ZIVO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about ZIVO Bioscience, Inc. (ZIVO) and S&P 500 Index (^GSPC).

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.

ZIVO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ZIVO ZIVO Bioscience, Inc.	-25.29%	-59.53%	1,691.67%	-92.00%	-12.89%	-76.08%	-11.76%	30.77%	44.44%	-5.26%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ZIVO achieves a -25.29% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, ZIVO has underperformed ^GSPC with an annualized return of -16.26%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

ZIVO

• 1D: -3.70%
• 1M: -30.85%
• YTD: -25.29%
• 6M: -49.02%
• 1Y: -61.99%
• 3Y*: -29.41%
• 5Y*: -36.87%
• 10Y*: -16.26%

^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

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: 20
ZIVO Sharpe Ratio Rank: 22
ZIVO Sortino Ratio Rank: 31
ZIVO Omega Ratio Rank: 32
ZIVO Calmar Ratio Rank: 9
ZIVO Martin Ratio Rank: 5

^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.

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	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.43	0.92	-1.34
Sortino ratio Return per unit of downside risk	0.10	1.41	-1.32
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.20
Calmar ratio Return relative to maximum drawdown	-0.85	1.41	-2.26
Martin ratio Return relative to average drawdown	-1.68	6.61	-8.29
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 -0.43, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ZIVO 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

	ZIVO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	0.92	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.61	-0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	0.68	-0.81
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	0.46	-0.59

Correlation

The correlation between ZIVO and ^GSPC is 0.03, 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

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.

Drawdown Indicators

	ZIVO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.80%	-56.78%	-43.02%
Max Drawdown (1Y) Largest decline over 1 year	-72.91%	-12.14%	-60.77%
Max Drawdown (5Y) Largest decline over 5 years	-99.31%	-25.43%	-73.88%
Max Drawdown (10Y) Largest decline over 10 years	-99.47%	-33.92%	-65.55%
Current Drawdown Current decline from peak	-97.32%	-5.78%	-91.54%
Average Drawdown Average peak-to-trough decline	-78.06%	-10.75%	-67.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.95%	2.60%	+34.35%

Volatility

ZIVO vs. ^GSPC - Volatility Comparison

ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 46.98% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	ZIVO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.98%	5.37%	+41.61%
Volatility (6M) Calculated over the trailing 6-month period	116.24%	9.55%	+106.69%
Volatility (1Y) Calculated over the trailing 1-year period	145.71%	18.33%	+127.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	132.76%	16.90%	+115.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	129.87%	18.05%	+111.82%