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ZIVO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ZIVO and ^GSPC is 0.04, 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.


-0.50.00.51.00.0

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
160.48%
8.57%
ZIVO
^GSPC

Key characteristics

Sharpe Ratio

ZIVO:

15.96

^GSPC:

1.74

Sortino Ratio

ZIVO:

5.49

^GSPC:

2.36

Omega Ratio

ZIVO:

1.79

^GSPC:

1.32

Calmar Ratio

ZIVO:

30.11

^GSPC:

2.62

Martin Ratio

ZIVO:

145.07

^GSPC:

10.69

Ulcer Index

ZIVO:

20.18%

^GSPC:

2.08%

Daily Std Dev

ZIVO:

141.80%

^GSPC:

12.76%

Max Drawdown

ZIVO:

-98.52%

^GSPC:

-56.78%

Current Drawdown

ZIVO:

-34.28%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, ZIVO achieves a -0.05% return, which is significantly lower than ^GSPC's 4.01% return. Over the past 10 years, ZIVO has outperformed ^GSPC with an annualized return of 46.89%, while ^GSPC has yielded a comparatively lower 11.26% annualized return.


ZIVO

YTD

-0.05%

1M

19.39%

6M

153.42%

1Y

201.30%

5Y*

89.75%

10Y*

46.89%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

ZIVO vs. ^GSPC — Risk-Adjusted Performance Rank

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

ZIVO
The Risk-Adjusted Performance Rank of ZIVO is 9999
Overall Rank
The Sharpe Ratio Rank of ZIVO is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ZIVO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ZIVO is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ZIVO is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ZIVO is 100100
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZIVO vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ZIVO Bioscience, Inc. (ZIVO) and S&P 500 (^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.


Sharpe ratio
The chart of Sharpe ratio for ZIVO, currently valued at 1.32, compared to the broader market-2.000.002.001.321.74
The chart of Sortino ratio for ZIVO, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.006.002.302.36
The chart of Omega ratio for ZIVO, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.32
The chart of Calmar ratio for ZIVO, currently valued at 2.10, compared to the broader market0.002.004.006.002.102.62
The chart of Martin ratio for ZIVO, currently valued at 12.83, compared to the broader market-10.000.0010.0020.0030.0012.8310.69
ZIVO
^GSPC

The current ZIVO Sharpe Ratio is 15.96, which is higher than the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00SeptemberOctoberNovemberDecember2025February
1.32
1.74
ZIVO
^GSPC

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.28%
-0.43%
ZIVO
^GSPC

Volatility

ZIVO vs. ^GSPC - Volatility Comparison

ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 26.09% compared to S&P 500 (^GSPC) at 3.01%. 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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
26.09%
3.01%
ZIVO
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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