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CGEN vs SPY

Comparison between Compugen Ltd (CGEN, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed CGEN, delivering a return of +12.6% compared to -19.2%

CGEN vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
CGEN
$212M
Winner
SPY
$781B
Expense Ratio
CGEN
N/A
SPY
0.09%
Max Drawdown
CGEN
97.90%
Winner
SPY
56.47%
Sharpe Ratio
CGEN
0.94
Winner
SPY
1.06
5Y Beta
CGEN
1.45
Winner
SPY
1.00
Industry
CGEN
Biotechnology
SPY
N/A
P/E Ratio
Winner
CGEN
5.99
SPY
27.10
Forward P/E
Winner
CGEN
12.36
SPY
20.61
PEG Ratio
CGEN
1.29
SPY
N/A
5Y Dividends CAGR
CGEN
N/A
SPY
6.00%
5Y EPS CAGR
CGEN
N/A
SPY
25.29%
Debt to Equity
Winner
CGEN
0.00%
SPY
31.61%
Free Cash Flow Yield
CGEN
14.79%
SPY
N/A
P/S Ratio
Winner
CGEN
2.92
SPY
3.72
P/B Ratio
Winner
CGEN
2.25
SPY
5.54

CGEN vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CGEN
+9.11%
SPY
-0.68%
3M
CGEN
-12.22%
Winner
SPY
+3.47%
6M
Winner
CGEN
+26.90%
SPY
+7.76%
1Y
Winner
CGEN
+62.15%
SPY
+18.19%
5Y(CAGR)
CGEN
-19.23%
Winner
SPY
+12.60%
10Y(CAGR)
CGEN
-9.94%
Winner
SPY
+14.91%
Max(CAGR)
CGEN
-5.83%
Winner
SPY
+8.45%

CGEN vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCGENSPY
2026+50.65%+9.14%
2025-7.27%+18.00%
2024-23.31%+25.59%
2023+178.87%+26.72%
2022-84.58%-18.64%
2021-66.30%+30.52%
2020+97.88%+17.28%
2019+153.62%+31.09%
2018-19.63%-5.24%
2017-50.98%+20.78%
2016-20.68%+13.59%
2015-25.70%+1.31%
2014-7.03%+14.56%
2013+78.64%+29.00%
2012-4.09%+14.17%
2011-1.59%+0.85%
2010+3.14%+13.14%
2009+1054.76%+22.67%
2008-74.56%-36.25%
2007-40.30%+5.32%
2006-42.83%+13.85%
2005-20.37%+5.32%
2004+1.98%+10.75%
2003+172.97%+24.18%
2002-59.31%-22.42%
2001-16.44%-10.13%
2000-43.79%-8.84%
1999N/A+8.61%

CGEN vs SPY Drawdown Comparison

The maximum drawdown for CGEN was -97.90%, occurring on Nov 24, 2008. Recovery took 5020 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current CGEN drawdown is -87.99%. The current SPY drawdown is -2.11%.

RankCGENSPY
#1-97.90%
Sep 5, 2000 - Aug 19, 2020
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-97.28%
Aug 25, 2020 - Nov 13, 2023
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-15.01%
Aug 14, 2000 - Aug 22, 2000
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-2.06%
Aug 19, 2020 - Aug 25, 2020
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-0.96%
Aug 23, 2000 - Aug 25, 2000
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6N/A-18.76%
Feb 19, 2025 - Jun 26, 2025
#7N/A-13.02%
Jul 20, 2015 - Apr 18, 2016
#8N/A-10.10%
Jan 26, 2018 - Aug 6, 2018
#9N/A-9.44%
Sep 2, 2020 - Nov 11, 2020
#10N/A-9.30%
Jan 19, 2000 - Mar 17, 2000
#11N/A-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between CGEN and SPY is -0.15 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.15
-101

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