PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ZIVO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

ZIVO vs. ^GSPC

Last updated Jun 5, 2026

ZIVO (ZIVO Bioscience, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ZIVO returned -17.34%/yr vs 13.65%/yr for ^GSPC. At a 0.03 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, ZIVO achieves a -57.30% return, which is significantly lower than ^GSPC's 10.79% return. Over the past 10 years, ZIVO has underperformed ^GSPC with an annualized return of -17.34%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.

ZIVO

1D
0.00%
1M
-12.59%
YTD
-57.30%
6M
-62.85%
1Y
-78.78%
3Y*
-39.56%
5Y*
-32.10%
10Y*
-17.34%

^GSPC

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVO vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ZIVO
ZIVO Bioscience, Inc.		-57.30%-59.53%1,691.67%-92.00%-12.89%-76.08%-11.76%30.77%44.44%-5.26%
^GSPC
S&P 500 Index		10.79%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 0.01, 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

0.01

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

-0.01

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 25, 2012

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ZIVO Bioscience, Inc.

S&P 500 Index

Often compared with ZIVO:
ZIVO vs. HACBYZIVO vs. BSXZIVO vs. AGXZIVO vs. ASCCYZIVO vs. BYRNZIVO vs. FNMASZIVO vs. LFVN
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

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: 1818
Overall Rank
ZIVO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ZIVO Sortino Ratio Rank: 2929
Sortino Ratio Rank
ZIVO Omega Ratio Rank: 2828
Omega Ratio Rank
ZIVO Calmar Ratio Rank: 99
Calmar Ratio Rank
ZIVO Martin Ratio Rank: 44
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

ZIVO^GSPCDifference
Sharpe ratioReturn per unit of total volatility
-0.45
2.28

-2.73

Sortino ratioReturn per unit of downside risk
-0.08
3.12

-3.21

Omega ratioGain probability vs. loss probability

0.99

1.41

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.84

2.98

-3.82

Martin ratioReturn relative to average drawdown

-1.58

13.78

-15.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZIVO vs. ^GSPC - Sharpe Ratio Comparison

The current ZIVO Sharpe Ratio is -0.45, which is lower than the ^GSPC Sharpe Ratio of 2.28. 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.

Loading charts...

Sharpe Ratios by Period

ZIVO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

2.28

-2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.74

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

0.76

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.47

-0.62

Drawdowns

ZIVO vs. ^GSPC - Drawdown Comparison

The maximum ZIVO drawdown since its inception was -99.80%, 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.

Loading charts...

Drawdown Indicators

ZIVO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-56.78%

-43.02%

Max Drawdown (1Y)

Largest decline over 1 year

-93.85%

-9.10%

-84.75%

Max Drawdown (3Y)

Largest decline over 3 years

-97.16%

-18.90%

-78.26%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-25.43%

-73.09%

Max Drawdown (10Y)

Largest decline over 10 years

-99.47%

-33.92%

-65.55%

Current Drawdown

Current decline from peak

-98.47%

-0.33%

-98.14%

Average Drawdown

Average peak-to-trough decline

-78.33%

-10.72%

-67.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.95%

1.97%

+47.98%

Volatility

ZIVO vs. ^GSPC - Volatility Comparison

ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 48.00% compared to S&P 500 Index (^GSPC) at 2.88%. 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.

Loading charts...

Volatility by Period

ZIVO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.00%

2.88%

+45.12%

Volatility (6M)

Calculated over the trailing 6-month period

142.98%

9.00%

+133.98%

Volatility (1Y)

Calculated over the trailing 1-year period

175.07%

11.89%

+163.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

139.26%

16.90%

+122.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

134.05%

18.06%

+115.99%

Frequently Asked Questions

ZIVO and ^GSPC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIVO has higher volatility (48.00%) compared to ^GSPC (2.88%). In terms of maximum drawdown, ZIVO dropped -99.80% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.28 vs -0.45), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer