ZTS vs. ^SP500TR

Last updated Jun 3, 2026

ZTS (Zoetis Inc.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, ZTS returned 5.64%/yr vs 15.68%/yr for ^SP500TR. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ZTS vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoetis Inc. (ZTS) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ZTS achieves a -38.76% return, which is significantly lower than ^SP500TR's 11.72% return. Over the past 10 years, ZTS has underperformed ^SP500TR with an annualized return of 5.64%, while ^SP500TR has yielded a comparatively higher 15.68% annualized return.

ZTS

• 1D: -1.51%
• 1M: -33.09%
• YTD: -38.76%
• 6M: -38.08%
• 1Y: -54.21%
• 3Y*: -22.76%
• 5Y*: -14.30%
• 10Y*: 5.64%

^SP500TR

• 1D: 0.13%
• 1M: 5.38%
• YTD: 11.72%
• 6M: 12.09%
• 1Y: 29.76%
• 3Y*: 22.77%
• 5Y*: 14.29%
• 10Y*: 15.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTS vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ZTS Zoetis Inc.	-38.76%	-21.75%	-16.63%	35.91%	-39.51%	48.26%	25.76%	55.71%	19.45%	35.55%
^SP500TR S&P 500 Total Return	11.72%	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 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.35
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 4, 2013	0.53

The correlation between ZTS and ^SP500TR shifts across timeframes, from 0.34 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ZTS vs. ^SP500TR — Risk / Return Rank

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

ZTS

ZTS Risk / Return Rank: 1
ZTS Sharpe Ratio Rank: 0
ZTS Sortino Ratio Rank: 1
ZTS Omega Ratio Rank: 1
ZTS Calmar Ratio Rank: 2
ZTS Martin Ratio Rank: 0

^SP500TR

^SP500TR Risk / Return Rank: 84
^SP500TR Sharpe Ratio Rank: 82
^SP500TR Sortino Ratio Rank: 84
^SP500TR Omega Ratio Rank: 83
^SP500TR Calmar Ratio Rank: 81
^SP500TR Martin Ratio Rank: 90

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.

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.

	ZTS	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-1.53	2.52	-4.06
Sortino ratio Return per unit of downside risk	-2.24	3.43	-5.66
Omega ratio Gain probability vs. loss probability	0.64	1.46	-0.82
Calmar ratio Return relative to maximum drawdown	-0.97	3.41	-4.38
Martin ratio Return relative to average drawdown	-2.13	15.97	-18.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZTS vs. ^SP500TR - Sharpe Ratio Comparison

The current ZTS Sharpe Ratio is -1.53, which is lower than the ^SP500TR Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of ZTS and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ZTS	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.53	2.52	-4.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	0.85	-1.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.87	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.65	-0.35

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.

Drawdown Indicators

	ZTS	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-68.48%	-55.25%	-13.23%
Max Drawdown (1Y) Largest decline over 1 year	-55.74%	-8.89%	-46.85%
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 Drawdown Current decline from peak	-67.55%	0.00%	-67.55%
Average Drawdown Average peak-to-trough decline	-14.73%	-8.17%	-6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.41%	1.90%	+23.51%

Volatility

ZTS vs. ^SP500TR - Volatility Comparison

Zoetis Inc. (ZTS) has a higher volatility of 26.16% compared to S&P 500 Total Return (^SP500TR) at 2.83%. 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.

Volatility by Period

	ZTS	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.16%	2.83%	+23.33%
Volatility (6M) Calculated over the trailing 6-month period	31.12%	8.98%	+22.14%
Volatility (1Y) Calculated over the trailing 1-year period	35.43%	11.86%	+23.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.71%	16.90%	+11.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.07%	18.07%	+9.00%

Frequently Asked Questions

Can I hold both ZTS and ^SP500TR in my portfolio?

ZTS and ^SP500TR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ZTS or ^SP500TR?

ZTS has higher volatility (26.16%) compared to ^SP500TR (2.83%). In terms of maximum drawdown, ZTS dropped -68.48% vs ^SP500TR's -55.25%.

Which has better risk-adjusted returns?

^SP500TR currently has the higher Sharpe Ratio (2.52 vs -1.53), 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.