PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Adverum Biotechnologies, Inc. (ADVM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS00773U1088
CUSIP00773U108
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$160.79M
EPS (TTM)-$7.89
Total Revenue (TTM)-$3.60M
Gross Profit (TTM)-$6.56M
EBITDA (TTM)-$80.22M
Year Range$6.38 - $29.70
Target Price$30.00
Short %7.17%
Short Ratio9.71

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: ADVM vs. LEGN

Performance

Performance Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-33.49%
16.00%
ADVM (Adverum Biotechnologies, Inc.)
Benchmark (^GSPC)

Returns By Period

Adverum Biotechnologies, Inc. had a return of 2.68% year-to-date (YTD) and -21.01% in the last 12 months. Over the past 10 years, Adverum Biotechnologies, Inc. had an annualized return of -30.76%, while the S&P 500 had an annualized return of 12.04%, indicating that Adverum Biotechnologies, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.68%22.85%
1 month6.92%4.16%
6 months-32.96%15.77%
1 year-21.01%35.40%
5 years (annualized)-35.45%14.46%
10 years (annualized)-30.76%12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202439.48%88.57%-28.59%-31.26%-18.52%-13.38%8.16%-6.47%1.15%2.68%
202312.36%10.58%-0.36%9.27%56.91%29.27%37.11%-20.18%-13.79%-40.27%-9.74%-6.91%29.91%
2022-6.25%-18.79%-2.24%-18.32%-16.15%33.75%21.67%-20.55%-18.10%-8.95%-22.55%-13.49%-67.07%
202113.75%4.06%-23.15%-60.45%-11.28%1.16%-35.14%7.05%-10.70%4.61%-23.35%1.15%-83.76%
2020-14.32%24.72%-20.63%21.29%74.09%1.21%-19.68%-27.25%-15.57%5.92%24.56%-20.24%-5.90%
20190.95%27.36%29.38%23.09%55.81%18.31%12.78%-22.97%-47.24%33.39%50.07%5.59%265.71%
2018108.57%-5.14%-16.25%7.76%-0.00%-15.20%-11.32%61.70%-20.39%-30.58%-14.52%-12.26%-10.00%
20170.00%-8.62%1.89%5.56%-10.53%-1.96%2.00%7.84%32.73%-10.96%-6.15%14.75%20.69%
2016-36.97%-14.67%0.98%9.09%-19.86%-30.09%14.56%-1.10%14.80%-28.22%-3.39%1.75%-69.54%
2015-26.52%-8.82%12.00%-21.37%17.01%-56.44%-9.36%-28.94%-21.22%2.31%24.32%-9.16%-82.37%
20145.86%15.39%4.94%10.06%36.74%92.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADVM is 31, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADVM is 3131
Combined Rank
The Sharpe Ratio Rank of ADVM is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of ADVM is 3434Sortino Ratio Rank
The Omega Ratio Rank of ADVM is 3333Omega Ratio Rank
The Calmar Ratio Rank of ADVM is 2828Calmar Ratio Rank
The Martin Ratio Rank of ADVM is 3333Martin 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 Adverum Biotechnologies, Inc. (ADVM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADVM
Sharpe ratio
The chart of Sharpe ratio for ADVM, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.24
Sortino ratio
The chart of Sortino ratio for ADVM, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28
Omega ratio
The chart of Omega ratio for ADVM, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for ADVM, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23
Martin ratio
The chart of Martin ratio for ADVM, currently valued at -0.41, compared to the broader market-10.000.0010.0020.0030.00-0.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-4.00-2.000.002.004.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market-10.000.0010.0020.0030.0016.98

Sharpe Ratio

The current Adverum Biotechnologies, Inc. Sharpe ratio is -0.24. 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 Adverum Biotechnologies, Inc. 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-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.24
2.78
ADVM (Adverum Biotechnologies, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Adverum Biotechnologies, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-98.71%
0
ADVM (Adverum Biotechnologies, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Adverum Biotechnologies, Inc.. 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 Adverum Biotechnologies, Inc. was 99.10%, occurring on Dec 27, 2022. The portfolio has not yet recovered.

The current Adverum Biotechnologies, Inc. drawdown is 98.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.1%Jan 8, 20152007Dec 27, 2022
-19.26%Aug 1, 20143Aug 5, 20149Aug 18, 201412
-17.74%Sep 30, 20149Oct 10, 201417Nov 4, 201426
-12.89%Sep 15, 20145Sep 19, 20145Sep 26, 201410
-10.31%Nov 5, 201411Nov 19, 20144Nov 25, 201415

Volatility

Volatility Chart

The current Adverum Biotechnologies, Inc. volatility is 18.23%, 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%25.00%MayJuneJulyAugustSeptemberOctober
18.23%
2.86%
ADVM (Adverum Biotechnologies, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Adverum Biotechnologies, Inc..


Loading data...

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