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 4.97%/yr vs 15.40%/yr for ^SP500TR. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
ZTS vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, ZTS achieves a -38.62% return, which is significantly lower than ^SP500TR's 13.77% return. Over the past 10 years, ZTS has underperformed ^SP500TR with an annualized return of 4.97%, while ^SP500TR has yielded a comparatively higher 15.40% annualized return.
ZTS
- 1D
- -1.37%
- 1M
- 2.37%
- 6M
- -37.18%
- YTD
- -38.62%
- 1Y
- -48.95%
- 3Y*
- -23.74%
- 5Y*
- -16.97%
- 10Y*
- 4.97%
- ALL TIME*
- 7.67%
^SP500TR
- 1D
- 1.79%
- 1M
- 3.45%
- 6M
- 12.49%
- YTD
- 13.77%
- 1Y
- 23.69%
- 3Y*
- 21.61%
- 5Y*
- 13.42%
- 10Y*
- 15.40%
- ALL TIME*
- 11.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
ZTS Zoetis Inc. | $406.06M | $423.98M | $599.92M |
ZTS vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZTS Zoetis Inc. | -38.62% | -21.75% | -16.63% | 35.91% | -39.51% | 48.26% | 25.76% | 55.71% | 19.45% | 35.55% |
^SP500TR S&P 500 Total Return | 13.77% | 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 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2013 | 0.52 |
Over the past year, the correlation between ZTS and ^SP500TR has dropped to 0.23 - well below their long-term average of 0.52, 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 | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.43 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.33 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.68 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.67 | 11.50 | -13.17 |
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Drawdowns
ZTS vs. ^SP500TR - Drawdown Comparison
The maximum ZTS drawdown since its inception was -69.48%, 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 | -69.48% | -55.25% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -53.60% | -8.89% | -44.71% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -18.75% | -44.24% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -24.49% | -44.99% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -33.79% | -35.69% |
Current DrawdownCurrent decline from peak | -67.48% | 0.00% | -67.48% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -8.14% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.26% | 2.07% | +27.19% |
Volatility
ZTS vs. ^SP500TR - Volatility Comparison
Zoetis Inc. (ZTS) has a higher volatility of 6.37% compared to S&P 500 Total Return (^SP500TR) at 4.13%. 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 | 6.37% | 4.13% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 32.17% | 10.33% | +21.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.26% | 12.94% | +23.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.04% | 17.04% | +12.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.19% | 18.09% | +9.10% |
Frequently Asked Questions
ZTS and ^SP500TR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZTS has higher volatility (6.37%) compared to ^SP500TR (4.13%). In terms of maximum drawdown, ZTS dropped -69.48% vs ^SP500TR's -55.25%.
^SP500TR currently has the higher Sharpe Ratio (1.85 vs -1.36), 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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