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 28.41%/yr vs 13.26%/yr for ^GSPC. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
ZIVO vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ZIVO achieves a -54.02% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, ZIVO has outperformed ^GSPC with an annualized return of 28.41%, while ^GSPC has yielded a comparatively lower 13.26% annualized return.
ZIVO
- 1D
- 0.00%
- 1M
- -23.81%
- 6M
- -61.90%
- YTD
- -54.02%
- 1Y
- -59.88%
- 3Y*
- -30.66%
- 5Y*
- -28.23%
- 10Y*
- 28.41%
- ALL TIME*
- 11.11%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $4.68K | $3.81K | $4.67K |
ZIVO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZIVO ZIVO Bioscience, Inc. | -54.02% | -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 | 9.41% | 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 was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
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 | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.00 | -2.67 |
| Martin ratioReturn relative to average drawdown | -1.09 | 8.49 | -9.58 |
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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 | -87.77% | -1.58% | -86.19% |
Average DrawdownAverage peak-to-trough decline | -63.98% | -10.70% | -53.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.67% | 2.14% | +55.53% |
Volatility
ZIVO vs. ^GSPC - Volatility Comparison
ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 46.24% compared to S&P 500 Index (^GSPC) at 3.51%. 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 | 46.24% | 3.51% | +42.73% |
Volatility (6M)Calculated over the trailing 6-month period | 139.92% | 10.11% | +129.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 185.49% | 12.87% | +172.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 142.36% | 17.01% | +125.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,082.66% | 18.07% | +1,064.59% |
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 (46.24%) compared to ^GSPC (3.51%). In terms of maximum drawdown, ZIVO dropped -98.52% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.34), 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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