62%	69.22%	2,694.91%	-68.41%	-94.09%	-59.60%	12.65%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	9.08%

Returns By Period

In the year-to-date period, WGS achieves a -49.62% return, which is significantly lower than ^GSPC's -3.95% return.

WGS

• 1D: 2.02%
• 1M: -11.70%
• YTD: -49.62%
• 6M: -42.24%
• 1Y: -22.54%
• 3Y*: 75.87%
• 5Y*: -34.72%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

WGS vs. ^GSPC — Risk / Return Rank

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

WGS

WGS Risk / Return Rank: 30
WGS Sharpe Ratio Rank: 28
WGS Sortino Ratio Rank: 33
WGS Omega Ratio Rank: 33
WGS Calmar Ratio Rank: 28
WGS Martin Ratio Rank: 26

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

WGS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) and S&P 500 Index (^GSPC). 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.

	WGS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.28	0.92	-1.19
Sortino ratio Return per unit of downside risk	0.18	1.41	-1.23
Omega ratio Gain probability vs. loss probability	1.03	1.21	-0.19
Calmar ratio Return relative to maximum drawdown	-0.39	1.41	-1.81
Martin ratio Return relative to average drawdown	-0.85	6.61	-7.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WGS vs. ^GSPC - Sharpe Ratio Comparison

The current WGS Sharpe Ratio is -0.28, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WGS and ^GSPC, 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

	WGS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	0.92	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.61	-0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.46	-0.70

Correlation

The correlation between WGS and ^GSPC is 0.35, 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

WGS vs. ^GSPC - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WGS and ^GSPC.

Drawdown Indicators

	WGS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.85%	-56.78%	-43.07%
Max Drawdown (1Y) Largest decline over 1 year	-65.92%	-12.14%	-53.78%
Max Drawdown (5Y) Largest decline over 5 years	-99.78%	-25.43%	-74.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-92.31%	-5.78%	-86.53%
Average Drawdown Average peak-to-trough decline	-83.03%	-10.75%	-72.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.46%	2.60%	+27.86%

Volatility

WGS vs. ^GSPC - Volatility Comparison

GeneDx Holdings Corp. (WGS) has a higher volatility of 25.03% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that WGS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WGS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.03%	5.37%	+19.66%
Volatility (6M) Calculated over the trailing 6-month period	46.83%	9.55%	+37.28%
Volatility (1Y) Calculated over the trailing 1-year period	81.57%	18.33%	+63.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.29%	16.90%	+90.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.37%	18.05%	+88.32%