ZOE.DE vs. ^GSPC
Compare and contrast key facts about Zoetis Inc (ZOE.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZOE.DE or ^GSPC.
Key characteristics
| ZOE.DE | ^GSPC | |
|---|---|---|
| YTD Return | -6.59% | 25.70% |
| 1Y Return | 6.77% | 37.91% |
| 3Y Return (Ann) | -4.39% | 8.59% |
| 5Y Return (Ann) | 13.95% | 14.18% |
| 10Y Return (Ann) | 31.08% | 11.41% |
| Sharpe Ratio | -0.25 | 2.97 |
| Sortino Ratio | -0.16 | 3.97 |
| Omega Ratio | 0.98 | 1.56 |
| Calmar Ratio | -0.19 | 3.93 |
| Martin Ratio | -0.64 | 19.39 |
| Ulcer Index | 10.90% | 1.90% |
| Daily Std Dev | 28.32% | 12.38% |
| Max Drawdown | -39.05% | -56.78% |
| Current Drawdown | -22.91% | 0.00% |
Correlation
The correlation between ZOE.DE and ^GSPC is 0.23, 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.
Performance
ZOE.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, ZOE.DE achieves a -6.59% return, which is significantly lower than ^GSPC's 25.70% return. Over the past 10 years, ZOE.DE has outperformed ^GSPC with an annualized return of 31.08%, while ^GSPC has yielded a comparatively lower 11.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ZOE.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc (ZOE.DE) 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.
Drawdowns
ZOE.DE vs. ^GSPC - Drawdown Comparison
The maximum ZOE.DE drawdown since its inception was -39.05%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ZOE.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ZOE.DE vs. ^GSPC - Volatility Comparison
Zoetis Inc (ZOE.DE) has a higher volatility of 6.94% compared to S&P 500 (^GSPC) at 3.92%. This indicates that ZOE.DE'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.