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

Company Info

ISINUS05464T1043
CUSIP05464T104
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$3.78B
EPS-$5.27
Revenue (TTM)$270.60M
Gross Profit (TTM)$45.94M
EBITDA (TTM)-$182.45M
Year Range$55.02 - $98.40
Target Price$123.07
Short %18.54%
Short Ratio7.39

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with AXSM

Axsome Therapeutics, Inc.

Popular comparisons: AXSM vs. ARDX, AXSM vs. INZY, AXSM vs. SPY, AXSM vs. VOO, AXSM vs. AAPL, AXSM vs. NVO, AXSM vs. IWDA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Axsome 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.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
3.35%
17.14%
AXSM (Axsome Therapeutics, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Axsome Therapeutics, Inc. had a return of -13.12% year-to-date (YTD) and 6.30% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-13.12%7.41%
1 month-1.07%-0.81%
6 months4.03%18.38%
1 year6.30%23.57%
5 years (annualized)38.80%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202413.12%-9.61%-1.94%
2023-13.50%-10.89%8.30%18.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AXSM is 54, suggesting that the investment has average results relative to the market 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 AXSM is 5454
Axsome Therapeutics, Inc.(AXSM)
The Sharpe Ratio Rank of AXSM is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of AXSM is 5252Sortino Ratio Rank
The Omega Ratio Rank of AXSM is 5151Omega Ratio Rank
The Calmar Ratio Rank of AXSM is 5858Calmar Ratio Rank
The Martin Ratio Rank of AXSM is 5454Martin 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 Axsome Therapeutics, Inc. (AXSM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AXSM
Sharpe ratio
The chart of Sharpe ratio for AXSM, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for AXSM, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.006.000.60
Omega ratio
The chart of Omega ratio for AXSM, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for AXSM, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.006.000.19
Martin ratio
The chart of Martin ratio for AXSM, currently valued at 0.46, compared to the broader market0.0010.0020.0030.000.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.001.002.003.004.005.006.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.008.76

Sharpe Ratio

The current Axsome Therapeutics, Inc. Sharpe ratio is 0.19. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.19
2.15
AXSM (Axsome Therapeutics, Inc.)
Benchmark (^GSPC)

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-34.91%
-2.49%
AXSM (Axsome Therapeutics, Inc.)
Benchmark (^GSPC)

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 34.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.65%Jan 6, 2016750Dec 27, 201859Mar 25, 2019809
-81.26%Dec 27, 2019415Aug 19, 2021
-42.7%Sep 17, 201911Oct 1, 201935Nov 19, 201946
-17.63%Mar 26, 201914Apr 12, 20198Apr 25, 201922
-17.48%Jul 29, 201914Aug 15, 201921Sep 16, 201935

Volatility

Volatility Chart

The current Axsome Therapeutics, Inc. volatility is 14.65%, 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%NovemberDecember2024FebruaryMarchApril
14.65%
3.24%
AXSM (Axsome Therapeutics, Inc.)
Benchmark (^GSPC)

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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items