ZTS vs. ^SP500TR
ZTS (Zoetis Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, ZTS returned 6.02%/yr vs 15.64%/yr for ^SP500TR. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ZTS vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, ZTS achieves a -38.40% return, which is significantly lower than ^SP500TR's 8.22% return. Over the past 10 years, ZTS has underperformed ^SP500TR with an annualized return of 6.02%, while ^SP500TR has yielded a comparatively higher 15.64% annualized return.
ZTS
- 1D
- 1.25%
- 1M
- -5.51%
- YTD
- -38.40%
- 6M
- -37.26%
- 1Y
- -50.40%
- 3Y*
- -22.07%
- 5Y*
- -15.30%
- 10Y*
- 6.02%
^SP500TR
- 1D
- -1.44%
- 1M
- -1.34%
- YTD
- 8.22%
- 6M
- 7.24%
- 1Y
- 23.73%
- 3Y*
- 20.82%
- 5Y*
- 13.16%
- 10Y*
- 15.64%
ZTS vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTS Zoetis Inc. | -38.40% | -21.75% | -16.63% | 35.91% | -39.51% | 48.26% | 25.76% | 55.71% | 19.45% | 35.55% |
^SP500TR S&P 500 Total Return | 8.22% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between ZTS and ^SP500TR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2013 | 0.53 |
Over the past year, the correlation between ZTS and ^SP500TR has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
ZTS vs. ^SP500TR — Risk / Return Rank
ZTS
^SP500TR
ZTS vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) and S&P 500 Total Return (^SP500TR). 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.
| ZTS | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.32 | ||
| Sortino ratioReturn per unit of downside risk | -4.58 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.34 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.68 | -3.64 |
| Martin ratioReturn relative to average drawdown | -2.08 | 12.05 | -14.12 |
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Drawdowns
ZTS vs. ^SP500TR - Drawdown Comparison
The maximum ZTS drawdown since its inception was -68.48%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ZTS and ^SP500TR.
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Drawdown Indicators
| ZTS | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -55.25% | -13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -52.65% | -8.89% | -43.76% |
Max Drawdown (3Y)Largest decline over 3 years | -61.77% | -18.75% | -43.02% |
Max Drawdown (5Y)Largest decline over 5 years | -68.48% | -24.49% | -43.99% |
Max Drawdown (10Y)Largest decline over 10 years | -68.48% | -33.79% | -34.69% |
Current DrawdownCurrent decline from peak | -67.36% | -3.13% | -64.23% |
Average DrawdownAverage peak-to-trough decline | -14.94% | -8.16% | -6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.31% | 1.97% | +22.34% |
Volatility
ZTS vs. ^SP500TR - Volatility Comparison
Zoetis Inc. (ZTS) has a higher volatility of 8.50% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that ZTS's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZTS | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.50% | 4.90% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 31.65% | 9.93% | +21.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 12.57% | +23.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.86% | 17.00% | +11.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.13% | 18.08% | +9.05% |
Frequently Asked Questions
ZTS and ^SP500TR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTS has higher volatility (8.50%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, ZTS dropped -68.48% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.90 vs -1.42), 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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