ZIVO vs. ^GSPC
ZIVO (ZIVO Bioscience, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ZIVO returned 30.78%/yr vs 13.41%/yr for ^GSPC. At a 0.03 correlation, their price movements are largely independent.
Performance
ZIVO vs. ^GSPC - Performance Comparison
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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%
ZIVO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ZIVO
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -85.23% | -0.45% | -84.78% |
Average DrawdownAverage peak-to-trough decline | -63.88% | -10.71% | -53.17% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
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