ZTS vs. ^SP500TR
Compare and contrast key facts about Zoetis Inc. (ZTS) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZTS or ^SP500TR.
Correlation
The correlation between ZTS and ^SP500TR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZTS vs. ^SP500TR - Performance Comparison
Key characteristics
ZTS:
0.02
^SP500TR:
0.36
ZTS:
0.21
^SP500TR:
0.63
ZTS:
1.03
^SP500TR:
1.09
ZTS:
0.01
^SP500TR:
0.36
ZTS:
0.05
^SP500TR:
1.69
ZTS:
10.13%
^SP500TR:
4.00%
ZTS:
25.49%
^SP500TR:
18.90%
ZTS:
-46.52%
^SP500TR:
-55.25%
ZTS:
-37.80%
^SP500TR:
-11.97%
Returns By Period
The year-to-date returns for both investments are quite close, with ZTS having a -8.14% return and ^SP500TR slightly higher at -7.89%. Over the past 10 years, ZTS has outperformed ^SP500TR with an annualized return of 13.15%, while ^SP500TR has yielded a comparatively lower 12.02% annualized return.
ZTS
-8.14%
-7.47%
-22.02%
0.70%
3.99%
13.15%
^SP500TR
-7.89%
-4.20%
-6.58%
8.06%
15.85%
12.02%
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Risk-Adjusted Performance
ZTS vs. ^SP500TR — Risk-Adjusted Performance Rank
ZTS
^SP500TR
ZTS vs. ^SP500TR - Risk-Adjusted Performance 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.
Drawdowns
ZTS vs. ^SP500TR - Drawdown Comparison
The maximum ZTS drawdown since its inception was -46.52%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ZTS and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
ZTS vs. ^SP500TR - Volatility Comparison
The current volatility for Zoetis Inc. (ZTS) is 10.83%, while S&P 500 Total Return (^SP500TR) has a volatility of 13.53%. This indicates that ZTS experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.