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ZIVO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ZIVO vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, ZIVO achieves a -44.49% return, which is significantly lower than ^GSPC's 10.66% return. Over the past 10 years, ZIVO has outperformed ^GSPC with an annualized return of 30.78%, while ^GSPC has yielded a comparatively lower 13.41% annualized return.


ZIVO

1D
1.67%
1M
31.58%
6M
-48.07%
YTD
-44.49%
1Y
-64.23%
3Y*
-30.33%
5Y*
-27.61%
10Y*
30.78%

^GSPC

1D
0.42%
1M
1.94%
6M
8.74%
YTD
10.66%
1Y
21.02%
3Y*
19.50%
5Y*
11.63%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZIVO
ZIVO Bioscience, Inc.
-44.49%-59.53%1,691.67%-92.00%-12.89%1,813.33%-11.76%30.77%44.44%-5.26%
^GSPC
S&P 500 Index
10.66%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ZIVO and ^GSPC is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.03

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Return for Risk

ZIVO vs. ^GSPC — Risk / Return Rank

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

ZIVO
ZIVO Risk / Return Rank: 3232
Overall Rank
ZIVO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ZIVO Sortino Ratio Rank: 4747
Sortino Ratio Rank
ZIVO Omega Ratio Rank: 4747
Omega Ratio Rank
ZIVO Calmar Ratio Rank: 1919
Calmar Ratio Rank
ZIVO Martin Ratio Rank: 1717
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7777
Overall Rank
^GSPC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7676
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8080
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8484
Martin Ratio Rank
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.

ZIVO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ZIVO Bioscience, Inc. (ZIVO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZIVO^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.07

1.30

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.69

2.28

-2.96

Martin ratioReturn relative to average drawdown

-1.18

9.88

-11.06

ZIVO vs. ^GSPC - Sharpe Ratio Comparison

The current ZIVO Sharpe Ratio is -0.35, which is lower than the ^GSPC Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ZIVO and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZIVO vs. ^GSPC - Drawdown Comparison

The maximum ZIVO drawdown since its inception was -98.52%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ZIVO and ^GSPC.


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Drawdown Indicators


ZIVO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-56.78%

-41.74%

Max Drawdown (1Y)

Largest decline over 1 year

-93.85%

-9.10%

-84.75%

Max Drawdown (3Y)

Largest decline over 3 years

-96.18%

-18.90%

-77.28%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-25.43%

-73.09%

Max Drawdown (10Y)

Largest decline over 10 years

-98.52%

-33.92%

-64.60%

Current Drawdown

Current decline from peak

-85.23%

-0.45%

-84.78%

Average Drawdown

Average peak-to-trough decline

-63.88%

-10.71%

-53.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.64%

2.09%

+52.55%

Volatility

ZIVO vs. ^GSPC - Volatility Comparison

ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 57.92% compared to S&P 500 Index (^GSPC) at 4.25%. This indicates that ZIVO'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.


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Volatility by Period


ZIVO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.92%

4.25%

+53.67%

Volatility (6M)

Calculated over the trailing 6-month period

143.43%

9.96%

+133.47%

Volatility (1Y)

Calculated over the trailing 1-year period

182.30%

12.52%

+169.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.61%

17.00%

+124.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,082.62%

18.05%

+1,064.57%

Frequently Asked Questions


ZIVO and ^GSPC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIVO has higher volatility (57.92%) compared to ^GSPC (4.25%). In terms of maximum drawdown, ZIVO dropped -98.52% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.65 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ZIVO and ^GSPC

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