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Arbutus Biopharma Corporation (ABUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINCA03879J1003
CUSIP03879J100
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$737.86M
EPS (TTM)-$0.44
Total Revenue (TTM)$8.34M
Gross Profit (TTM)$7.25M
EBITDA (TTM)-$60.55M
Year Range$1.69 - $3.92
Target Price$4.40
Short %4.04%
Short Ratio5.03

Share Price Chart


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Arbutus Biopharma Corporation

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Arbutus Biopharma Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%FebruaryMarchAprilMayJuneJuly
-46.38%
252.05%
ABUS (Arbutus Biopharma Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Arbutus Biopharma Corporation had a return of 54.80% year-to-date (YTD) and 81.69% in the last 12 months. Over the past 10 years, Arbutus Biopharma Corporation had an annualized return of -9.34%, while the S&P 500 had an annualized return of 10.64%, indicating that Arbutus Biopharma Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date54.80%13.78%
1 month26.06%-0.38%
6 months64.68%11.47%
1 year81.69%18.82%
5 years (annualized)16.63%12.44%
10 years (annualized)-9.34%10.64%

Monthly Returns

The table below presents the monthly returns of ABUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.20%18.14%-7.86%5.81%23.08%-8.04%54.80%
202329.18%-7.64%8.99%-17.16%-0.80%-7.63%-5.65%-6.45%-0.00%-9.85%12.02%21.95%7.30%
2022-27.58%13.88%-6.88%-21.81%4.29%11.52%-14.76%-3.90%-13.96%22.51%0.43%-0.85%-39.95%
20216.48%-0.79%-11.20%4.20%-18.44%7.07%-11.22%27.51%25.07%-6.06%-20.60%21.25%9.30%
2020-6.12%11.88%-65.41%14.85%87.07%-16.13%109.34%-23.62%7.56%-9.90%60.64%-21.63%27.70%
2019-3.66%18.97%-18.45%-24.86%-32.34%14.29%-14.42%-23.03%11.31%-6.89%17.61%66.47%-27.42%
20180.99%6.86%-8.26%14.00%2.63%24.79%52.05%-18.02%3.85%-55.13%2.83%-12.16%-24.16%
20178.16%0.94%21.50%4.62%-0.00%5.88%-4.17%21.74%47.62%-8.87%-0.00%-10.62%106.12%
2016-29.44%0.64%30.70%19.85%-16.36%-15.94%17.53%-6.85%-9.71%-8.43%-15.87%-7.55%-44.94%
201569.04%-29.05%-3.91%-11.40%-9.70%-15.10%-8.68%-34.35%-14.35%-9.69%1.45%-20.25%-70.63%
201475.16%47.92%4.07%-38.16%-4.44%2.83%-1.91%67.06%-1.21%-21.10%-8.99%-0.20%90.09%
2013-5.24%-5.95%6.55%1.27%4.82%-6.00%16.17%-0.55%27.99%28.78%-8.94%-2.21%60.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ABUS is 87, placing it in the top 13% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABUS is 8787
ABUS (Arbutus Biopharma Corporation)
The Sharpe Ratio Rank of ABUS is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of ABUS is 9090Sortino Ratio Rank
The Omega Ratio Rank of ABUS is 8686Omega Ratio Rank
The Calmar Ratio Rank of ABUS is 7878Calmar Ratio Rank
The Martin Ratio Rank of ABUS is 8989Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Arbutus Biopharma Corporation (ABUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABUS
Sharpe ratio
The chart of Sharpe ratio for ABUS, currently valued at 1.85, compared to the broader market-2.00-1.000.001.002.003.001.85
Sortino ratio
The chart of Sortino ratio for ABUS, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.70
Omega ratio
The chart of Omega ratio for ABUS, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ABUS, currently valued at 0.84, compared to the broader market0.001.002.003.004.005.000.84
Martin ratio
The chart of Martin ratio for ABUS, currently valued at 7.81, compared to the broader market-30.00-20.00-10.000.0010.0020.007.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-2.00-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.001.002.003.004.005.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market-30.00-20.00-10.000.0010.0020.006.32

Sharpe Ratio

The current Arbutus Biopharma Corporation Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Arbutus Biopharma Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
1.85
1.66
ABUS (Arbutus Biopharma Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Arbutus Biopharma Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%FebruaryMarchAprilMayJuneJuly
-87.49%
-4.24%
ABUS (Arbutus Biopharma Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Arbutus Biopharma Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Arbutus Biopharma Corporation was 97.19%, occurring on Oct 9, 2019. The portfolio has not yet recovered.

The current Arbutus Biopharma Corporation drawdown is 87.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.19%Mar 12, 20141405Oct 9, 2019
-86.6%Oct 10, 2007218Dec 12, 20081159Oct 7, 20131377
-31.5%Oct 8, 201346Dec 11, 201320Jan 13, 201466
-29.84%Jul 24, 200715Aug 16, 200723Oct 5, 200738
-18.01%Feb 26, 20144Mar 3, 20142Mar 5, 20146

Volatility

Volatility Chart

The current Arbutus Biopharma Corporation volatility is 9.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
9.95%
3.80%
ABUS (Arbutus Biopharma Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Arbutus Biopharma Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Arbutus Biopharma Corporation.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items