PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Aldeyra Therapeutics, Inc. (ALDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS01438T1060
CUSIP01438T106
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$226.96M
EPS (TTM)-$0.51
PE Ratio14.24
Total Revenue (TTM)$392.62K
Gross Profit (TTM)$200.52K
EBITDA (TTM)-$22.95M
Year Range$1.42 - $8.38
Target Price$9.25
Short %5.15%
Short Ratio6.52

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.


Aldeyra Therapeutics, Inc.

Popular comparisons: ALDX vs. SCHD

Performance

Performance Chart

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


-50.00%0.00%50.00%100.00%150.00%200.00%FebruaryMarchAprilMayJuneJuly
-46.94%
192.64%
ALDX (Aldeyra Therapeutics, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Aldeyra Therapeutics, Inc. had a return of 8.83% year-to-date (YTD) and -52.19% in the last 12 months. Over the past 10 years, Aldeyra Therapeutics, Inc. had an annualized return of -2.16%, while the S&P 500 had an annualized return of 10.77%, indicating that Aldeyra Therapeutics, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.83%15.41%
1 month5.23%0.33%
6 months24.03%13.74%
1 year-52.19%21.39%
5 years (annualized)-6.24%13.11%
10 years (annualized)-2.16%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.83%15.65%-9.67%20.49%-2.03%-14.25%8.83%
2023-15.23%14.58%46.89%-4.03%-0.42%-11.59%-3.28%-8.07%-10.46%-74.40%61.99%26.71%-49.57%
2022-8.25%10.08%10.02%-30.93%0.65%29.13%26.32%39.68%-24.15%2.25%2.56%24.29%74.00%
202163.27%9.46%-3.10%5.81%-0.40%-9.50%-21.45%6.63%-7.48%3.64%-15.71%-47.85%-41.69%
2020-8.09%-28.84%-35.00%27.53%56.19%-15.24%54.20%1.56%13.48%-9.85%5.24%-2.42%18.07%
20196.14%-8.29%11.76%-8.42%-15.72%-13.92%-8.67%-19.53%19.50%6.07%42.75%-27.19%-30.00%
20189.93%10.37%-9.09%4.67%7.01%-5.36%-12.58%21.58%63.31%-21.96%-16.71%-7.47%22.06%
20171.87%-9.17%1.01%-13.00%16.09%-7.92%2.15%-12.63%73.49%-12.50%5.56%2.26%27.10%
2016-29.06%1.87%-14.49%50.36%-7.78%-2.07%8.08%-9.92%41.16%-32.86%-1.90%3.88%-21.09%
201567.59%-15.70%-0.20%-7.24%-21.11%4.16%14.56%-18.79%-19.25%18.01%5.81%-6.87%-6.09%
2014-15.24%7.49%-45.58%-3.08%71.10%16.55%4.64%-0.00%0.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALDX is 26, 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 ALDX is 2626
ALDX (Aldeyra Therapeutics, Inc.)
The Sharpe Ratio Rank of ALDX is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of ALDX is 3636Sortino Ratio Rank
The Omega Ratio Rank of ALDX is 3636Omega Ratio Rank
The Calmar Ratio Rank of ALDX is 1414Calmar Ratio Rank
The Martin Ratio Rank of ALDX is 2323Martin 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 Aldeyra Therapeutics, Inc. (ALDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALDX
Sharpe ratio
The chart of Sharpe ratio for ALDX, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.003.00-0.47
Sortino ratio
The chart of Sortino ratio for ALDX, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.06
Omega ratio
The chart of Omega ratio for ALDX, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for ALDX, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.006.00-0.59
Martin ratio
The chart of Martin ratio for ALDX, currently valued at -1.00, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current Aldeyra Therapeutics, Inc. Sharpe ratio is -0.47. 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 Aldeyra Therapeutics, 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-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.47
1.82
ALDX (Aldeyra Therapeutics, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Aldeyra Therapeutics, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%FebruaryMarchAprilMayJuneJuly
-74.28%
-2.86%
ALDX (Aldeyra Therapeutics, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Aldeyra Therapeutics, 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 Aldeyra Therapeutics, Inc. was 90.10%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Aldeyra Therapeutics, Inc. drawdown is 74.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.1%Apr 28, 2021631Oct 27, 2023
-88.71%Sep 28, 2018367Mar 16, 2020232Feb 16, 2021599
-70.91%Feb 2, 2015267Feb 24, 2016652Sep 26, 2018919
-56.32%Jun 20, 201431Aug 5, 201454Oct 21, 201485
-31.86%Oct 30, 201439Dec 26, 201414Jan 16, 201553

Volatility

Volatility Chart

The current Aldeyra Therapeutics, Inc. volatility is 19.32%, 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%30.00%FebruaryMarchAprilMayJuneJuly
19.32%
2.76%
ALDX (Aldeyra Therapeutics, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Aldeyra Therapeutics, Inc. 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 Aldeyra Therapeutics, 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