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ISIN
US05464T1043
CUSIP
05464T104
IPO Date
Nov 19, 2015

Highlights

Market Cap
$12.69B
Enterprise Value
$12.67B
EPS (TTM)
-$3.74
Total Revenue (TTM)
$708.24M
Gross Profit (TTM)
$655.82M
EBITDA (TTM)
-$172.72M
Year Range
$96.09 - $260.19
Target Price
$243.13
ROA (TTM)
-26.39%
ROE (TTM)
-344.96%

Share Price Chart


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Performance

AXSM Performance Chart

Axsome Therapeutics, Inc. (AXSM) is up 35.7% since the beginning of the year. At $248 per share, AXSM is trading 4.7% below its 52-week high of $260. Investors who bought $1,000 worth of AXSM shares 5 years ago would now be looking at an investment worth $3,557.


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S&P 500 Index

Returns By Period

Axsome Therapeutics, Inc. (AXSM) has returned 35.70% so far this year and 146.15% over the past 12 months. Looking at the last ten years, AXSM has achieved an annualized return of 42.66%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Axsome Therapeutics, Inc.

1D
-1.06%
1M
5.03%
YTD
35.70%
6M
60.21%
1Y
146.15%
3Y*
41.16%
5Y*
28.89%
10Y*
42.66%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXSM Monthly Returns History

Based on dividend-adjusted daily data since Nov 19, 2015, AXSM's average daily return is +0.27%, while the average monthly return is +5.81%. At this rate, an investment would double in approximately 1.0 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2019 with a return of +197.5%, while the worst month was Jan 2018 at -50.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AXSM closed higher 48% of trading days. The best single day was Jan 7, 2019 with a return of +161.2%, while the worst single day was Aug 9, 2021 at -46.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.88%-11.05%3.13%22.91%12.87%5.70%35.70%
202525.82%19.80%-8.55%-3.72%-6.35%-0.73%-2.88%19.63%0.14%11.15%12.23%20.55%115.86%
202413.12%-9.61%-1.94%-7.57%-0.45%9.63%8.46%1.78%1.14%-0.93%10.32%-13.86%6.31%
2023-2.76%-9.08%-9.55%15.97%3.15%-2.60%9.20%2.97%-13.50%-10.89%8.30%18.00%3.19%
2022-27.37%2.44%47.24%-23.29%-21.26%53.20%0.76%65.33%-30.06%1.19%60.11%6.70%104.16%
2021-16.42%-1.07%-15.94%6.78%0.41%11.12%-27.97%-47.15%28.35%16.81%-10.29%9.38%-53.63%

Benchmark Metrics

Axsome Therapeutics, Inc. has an annualized alpha of 70.84%, beta of 0.97, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 19, 2015.

  • This stock captured 185.84% of S&P 500 Index gains but only 86.90% of its losses - a favorable profile for investors.
  • R2 of 0.04 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
70.84%
Beta
0.97
0.04
Upside Capture
185.84%
Downside Capture
86.90%

Return for Risk

Risk / Return Rank

AXSM ranks 97 for risk / return — in the top 97% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


AXSM Risk / Return Rank: 9797
Overall Rank
AXSM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AXSM Sortino Ratio Rank: 9898
Sortino Ratio Rank
AXSM Omega Ratio Rank: 9696
Omega Ratio Rank
AXSM Calmar Ratio Rank: 9696
Calmar Ratio Rank
AXSM Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXSMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.59

1.37

+0.23

Calmar ratioReturn relative to maximum drawdown

7.95

2.78

+5.16

Martin ratioReturn relative to average drawdown

23.42

12.44

+10.98

Dividends

Dividend History


Axsome Therapeutics, 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Axsome 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 Axsome Therapeutics, Inc. was 86.65%, occurring on Dec 27, 2018. Recovery took 59 trading sessions.

The current Axsome Therapeutics, Inc. drawdown is 2.87%.


Related event

Drawdown

Fall

Recovery

Underwater

Rate-hike selloffLate 2018
-86.65%Dec 2018
2y 11mo2mo 28d
3y 2moJan 2016 - Mar 2019
2021 bear market2021
-81.26%Aug 2021
1y 7mo3y 5mo
5y 1moDec 2019 - Jan 2025
2019 bear market2019
-42.70%Oct 2019
14d1mo 19d
2mo 3dSep 2019 - Nov 2019
2025 selloff2025
-30.56%Apr 2025
1mo 15d7mo
8mo 15dFeb 2025 - Nov 2025
2026 correction2026
-18.50%Mar 2026
1mo 19d1mo 19d
3mo 8dJan 2026 - Apr 2026

Drawdown Indicators


AXSMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-86.65%

-56.78%

-29.87%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-9.10%

-9.40%

Max Drawdown (3Y)

Largest decline over 3 years

-34.83%

-18.90%

-15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-72.91%

-25.43%

-47.48%

Max Drawdown (10Y)

Largest decline over 10 years

-81.26%

-33.92%

-47.34%

Current Drawdown

Current decline from peak

-2.87%

-1.80%

-1.07%

Average Drawdown

Average peak-to-trough decline

-39.40%

-10.71%

-28.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

2.03%

+4.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Axsome Therapeutics, Inc. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for AXSM relative to other companies in the Biotechnology industry. Currently, AXSM has a P/S ratio of 17.6. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for AXSM in comparison with other companies in the Biotechnology industry. Currently, AXSM has a P/B value of 232.5. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



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
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