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Amylyx Pharmaceuticals, Inc. (AMLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS03237H1014
CUSIP03237H101
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$140.77M
EPS (TTM)-$1.34
PE Ratio2.90
Total Revenue (TTM)$299.79M
Gross Profit (TTM)$168.49M
EBITDA (TTM)-$100.56M
Year Range$1.58 - $25.48
Target Price$4.08
Short %11.67%
Short Ratio6.31

Share Price Chart


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Compare to other instruments

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Amylyx Pharmaceuticals, Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amylyx Pharmaceuticals, Inc., 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%-80.00%-60.00%-40.00%-20.00%0.00%20.00%FebruaryMarchAprilMayJuneJuly
-87.38%
19.40%
AMLX (Amylyx Pharmaceuticals, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amylyx Pharmaceuticals, Inc. had a return of -84.51% year-to-date (YTD) and -90.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-84.51%17.08%
1 month31.03%3.89%
6 months-85.94%16.83%
1 year-90.06%24.87%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.70%17.81%-84.93%-36.27%-4.97%10.47%-84.51%
20236.06%-11.15%-15.74%-3.20%-13.06%-12.64%8.72%-8.06%-15.07%-10.92%-13.18%3.95%-60.16%
202228.28%41.93%-60.94%-29.96%-1.22%116.65%40.13%-6.48%11.53%26.71%7.57%-3.70%104.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMLX is 6, indicating that it is in the bottom 6% 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 AMLX is 66
AMLX (Amylyx Pharmaceuticals, Inc.)
The Sharpe Ratio Rank of AMLX is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of AMLX is 1111Sortino Ratio Rank
The Omega Ratio Rank of AMLX is 44Omega Ratio Rank
The Calmar Ratio Rank of AMLX is 22Calmar Ratio Rank
The Martin Ratio Rank of AMLX is 44Martin 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 Amylyx Pharmaceuticals, Inc. (AMLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AMLX
Sharpe ratio
The chart of Sharpe ratio for AMLX, currently valued at -0.83, compared to the broader market-2.00-1.000.001.002.003.00-0.83
Sortino ratio
The chart of Sortino ratio for AMLX, currently valued at -1.17, compared to the broader market-4.00-2.000.002.004.00-1.17
Omega ratio
The chart of Omega ratio for AMLX, currently valued at 0.75, compared to the broader market0.501.001.502.000.75
Calmar ratio
The chart of Calmar ratio for AMLX, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.93
Martin ratio
The chart of Martin ratio for AMLX, currently valued at -1.55, compared to the broader market-10.000.0010.0020.00-1.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market-10.000.0010.0020.008.58

Sharpe Ratio

The current Amylyx Pharmaceuticals, Inc. Sharpe ratio is -0.83. 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 Amylyx Pharmaceuticals, 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
-0.83
2.31
AMLX (Amylyx Pharmaceuticals, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Amylyx Pharmaceuticals, Inc. 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
-94.43%
-0.88%
AMLX (Amylyx Pharmaceuticals, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amylyx Pharmaceuticals, 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 Amylyx Pharmaceuticals, Inc. was 96.04%, occurring on Jun 18, 2024. The portfolio has not yet recovered.

The current Amylyx Pharmaceuticals, Inc. drawdown is 94.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.04%Jan 30, 2023349Jun 18, 2024
-79.18%Mar 1, 202251May 11, 2022104Oct 10, 2022155
-17.59%Feb 2, 20228Feb 11, 20225Feb 18, 202213
-15.23%Dec 2, 202212Dec 19, 202223Jan 24, 202335
-13.39%Oct 27, 20228Nov 7, 202213Nov 25, 202221

Volatility

Volatility Chart

The current Amylyx Pharmaceuticals, Inc. volatility is 28.69%, 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%50.00%100.00%150.00%FebruaryMarchAprilMayJuneJuly
28.69%
2.07%
AMLX (Amylyx Pharmaceuticals, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Amylyx Pharmaceuticals, 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 Amylyx Pharmaceuticals, Inc..


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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